Optimization Issue

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GuppyDRV
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Optimization Issue

Postby GuppyDRV » 10 Feb 2017

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

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Angelina MultiСharts
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Re: Optimization Issue

Postby Angelina MultiСharts » 15 Feb 2017

Hello GuppyDRV,

We are currently analyzing this case. I will get back to you with results.

GuppyDRV
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Re: Optimization Issue

Postby GuppyDRV » 27 Mar 2017

Bump,

Any word back on why this happens.

GuppyDRV

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Angelina MultiСharts
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Re: Optimization Issue

Postby Angelina MultiСharts » 28 Mar 2017

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.

GuppyDRV
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Re: Optimization Issue

Postby GuppyDRV » 03 Apr 2017

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

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Angelina MultiСharts
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Re: Optimization Issue

Postby Angelina MultiСharts » 04 Apr 2017

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.


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