hallo all, i've noticed that the results coming from optimization have different field from te results coming from backtesting.
should be possible to have the same output?
in my opinion when i run optimization is very important to have the following column:
Avg_Trd
Profit Factor
Return on account
should be possible to implement in further update?
Walter
Portfolio optimization
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Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
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Re: Portfolio optimization
Hello Walter,
These columns are available in MultiCharts 10.0 Release Optimization Results window. Please make sure you are running the latest version and you have the required columns enabled in the report window settings.
These columns are available in MultiCharts 10.0 Release Optimization Results window. Please make sure you are running the latest version and you have the required columns enabled in the report window settings.
Re: Portfolio optimization
Henry,
The optimization output fields are very limited in Portfolio Trader.
Can this be bulked up in the next update please?
There's no reason not to have many of the fields available in MC, in PT. E.g. Return on account, average trade, profit factor.
Currently I mostly get by by adding these fields in excel, but it's a pain.
Also if I want to run 3D visualisations of a) Return on account, b) profit factor in PT from the same optimisation dataset it is currently impossible. Instead I have to perform 2 optimisations with 2 different custom criteria: firstly: return on account. Second: Profit factor.
All in all, that's a big jump in workload. Can't see why these fields aren't in PT!
Thanks,
Will
The optimization output fields are very limited in Portfolio Trader.
Can this be bulked up in the next update please?
There's no reason not to have many of the fields available in MC, in PT. E.g. Return on account, average trade, profit factor.
Currently I mostly get by by adding these fields in excel, but it's a pain.
Also if I want to run 3D visualisations of a) Return on account, b) profit factor in PT from the same optimisation dataset it is currently impossible. Instead I have to perform 2 optimisations with 2 different custom criteria: firstly: return on account. Second: Profit factor.
All in all, that's a big jump in workload. Can't see why these fields aren't in PT!
Thanks,
Will
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Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: Portfolio optimization
Hello Will,
Adding more fields will significantly affect the optimization time. If you want to have more fields available disregard the performance drawdown - please submit a feature request to the PM section so that the other users can vote for it: https://www.multicharts.com/pm/
Adding more fields will significantly affect the optimization time. If you want to have more fields available disregard the performance drawdown - please submit a feature request to the PM section so that the other users can vote for it: https://www.multicharts.com/pm/
Re: Portfolio optimization
Hi Henry,
Ok, will do. Thanks for shedding light on it. I think it'd be great to at least have the options to add it in for when doing a test that requires those fields to be calculated. Maybe add it somewhere within PT settings (maybe in one the dropdown menus).
Ok, will do. Thanks for shedding light on it. I think it'd be great to at least have the options to add it in for when doing a test that requires those fields to be calculated. Maybe add it somewhere within PT settings (maybe in one the dropdown menus).
Re: Portfolio optimization
Dear Support
I run Portfolio OPtimization with global variables and get different results between the optimization and the backtesting with the same data. Any solution to solve this ? Maybe it is already on teh forum. Thanks
I run Portfolio OPtimization with global variables and get different results between the optimization and the backtesting with the same data. Any solution to solve this ? Maybe it is already on teh forum. Thanks