Rewrote my backtesting algorithm in C and poked around at Pandas to increase performance. Was able to make it 350% faster. Took me a good 14 hours though. :-/
Now the optimizer should be usable again. Might experiment with some new parameters in the next week or so to see if I can find something that works ok in both trading ranges and trends. Did recently find a parameter which reduces loss significantly in assets such as Bitcoin (which mostly goes up). It's called "don't short!" So now, for some time, I only settle during retracement. Nobody gets to fill my shorts right now.
