Docs

Features

AI Optimization

Transform Infinity Algo into a self-improving system that adapts to markets automatically.

Quick Setup

  1. Enable AI

    Turn ON Enable AI Optimization in settings

  2. Choose Mode

    • Backtesting? → Static (Full History)
    • Live Trading? → Walk-Forward

  3. Select Signal Type

    Choose AI or AI Sniper in Signal Mode

That’s it! Default settings work for most users.

How AI Works

Simulate Evaluate Apply
Tests 100s-1000s of parameter combinations Scores each using your metric Implements best configuration

Walk-Forward: Periodically re-optimizes on a rolling in-sample window and validates out-of-sample, reducing overfitting.

Core Settings

Optimization Modes

Mode How It Works Use For
Walk-Forward Updates every N bars Live trading
Static Optimizes once, locks Backtesting

Walk-Forward Only

100 bars (default) → Ultra-responsive (high CPU)
200-1000 bars     → Balanced
1000-5000 bars    → Very stable, slower to adapt

Examples on 1h chart:
- 100 bars = ~4 days
- 1000 bars = ~42 days
- 5000 bars = ~208 days

Lower = More responsive but intensive | Higher = More stable and efficient

Parameter Space

Range Values Best For
Very Fast 5-9 Scalping
Fast 10-14 Day Trading
Balanced 10-20 Most Strategies
Medium 15-21 Swing Trading
Slow 22-28 Position Trading
Auto 5-28 Full exploration

Choose Your Goal

Quick Selection:

Your Style Use This Metric Why
Scalping Win Rate Consistency matters
Day Trading Sharpe Ratio Balance risk/return
Swing Sortino Ratio Downside protection
Position Calmar Ratio Avoid drawdowns

All Available Metrics:

  • Classic: Total Profit, Win Rate, Average P&L, Gain-to-Pain
  • Risk-Adjusted: Sharpe, Sortino, Calmar, Martin
  • Advanced: SQN (System Quality Number), Robust ML Score

Simulation Settings

AI Sim TP% (Testing Only)

What they do:

  • Help AI evaluate strategies
  • Set internal profit targets
  • Default: 1.0% both directions
Long TP: 1.0%
Short TP: 1.0%
Purpose: AI testing only
Real trades: Not affected

Dashboard Display

Live Monitoring

When enabled, see:

  • Current optimal sensitivity
  • Selected thresholds
  • Win rate & metrics
  • Confidence score
  • Mode status

Status Indicators:

  • STATIC (LOCKED) — One-time optimization complete
  • OPTIMIZING — Currently calculating
  • SIMULATED — Results ready

AI Optimization Dashboard

Best Practices

  1. Use Static for initial testing
  2. Select Balanced sensitivity
  3. Default 100 bar frequency
  4. Match metric to goals
  5. Walk-Forward needs ~535 bars for first optimization
  6. Static needs ~5000 bars total
  • Lower timeframes → Complex calculations
  • Monitor dashboard → Track selections
  • Small adjustments → Better results
  • Patience required → AI needs time

Limits:

  • Max lookback: 5000 bars
  • Lower frequency = Higher CPU
  • Static = One calculation only at bar 4900
  • Higher TF = Better performance

Troubleshooting

Problem Solution
Timeout Use Static or increase frequency
No signals Check AI Optimization is ON
Poor results Try different metric/range
No dashboard Enable in settings
Static fails Need 5000+ bars data

Quick Reference

For Testing

  • Mode: Static
  • Range: Balanced
  • Metric: Total Profit
  • Frequency: N/A
  • Min bars: 5000

For Live Trading

  • Mode: Walk-Forward
  • Range: Balanced
  • Metric: Your preference
  • Frequency: 100 (default)
  • Min bars: 535

Understanding Performance Metrics

Detailed Metric Explanations

Classic Metrics

Metric Formula Best For
Total Profit Sum of all P&L Quick assessment
Win Rate Wins ÷ Total trades × 100 Consistency check
Average P&L Total P&L ÷ Trades Trade quality
Gain-to-Pain Σ gains / |Σ losses| Risk/reward balance

Risk-Adjusted Metrics

Sharpe Ratio — Industry Standard

  • Formula: Excess return (over risk-free) ÷ Standard deviation
  • Infinity Algo: Uses risk-free = 0
  • Pros: Most widely used, easy comparison, considers total volatility
  • Cons: Penalizes upside volatility, assumes normal distribution
  • Benchmarks: ~1 = Good | ~2 = Very good | 3+ = Outstanding

Sortino Ratio — Downside Focus

  • Formula: Excess return (over target/MAR) ÷ Downside deviation
  • Infinity Algo: Uses MAR = 0
  • Pros: Only penalizes bad volatility, better for trend following
  • Cons: Requires defining target return, less standardized
  • Benchmarks: >1 = Good | >2 = Very good | >3 = Excellent

Calmar Ratio — Drawdown Protection

  • Formula: CAGR ÷ Maximum drawdown (commonly 36 months)
  • Pros: Focus on capital preservation, easy to understand
  • Cons: Based on single worst event, backward-looking
  • Benchmarks: >1 = Good | 3–5 = Strong

Martin Ratio — Ulcer Performance

  • Formula: Excess return ÷ Ulcer Index (RMS of drawdowns)
  • Pros: Considers all drawdowns, smooth equity curve focus
  • Cons: Less known/comparable, complex calculation
  • Use: Compare across your strategies

SQN — System Quality Number

  • Formula: (Expectancy ÷ Std Dev) × √Number of trades
  • Pros: Accounts for sample size, good for system comparison
  • Cons: Requires sufficient trades for validity
  • Benchmarks: >2 = Good | >3 = Excellent | >5 = Superb

Choosing by Trading Style

Style Primary Metrics Secondary Metrics
Scalping Win Rate + Sharpe Total Profit
Day Trading Sharpe + Win Rate Average P&L
Swing Trading Sortino + Calmar Gain-to-Pain
Position Trading Calmar + Martin Sortino