Next Steps After the Basics

After you get the basics, here is a list of things to try next.
Published Jun 1, 2025

Backtest With and Without Stops to Compare

Take one of your backtests and run it through the optimizer. Then go back and run the backtest without any stops or targets. Put that through the optimizer and compare the reports with and without stops.

Take a Backtest and "Start Over"

Take one of your backtests and "start over" - i.e. loosen all (or a lot) of your filters so you're getting way more trades that you would actually trade. Start from there with the optimizer and add rules back from the optimizer reports at each step.

Try the Same Optimization but Vary The Aggression Factor

For aggression factor testing, try this: run an optimization with 33 (default) and then run the exact same backtest with a much smaller number, say, 5 or 10. Compare the optimization reports. The lower the aggression factor, the smaller a set you allow the optimizer to search for.

When To Use Large or Small Aggression Factors

In general, when I'm starting to optimize a strategy, I'll use a larger aggression factor but then as the strategy gets more mature I'll use a smaller one, hoping to remove smaller and smaller sets of poor trades from the system, maintaining total profit.

Use Different Position Sizing Approaches and Compare

Depending on the position sizing approach in your strategy, the optimizer results will vary widely. Use different sizing approaches and run optimizations on each and compare the results.