Robust strategy parameter optimiser
optimize_strategyFind robust strategy params, not lucky ones: tests up to 50 combos of a backtest strategy; ranks by worst-half (H1/H2) return with neighbourhood smoothing, flags overfitting, and recommends the most robust parameters rather than the best-fit ones. Price: $0.50 USDC per call (x402, Base mainnet). Free pre-check: validate_optimize.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| end | No | YYYY-MM-DD | |
| fee | No | Fee per side (0.009 = 0.9%) | |
| grid | Yes | param -> values to try; <= 50 combos total, <= 10 values per param | |
| start | No | YYYY-MM-DD | |
| rank_by | No | robust | |
| slippage | No | Slippage per side | |
| strategy | Yes | ||
| universe | No | ||
| initial_capital | No | Starting capital in USD |