How can we run “Parameter Scans” (i.e. targeting profit optimization or else) with more than two dimensions?
Obviously it wouldn’t be possible to visualize with 2d heatmaps or contourplots, however we can probably get a representative idea of the results with APR but ideally with the cumulative return / max drawdown per combination.
I do understand that the computational cost will grow exponentially based on the number of parameters; and I was wondering if this couldn’t be speed up using a monte-carlo method.
Thank you for reading.