wehub-resource-sync
69 lines
1.7 KiB
JSON
69 lines
1.7 KiB
JSON
{
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// optional: algorithm class selector
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"algorithm-type-name": "ParameterizedAlgorithm",
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// optional: Algorithm language selector - options CSharp, Python
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"algorithm-language": "CSharp",
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// optional: Physical DLL location
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"algorithm-location": "QuantConnect.Algorithm.CSharp.dll",
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"optimizer-close-automatically": true,
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// How we manage solutions and make decision to continue or stop
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"optimization-strategy": "QuantConnect.Optimizer.Strategies.EulerSearchOptimizationStrategy",
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// on-demand settings required for different optimization strategies
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"optimization-strategy-settings": {
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"$type": "QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategySettings, QuantConnect.Optimizer",
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"default-segment-amount": 10
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},
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// optimization problem
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"optimization-criterion": {
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// path in algorithm output json
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"target": "Statistics.Sharpe Ratio",
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// optimization: available options max, min
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"extremum": "max",
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// optional, if defined and backtest complies with the targets then trigger ended event
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"target-value": 3
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},
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// if it doesn't comply just drop the backtest
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"constraints": [
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{
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"target": "Drawdown",
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"operator": "lessOrEqual", // less, greaterOrEqual, greater, notEqual, equals
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"target-value": 0.15
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},
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{
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"target": "Total Trades",
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"operator": "greater",
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"target-value": 2
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}
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],
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// optional: default is process count / 2
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//"maximum-concurrent-backtests": 10,
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// optimization parameters
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"parameters": [
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{
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"name": "ema-slow",
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"min": 10,
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"max": 50
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},
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{
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"name": "ema-fast",
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"min": 50,
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"max": 150,
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"step": 50,
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// optional
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"min-step": 0.0001
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}
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]
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}
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