Optimization

A strategy portfolio can be assigned an optimization script to optimize a group of script parameters belonging to the portfolio scripts. (Trading strategy scripts, position sizing scripts, money management script…)

The optimization process runs the strategy portfolio again and again using different parameter values, while calculating a score value at the end of each run. The selection of parameter values for the next run as well as the calculation of the score value for the previous run are both defined in the optimization script itself.

Optimization Screenshots

Optimization Script	Optimization Script Setup
Optimization Settings	Optimization Results

Optimization Scripts

The IQBroker automated trading platform ships with a library of premade optimization scripts that can be used without any programming, while custom scripts can easily be developed using the resource designer and IQLanguage.