Does Blueshift provide mechanism for running multiple backtests for parameter optimization? Eg for optimizing the Stop loss, Take profit value ranges, run through a grid of tests across the range and compare the results of the backtests for identifying optimal combination.
No, this is a feature we do not have and have no plan for. One of the reasons is this does not make much sense. Another is - it is really resource heavy to run searches in an event driven framework without prior knowledge of the strategy.
If you still want to, you need to convert your strategy to a vectorized version and can then use the python notebook on the platform to run grid searches or whatever pleases you.