optimize_strategy
Optimize trading strategy parameters using grid search. Backtest multiple configurations and return top results ranked by selected performance metric.
Instructions
Optimize strategy parameters using VectorBT grid search.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | Stock symbol to optimize | |
| strategy | No | Strategy type to optimize | sma_cross |
| start_date | No | Start date (YYYY-MM-DD) | |
| end_date | No | End date (YYYY-MM-DD) | |
| optimization_metric | No | Metric to optimize (sharpe_ratio, total_return, win_rate, etc.) | sharpe_ratio |
| optimization_level | No | Level of optimization (coarse, medium, fine) | medium |
| top_n | No | Number of top results to return |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||