Hello all,
When I run an optimization using exhaustive method the results are always sorted by the first input parameter. However, when I use the genetic option the results are sorted according to the criteria I select. IE...Max Net Profit, Draw Down etc....
Is there a simply reason why the exhaustive method is not sorting according to my chosen criteria. My concern is that if using exhaustive with the Walk Forward Optimization that the result loaded for each iteration might not be from the criteria I have selected.
I know that you can select sort order from the report page or by clicking the header for each column. I'm specifically referring to the sort order when first generated on report page opening.
Thanks for the help.
GuppyDRV
Optimization Issue
- Angelina MultiСharts
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Re: Optimization Issue
Hello GuppyDRV,
We are currently analyzing this case. I will get back to you with results.
We are currently analyzing this case. I will get back to you with results.
- Angelina MultiСharts
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Re: Optimization Issue
Hello GuppyDRV,
The developers informed me that it is related to the way Optimization report is formed, and the optimization mechanism itself. No sorting is applied in either case.
Exhaustive optimization goes through all the possible combinations input by input - so the results appear in the report "sorted" by input.
Genetic optimization looks for the best input combination, therefore placing best results for your selected criteria on top.
There will be some minor improvements to the Optimization Criteria window appearance in the next Release.
The developers informed me that it is related to the way Optimization report is formed, and the optimization mechanism itself. No sorting is applied in either case.
Exhaustive optimization goes through all the possible combinations input by input - so the results appear in the report "sorted" by input.
Genetic optimization looks for the best input combination, therefore placing best results for your selected criteria on top.
There will be some minor improvements to the Optimization Criteria window appearance in the next Release.
Re: Optimization Issue
Angela,
Does this mean that the platform will use the top listed iteration "sorted" by input for WFO in the "OOS" periods or does it actually apply the correct selection such as Max Net Profit or % Profitable etc...
GuppyDRV
Does this mean that the platform will use the top listed iteration "sorted" by input for WFO in the "OOS" periods or does it actually apply the correct selection such as Max Net Profit or % Profitable etc...
GuppyDRV
- Angelina MultiСharts
- Posts: 260
- Joined: 28 Dec 2016
- Has thanked: 28 times
- Been thanked: 66 times
Re: Optimization Issue
GuppyDRV,
It does apply the correct criteria, displaying the specified amount of results. But to sort the table of Optimization results you need to either select Sorting in settings, or click on column header.
It does apply the correct criteria, displaying the specified amount of results. But to sort the table of Optimization results you need to either select Sorting in settings, or click on column header.