Why ranges matter
Optimization is only useful if the range you search makes sense. If the range is too wide, you’re effectively testing different strategies. If it’s too narrow, you can’t see whether the logic is stable. A good range should:- preserve the intent of the indicator
- reflect the timeframe and holding period you care about
- reveal whether results are stable or fragile
How to choose a sane range
Start from a reasonable baseline and expand only if the behavior remains consistent. Practical guidance:- Use common defaults as a starting point (e.g., RSI 14, ATR 14, EMA 20/50).
- Keep ranges proportional to your timeframe and expected trade duration.
- Avoid extremes that change the indicator’s meaning (very short or very long periods).
- If the best result sits on the edge of your range, it’s a sign the range is wrong or the strategy is fragile.
Robust vs fragile parameters
A robust strategy tolerates small changes without collapsing. A fragile one only works at a single, narrow setting. Signals of robustness:- multiple adjacent values perform similarly
- trades and drawdowns remain consistent
- behavior is explainable, not random
Quick checklist
Before you optimize, confirm:- the baseline strategy works in principle
- the range matches the timeframe and intent
- you can explain why each parameter matters