TradeStation Help

Chart Analysis Preferences - Strategy

The Strategy tab contains global settings for the Strategy Optimization Report and general strategy settings used for all Chart Analysis windows in your workspaces.

 Access using the menu bar View > Chart Analysis Preferences menu sequence and select the Strategy tab.

Optimization Report Settings  

Contains the default settings you want to use for Strategy Optimization Reports.

• Keep the [Highest/Lowest ]  [ N ] tests - Select the desired setting (highest or lowest) from the drop-down list, and enter the number of tests that you want to be displayed in the Strategy Optimization report when optimizing a strategy.
• Fitness Function - Select the desired fitness function from the drop-down list that will be used as the optimization test criteria for strategy optimizations. The criteria used is to identify the best permutations, and ranks the best results for an optimized strategy which is based on net profit for all trades (by default). The fitness function selected is used for the next and all successive times you run an optimization. For more information, see Strategy Optimization Report Fitness Function Fields.
• Default sort field - Select the desired optimization report field to sort the ranked results from the Default sort field drop-down list. Click the desired up/down arrow to determine the sort criteria for the results in the Strategy Optimization Report. Values are not rounded when lesser numbers of decimal places are selected.

General Strategy Settings

Contains the default settings you want to use for strategies. Initial capital and interest rates are only used in the Strategy Performance Report.

• Default Initial Capital - Enter the amount (in currency) of initial capital to use as the default setting for a strategy.
• Default Interest Rate - Enter the number (in percentage) for the interest rates to use as the default setting for a strategy.
• Percent increment for Bouncing Ticks(tm) - Enter the amount (in percentage) to use that automatically sends the data up/down by a percentage immediately after a buy or sell order and then comes back up/down to the next item on the bar (such as high or low). This allows the chart to more closely simulate market activity. Enter a value from 0 to 100. If you do not want to use Bouncing Ticks(tm), enter 0. For more information about Bouncing Ticks, see Assumption 1 under Calculating Strategy Orders.
• Display arrow margins (as % of sub-graph size) - Check this setting to enter percentage (top or bottom) values that determine the relative distance a strategy's on screen arrows are displayed from the top and bottom of the Chart Analysis window. The default is 2 percent.
• Make arrow and label backgrounds transparent for strategies and Account Orders & Positions - Check this setting to enable background transparency for strategy arrows and labels. When unchecked, labels and arrows block out the part of the background beneath them.

 Click OK to apply changes or Cancel to exit without changes.