When optimising, I like parameter(s) with similar results around it. For instance, I would like a 10X30 moving average crossover only if 6to14X25to35 crossover results show similar NetProfit , or whatever my selection criteria is. The 10X30 may not show the highest return, but the most stable; the market will change over time but a parameter chosen from a stable area is likely to keep producing good and acceptable results.
To my knowledge MultiCharts does not presently allow one to graphically, or otherwise, review such findings. If I am wrong, I would like to be corrected and guided appropriately.
Alternatively, I would appreciate users’ feedback on the desirability of such a feature.
Khalid
Finding Stable Area Amongst Optimised Parameters
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Re: Finding Stable Area Amongst Optimised Parameters
Have you tried the 3D graphs?When optimising, I like parameter(s) with similar results around it. For instance, I would like a 10X30 moving average crossover only if 6to14X25to35 crossover results show similar NetProfit , or whatever my selection criteria is. The 10X30 may not show the highest return, but the most stable; the market will change over time but a parameter chosen from a stable area is likely to keep producing good and acceptable results.
To my knowledge MultiCharts does not presently allow one to graphically, or otherwise, review such findings. If I am wrong, I would like to be corrected and guided appropriately.
Alternatively, I would appreciate users’ feedback on the desirability of such a feature.
Khalid
It should show you where the hot/cold spots are
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Re: Finding Stable Area Amongst Optimised Parameters
Thank you, TJ.Have you tried the 3D graphs?
It should show you where the hot/cold spots are
Looked at the 3D graphics (I think for the first time in more than 5 years!).
But they are not quite what I am looking for; let me post an EXCEL file later in the day to illustrate my point.
The mention of 3D graphics raises a new question: is it possible to chart a bird's-eye view of the 3D graphics? If so, could not figure out a way to do so.
Khalid
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Re: Finding Stable Area Amongst Optimised Parameters
Yes... just click and hold the mouse on the graph, then drag it left/right/up/down to see the 3D view....
The mention of 3D graphics raises a new question: is it possible to chart a bird's-eye view of the 3D graphics? If so, could not figure out a way to do so.
Khalid
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Re: Finding Stable Area Amongst Optimised Parameters
Thank you, TJ. I greatly appreciate the help.
Attached is an optimisation report. Although one of the pink highlighted rows produces highest Net Profit and highest Return on Account, I would be more comfortable selecting one of the GREEN parameters; the pinks being less stable than the green in my opinion.
I think it would be really helpful if MultiCharts could graphically display strategy output(s) on one axis and strategy variables on the other.
Khalid
Attached is an optimisation report. Although one of the pink highlighted rows produces highest Net Profit and highest Return on Account, I would be more comfortable selecting one of the GREEN parameters; the pinks being less stable than the green in my opinion.
I think it would be really helpful if MultiCharts could graphically display strategy output(s) on one axis and strategy variables on the other.
Khalid
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- AUDJPY_optREPORT.xls
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- TJ
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Re: Finding Stable Area Amongst Optimised Parameters
Sorry... I do not open xls files.Thank you, TJ. I greatly appreciate the help.
Attached is an optimisation report. Although one of the pink highlighted rows produces highest Net Profit and highest Return on Account, I would be more comfortable selecting one of the GREEN parameters; the pinks being less stable than the green in my opinion.
I think it would be really helpful if MultiCharts could graphically display strategy output(s) on one axis and strategy variables on the other.
Khalid
ps. You can select what to display on the 3D axis.
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Re: Finding Stable Area Amongst Optimised Parameters
Thank you once again.ps. You can select what to display on the 3D axis.
Yes, the 3D could serve as a substitute. But EXCEL provides greater clarity.
Khalid