Strategy optimisation

Adjusting a strategy on the basis of measured results rather than opinion.

Trading Conceptsoptimisationstrategy optimization

Full explanation

Optimisation is small, evidence-led change: adding a session filter because morning trades clearly outperform, widening a stop because most losers were stopped before the move, or dropping a setup that has never paid.

Change one thing at a time and keep the sample honest. If you adjust three rules at once, you will not know which change helped.

There is a hard limit. Beyond a point, extra tuning stops describing the market and starts describing your sample, which is overfitting.

Why traders watch it

Done properly it turns a working strategy into a better one. Done badly it destroys an edge that was already there.

Trading considerations

  • Change one variable, then measure over a fresh sample.
  • Prefer simple changes with a clear reason over parameter tweaks.
  • Keep a dated log of every change and why you made it.

Educational guidance only — never a trading signal or recommendation.

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