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Strategy Optimization

Anny offers two optimization tools for refining your CFO Line settings. Use them together: first optimize to find better filter settings, then stress test to validate.

Both tools work on Anny's proprietary CFO Line indicator — they tune the filters that decide when to enter and exit trades.

run_optimizer

Diagnose why the CFO Line is losing money on a specific asset and find filter settings that eliminate those losses. The optimizer runs 15–20 filter configurations, categorizes every losing trade by root cause, and prescribes filter adjustments.

Beta

This feature is in beta. Results are experimental and should be validated before applying filter settings to a live bot.

  • Auth required: Yes
  • Cost: 900 credits
  • Minimum tier: PRO or Pro Max

Parameters

Name Type Required Default Description
asset string Yes — Crypto asset symbol (e.g. BTC, ETH, SOL)
period string No 1y Lookback period: 3m, 6m, 9m, or 1y
interval string No 1d Candle interval: 1h, 4h, 1d, or 1w
mode string No long Trading mode: long, long_short, or short

Examples

  • "Optimize BTC on the daily chart"
  • "Why is my ETH strategy losing? Diagnose it over 6 months"
  • "Find better CFO Line settings for SOL on the 1-hour chart, long and short"

Response

Returns four sections:

Performance Comparison — baseline (raw CFO Line) vs optimized:

Metric Baseline Optimized
Total Return +12.45% +31.20%
Win Rate +42.00% +61.50%
Sharpe Ratio 0.85 1.42
Max Drawdown -18.30% -9.70%

Loss Diagnosis — categorizes every losing trade:

  • Whipsaw: filter → Confirmation Candles
  • Weak Conviction: filter → Spread Threshold %
  • Counter Trend: filter → Trend SMA
  • Revenge Trade: filter → Cooldown Candles

Recommended Filters — the specific settings to apply.

Strategy label — summary name for the winning configuration.

Stress Test (Coming Soon)

Walk-forward analysis to validate whether optimized settings hold up on unseen data. Detects overfitting by splitting data into rolling windows and testing out-of-sample performance.

  • Cost: 1,800 credits
  • Minimum tier: PRO or Pro Max

This tool is under development. Use run_optimizer in the meantime.

1. Backtest  → "Backtest the CFO Line on BTC daily"
2. Optimize  → "Optimize BTC on the daily chart"
3. Review    → Check loss diagnosis and recommended filters
4. Validate  → "Stress test my BTC strategy"       (coming soon)
5. Apply     → Set recommended filters on your bot
6. Monitor   → Re-run periodically for regime shifts

Important

Results are hypothetical and simulated. Past performance does not indicate future results. Filter recommendations are based on historical data and may not perform the same way in live markets. This is not financial advice.