The Optimizer
You can now optimize backtests using parameter sweeps!
Choose up to 5 parameters at a time, customize the range and step size for each parameter, and iterate on up to 500 tests per optimization run. Quickly identify the parameter values that produce the best results, and easily update the original backtest.
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Use the robustness score to avoid curve-fitting and gain confidence in your strategies.
Note: the number of tests per optimization and optimizations per day is determined by your subscription level.
Spread Premium Targets
You can now target a specific premium with fixed-width spreads. For example, you can now have OO choose a 50-wide credit spread that collects $3 in total premium. The spread premium target feature can be used for credit or debit spreads, and can even be applied to both put and call side verticals to create an iron condor or reverse iron condor.
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