In a previous life, I remember software that could perform auto-optimization on a trading strategy. Can't remember which platform this was exactly.
I've added inputs to some of my critical strategy components, such as the dynamic stop (I'm currently using a lower-timeframe PSAR for this). It's fun to have the Strategy Tester window up and tweak these PSAR inputs - it helps me optimize for the trading pair.
But what would be ideal is an automated optimization where I can give it the range of values to test, and a range of desired performance metrics, and then let the computer do all this tweaking.
Is there any way to accomplish this? Thanks