Runbot Documentation
How it worksIndicatorsTriggers BoxesNFTs
  • Introduction
  • Interactive Tutorial
  • HOW IT WORKS
    • Box synergies
    • Signal list
      • Long/Short signal
      • Cancel signal
      • Stop signal
      • Custom signal
    • Glossary
  • Parimutuels Markets
  • Strategy Boxes
    • Strategy list
    • Strategy management (Backtest box)
    • Signals Box
    • Selectors Box
    • Indicators box
      • Offset Candle
      • Signal creation
      • Signal duration rule
  • Indicators
    • Basic triggers
    • Runbot Indicators
      • RSI
      • Candle
      • MACD
      • MA
      • Stochastic
      • Streak
      • ATR
      • Bollinger Bands
      • Funding (8h Rates)
      • Orderflow
      • Liquidations
      • Pivot Points
      • ATR Bands
      • Fibonacci
      • CHOP
      • Potential Cumulative Liquidations
      • Open Interest
      • Volume Profile
      • Ichimoku
      • SAR
      • TD9
      • VWAP/MVWAP
      • Calendar
      • SuperTrend
      • CCI
      • Fear & Greed Index
      • MA Bands
      • Volume Anomaly
      • Orderbook
      • AI News Sentiment
    • #AI Indicators: Harmonia
    • VeloData Indicators
      • Aggregated Datas
        • Premium Index
        • Volume Index
      • Options Markets
        • Options Premium Index
        • Option Volume
        • Option Skew
        • Implied Volatility
        • Delta
        • Vega
        • Gamma
  • Triggers Boxes
    • Entry in position rules
      • Majority of signals
      • Unanimity of signals
      • Equality
      • Minimum number of signals
      • Maximum number of signals
      • No previous trade
    • Exit position rules
      • Stop %/ATR
      • Confirmation stop %/ATR
      • TP ATR %/ATR
      • TP/SL signal
      • Trailing %/ATR
      • Decaying TP %/ATR
      • Magnetic TP %/ATR
      • Stop candle %/ATR
      • TP Candle %/ATR
      • Number of candles
      • Opposite trade
    • Adjust position rules
      • Increase/Decrease order size
      • Delay between two triggers
      • Signals occurs
      • Max position size
  • Risk management Boxes
    • Position size
      • Leverage
      • Constant USD
      • Orderbook
      • Risk % capital per %/ATR
      • Risk constant USD per %/ATR
      • Candle distance
    • Entry in position methods
      • Market order
      • Slippage market
      • Sequential Market
      • Pyramid orders
      • Delay
  • Runbot NFTs
    • Connect your Web3 Wallet
    • Strategy NFTs
    • Mint Open-Source NFT
    • Mint Rental NFT
    • Community NFTs Indicators
      • Black Flamingo Indicators
      • Harmonia Indicators
      • VeloData Indicators
    • FAQ Marketplace & NFTs
  • Webhooks (Trading Bots)
    • BingX (free bots)
    • Bitget (free bots)
    • Phemex (free bots)
    • Blofin (free bots)
    • OKX
    • Bybit
    • Tealstreet
    • Mizar
    • WunderTrading
    • Alertatron
    • Zignaly
    • Discord
    • Custom URL
  • Advanced Tools
    • Strategies Composer
    • Strategy Optimiser
      • Random Search
      • Simulated annealing
      • Combinatorial
      • Tips to Optimize your strategy
  • 🧠 AI Agent Optimiser
  • Free plan and Credits
Powered by GitBook
On this page
  • Introduction
  • 1. Getting Started
  • 3. Parameters to Optimize
  • 4. Criteria to Optimize
  • 5. Launching the Optimization

Was this helpful?

  1. Advanced Tools

Strategy Optimiser

PreviousStrategies ComposerNextRandom Search

Last updated 11 months ago

Was this helpful?

Introduction

The 'Optimiser' tool is a cutting-edge solution designed for the modern trader. This tool automatically and efficiently searches for the optimal parameters of an automated trading strategy.

Whether you aim to boost performance, minimize drawdown, or enhance the winrate of your strategy, 'Optimiser' tailors its search based on the results criteria you wish to maximize.

Experience swift and effective optimization like never before.

1. Getting Started

  • Click "Create a new Optimisation"

  • Initial Setup: Begin by selecting the parameters for your backtest, just as you would for a regular strategy. Choose the historical period you wish to backtest.

  • Allocation: Decide on the number of backtests you want to allocate for optimization. This will depend on your Runbot subscription or available credits. Remember, the more backtests you allocate, the faster the optimization process will be.

Or use this for Optimizing with credits:


2. Selecting the Right Optimization Method

Runbot offers three optimization methods:

  • Random Search Method

  • Simulated Annealing Method

  • Combinatorial Method

Choose your preferred method and configure its settings accordingly.

To learn more about the Optimisation methods and their parameters, check the next pages.


3. Parameters to Optimize

  • Strategy Selection: Under the "Parameters" submenu, select the strategy you wish to optimize.

  • Adding Parameters: Navigate to "parameters to optimize" and click on "add another parameter". This allows you to select which parameter you want to optimize, this can be an indicator, an entry or exit rule, a position size rule, and more. Specify the details to be optimized and their optimization search ranges.

Note: The optimization will only search within the pre-defined range of optimization parameters.


4. Criteria to Optimize

  • Criteria Selection: In the "Criteria" tab, decide what aspects of your strategy you want to enhance. Based on the parameters set, the Optimiser will seek the best outcomes to improve these criteria.

  • Weighting: You can choose to improve one or multiple criteria by adjusting their relative importance using the % of relative weightings. This allows you to enhance various aspects of your strategy such as overall performance, Runbot score, Sharpe ratio, reducing drawdown, and much more.


5. Launching the Optimization

Once you've set everything up, simply click on "request an optimisation". Sit back and let the magic happen!

The Optimizer may find better parameters, but sometimes it can not. This will depend on many factors. If not, try to change the Optimisation method or change the parameters and criterias.

After the optimization is complete, you'll be able to apply the newly identified optimal values directly to the "base strategy" – your original strategy. The parameters will be instantly updated, modifying your strategy accordingly.

If you prefer to keep your initial strategy unchanged, simply select "Apply optimal values to a duplicate strategy". This will create a new strategy with the optimal values, which will be available on your Strategies page.

https://app.runbot.io/Optimiser