TradeStation Help
Once you've tested your trading strategy and determined that it is a sound, robust strategy, you may want to see if you can improve or fine-tune the strategy. This is also known as optimizing a strategy. For information on optimization and the Optimization Report, see About Strategy Optimization.
Optimization is a valuable process that automates the sequential rotation of numeric values in the inputs of your strategy. When the optimization is completed, TradeStation automatically plugs the values into the trading strategy that best meet your optimization criteria.
By default, the optimization is set and judges the different values based on best net profit, but you can optimize your strategy based on any of the fields in the Strategy Performance Report. Once you've optimized your strategy, you are almost ready to begin trading it.