MesoMiner Request Form
Submitting an Optimization Request
MesoMiner operates as a managed optimization service to ensure you get the best possible results from your strategy mining efforts. To begin your optimization journey, you'll need to submit a request through our structured form that helps us understand your baseline strategy, optimization goals, and preferences.
Submit Your MesoMiner Request →
Form Instructions
Baseline: MesoSim Strategy Definition
Please provide a MesoSim strategy definition that represents your starting point for optimization. This should be a well-defined strategy configuration that you want MesoMiner to improve upon.
The strategy's Backtest Start and End dates will define the optimization period. It's advised to not use up all the relevant history: Keep a time-period for your Out Of Sample validation.
Strategy Definition Elements to Optimize
This section defines the parameter space that MesoMiner will explore during optimization. Provide a comprehensive list of strategy parameters along with their potential values and ranges. The genetic algorithm will intelligently search through these combinations to discover optimal configurations.
What to Include:
- Parameter Names: Specific fields from your strategy configuration
- Parameter Values: Possible values or ranges for each parameter
Example 1 - Iron Condor Optimization:
Parameters to optimize:
- expiration exp1 dte: [1 to 120] with a step of 1
- leg_long_put_delta: [1 to 15] with a step of 1
- leg_short_put_delta: [leg_long_put_delta to 0.40] with a step of 2
- leg_long_call_delta: [1 to 0.15] with a step of 1
- leg_short_call_delta: [leg_long_call_delta to 0.40] with a step of 0.5
- profit_target: [0.25 to 0.75] * underlying_price
- stop_loss: [-2.0 to -1.0] * profit_target
- exit_dte: [1 to 21] with a step of 1
Example 2: Multi-expiration, unconventional structures
Parameters to optimize:
- expiration_exp1_dte: [1 to 120] with a step of 1
- expiration_exp2_dte: [expiration_exp1_dte to 120] with a step of 1
- expiration_exp3_dte: [expiration_exp2_dte to 120] with a step of 1
- leg_a_qty: [-3 / -2 / -1 / 1 / 2 / 3]
- leg_b_qty: [-3 / -2 / -1 / 1 / 2 / 3]
- leg_c_qty: [-3 / -2 / -1 / 1 / 2 / 3]
- leg_a_delta: [5 to 50] with a step of 1
- leg_b_delta: [5 to 50] with a step of 1
- leg_c_delta: neutralize position delta
Example 3: Conventional structure with External Data
Parameters to optimize:
- Entry.Conditions[0]: "my_indicator_from_csv < threshold; threshold = [0.1 to 0.9] with a step of 0.1"
- Exit.Conditions[0]: "my_indicator_from_csv > threshold; threshold = [0.1 to 0.9] with a step of 0.1"
Number of Strategies to produce
Specify how many optimized strategies you would like MesoMiner to return at the end of the optimization process. The more strategies you request, the longer the optimization may take.
Exploration vs. Exploitation
This parameter controls the genetic algorithm's search behavior, balancing between discovering entirely new strategy configurations versus refining promising areas of the parameter space.
Understanding the Trade-off:
In genetic algorithms, exploration vs. exploitation represents a fundamental optimization dilemma:
Exploration / Discovery Mode
- Purpose: Search broadly across the entire parameter space
- Behavior: Higher mutation rates, diverse population, aggressive crossover
- Benefits:
- Discovers unexpected parameter combinations
- Avoids premature convergence to local optima
- Trade-offs:
- Slower initial convergence
- May evaluate many poor-performing strategies
- Requires more generations to refine solutions
Exploitation / Refinement Mode
- Purpose: Intensively optimize around known good solutions
- Behavior: Lower mutation rates, concentrated search, selective breeding
- Benefits:
- Quickly refines promising strategies
- Achieves higher performance in known regions
- Trade-offs:
- May miss globally optimal solutions
- Risk of overfitting to specific market conditions
- Limited discovery of novel approaches
Execution Time Window
Please specify your preferred time window for MesoMiner to run the optimization on your cluster. During this period, MesoMiner will utilize your cluster's resources to perform the optimization. Please refrain from using your cluster for other tasks during this time to ensure optimal performance.
Additional Instructions
Please provide additional context or preferences that can help us tailor the optimization process to your needs. Beyond the core parameters above, your request form may also include:
- Primary objective (e.g., Sharpe Ratio, CAGR, Sortino Ratio)
- Secondary objectives for multi-objective optimization
- Constraint thresholds (minimum number of trades, maximum drawdown)
After Submission
Once you submit your request:
- Confirmation: You'll receive an email confirmation with your request details
- Consultation: Our team may contact you for clarification or optimization suggestions
- Scheduling: We'll confirm your execution window and provide monitoring instructions
- Execution: MesoMiner runs during your specified window with periodic progress updates
- Results: Optimized strategies are saved directly to your cluster for analysis
Need Help?
If you have questions about filling out the form or want to discuss your optimization strategy, please contact our Support Team before submission. We're here to help you get the most value from your MesoMiner optimization runs.