I have a very simple ALGO which use two SMA crosssing to go long and exit. The short SMA period is 50 and the long SMA period is 200. What I want is to choose the best period values which give the best returns. Suely I can do this by changing the SMA period values step by step manually. But in this case I have to start the back testing manually many times.
I wonder if one can do this optimization automated with one click (just run backtesting once)?
Thomas
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