RN1 Parameter Optimizer V2 (Cost-Based Imbalance)

📊 Data Loaded: 0 markets

🎮 Mode

Optimize (search for best parameters)

Backtest (test specific parameters)

📋 Backtest Parameters

Market Type & Signal Filtering

Market Type

Enable Momentum Filter

Momentum Lookback (ticks)

Momentum Threshold

Momentum filter: requires signal to align with recent price direction, or be a very strong counter-trend signal

Basic Parameters

Order Size ($)

Global Max Price (¢)

Min Shares for Imbalance

Imbalance Thresholds (%)

Balanced → Moderate

Moderate → Heavy

Heavy → Critical

Max Prices by Imbalance Level (¢)

Balanced Max Price

Moderate Heavy-Side Max

Heavy Heavy-Side Max

Light-Side Size Multipliers

Moderate Multiplier

Heavy Multiplier

Critical Multiplier

Auto Hedge-Out

Enable auto hedge-out

Hedge Threshold (¢)

🔧 Parameter Search Space

Signal Filtering

Enable Momentum Filter

Momentum Lookback (ticks)

Momentum Threshold

Momentum filter blocks counter-trend signals unless very strong

Order Size ($)

Min

Max

Step

Max Price (¢)

Min

Max

Step

Min Shares for Imbalance Control

Min

Max

Step

Auto Hedge-Out

Test with auto-hedge enabled

Hedge Threshold Min (¢)

Hedge Threshold Max (¢)

Step

⚖️ Cost-Based Imbalance Control (V2)

Price gates based on imbalance level (Balanced → Moderate → Heavy → Critical)

Imbalance Thresholds (%)

Balanced Max (%) to

Moderate Max (%) to

Heavy Max (%) to

Step

Max Prices by Imbalance Level (¢)

Balanced Max Price (¢) to

Moderate Heavy-Side Max (¢) to

Heavy Heavy-Side Max (¢) to

Price Step

Critical (above Heavy threshold): Heavy side blocked entirely

Light-Side Order Size Multipliers

Size up light-side orders when imbalanced to rebalance faster

Test size multipliers

Moderate Multiplier to

Heavy Multiplier to

Critical Multiplier to

Optimization Settings

Algorithm

Max Iterations (random/genetic)

Simulations per Config

Min Robustness (%)

Results ranked by ROI (filtered by min robustness)

🎯 RN1 Parameter Optimizer V2

📊 Data Loaded: 0 markets

🎮 Mode

📋 Backtest Parameters

Market Type & Signal Filtering

Basic Parameters

Imbalance Thresholds (%)

Max Prices by Imbalance Level (¢)

Light-Side Size Multipliers

Auto Hedge-Out

🔧 Parameter Search Space

Signal Filtering

Order Size ($)

Max Price (¢)

Min Shares for Imbalance Control

Auto Hedge-Out

⚖️ Cost-Based Imbalance Control (V2)

Imbalance Thresholds (%)

Max Prices by Imbalance Level (¢)

Light-Side Order Size Multipliers

Optimization Settings

📊 Backtest Results

📋 Per-Market Results

📊 Optimization Progress

Live Log

🏆 Optimal Parameters Found

📈 Profit by Configuration

📊 Parameter Sensitivity

📋 Per-Market Results (Optimal Config)