About EasyLanguage Optimization Classes

The EasyLanguage Optimization classes and underlying API give you all the tools you need to define and run optimization jobs using EasyLanguage.

The following describes the main features that provide you control over every aspect of an optimization:

  • Define the security (or securities) to use for the optimization, including the symbol, interval, and history range. You can even optimize over symbols or intervals.
  • Define the strategies to use for the optimization.
  • Specify the inputs to optimize. You can now optimize over a list of values or expressions as well as over a range of values.
  • Define the global settings for the optimization, as well as any strategy-specific settings.
  • Monitor the progress of the optimization as it runs.
  • Retrieve and analyze the optimization results when the optimization is done.
  • Handle optimization errors if they occur.

The Optimization classes and API allow you to write an application that executes multiple optimizations automatically. In fact, you can use the results of one optimization to determine the parameters of the next optimization; this opens up new possibilities for strategy analysis. In addition, the underlying API takes full advantage of the multi-threaded optimization engine. This requires no extra effort on your part. Just specify what you want to optimize and how to respond to events, and the optimization will automatically use all the cores on your machine. (You can also specify how many threads to use for the optimization if you wish.)

Additional Resources