I've been asked several times for an optimized version of the Synergy Solanum trading system. Optimization is the process wereby backtests are run for a large number of different parameter values and the resulting metrics compared to determined which combination of parameters are best matched with our trading goals.

Solanum was designed to use the standard MACD parameters of 9, 12 and 26 MACD(12,26,9), but what about MACD(21,81,2) or MACD(5,10,4). Do those parameters perform better or worse?
Optimization allows us to test a range of possible values. Amibroker will let you test up to 10 parameters during an optimization. The size of the values ranges are only limited by your available processing power and time.

For the Solanum optimization, I used the following ranges:

Parameter From To Step
pMACDFast 4 16 1
pMACDMid 6 20 1
pMACDSlow 16 40 1
pStoL 10 90 10
pStoH 10 90 10


The actual Amibroker script:
pMACDFast = Optimize( "pMACDFast", 9, 4, 16, 1 );
pMACDMid = Optimize( "pMACDMid", 12, 6, 20, 1 );
pMACDSlow = Optimize( "pMACDSlow", 26, 16, 40, 1 );
pStoL = Optimize( "pStoL", 80, 10, 90, 10 );
pStoH = Optimize( "pStoH", 40, 10, 90, 10 );

This results in 394,875 possible scenarios or individual backtests, which on the computer that is running this optimization, an Intel Core 2 Duo E4600, will take an estimated 15 hours.
We will run this optimization twice, first using a 30 minute periodicity and then also for a 15 minute periodicity, as requested. The date range was updated to 2006/01/01 to 2014/08/31, the initial equity is set as R 50,000 and the margin as R 30,000. Commissions and slip are not accounted for.