Hello,
According to the strategy development process outlined at the Financial Hacker blog it's recommended to optimize entry parameters first, test the strategy, perform reality check and only then proceed with the exit parameters optimization.
So, in my case I want to optimize entry parameters with reversal exits first. Then apply a StopLoss and optimize the second time.
Blog says about the exit parameters optimization:
Do not touch anymore the entry algorithm and its parameters. You’re now optimizing the exit.
Questions:
1. I wonder how to optimize only exit parameters in my case and don't touch entry parameters? Does Zorro provide a mechanism to train several groups of parameters separately (i.e. optimize parameters of the 2nd group using optimal parameters of the 1st group; similar to separate training of RULES and PARAMETERS)?
2. Or should I train only entry parameters first and then entry & exit parameters together? But in my case, entry parameters in the 2nd optimization run will depend on default exit parameters. So entry parameters will be different compared to the 1st optimization run. Therefore, "don't touch entry parameters" requirement won't be fulfiled. What is recommended?
Thank you!
