Optimization in Portfolio Trader

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Optimization in Portfolio Trader

Postby Gaetano » 10 Feb 2018

Dear all,
a couple of question on Optimization with Portfolio Trader.

1. is it possible to include also the Open trades and not only the Close trades? During long term trades, with many open positions, the result based only on close trade cannot describe the real situation.

2. usually the optimization process takes nearly 100% of the CPU and 100% of the available RAM. With simple signals it doesn't create much problems (I have tested up to 1500 optimization). But with complex Signals, with more then ~15 exhaustive optmizations it crashes (Windows closes all the programs). I have tried to adjust the paging file size, but only with little improvement. Genetic method doesn't change the situation. Any suggestion to manage the use of the pc resources and avoid crashes will be appreciated.

Thank you

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Re: Optimization in Portfolio Trader

Postby fbertram » 11 Feb 2018

Hi Gaetano,

I too have seen incorrect optimization results due to open trades. My personal solution was to close all open positions on the last bar, whenever I am in optimization or backtest (but not in auto-trading).

I have run quite large optimizations and have never seen it crash - however I recommend having enough RAM to not use 100%...

Cheers, Felix

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Re: Optimization in Portfolio Trader

Postby Anna MultiCharts » 15 Feb 2018

Hello, Gaetano!

1. I’m afraid this is not possible at the moment.
2. Will it be able to come to our Live Chat to demonstrate the issue via remote connection MON-FRI from 6:30 AM to 12:00 PM EST (11:30 AM to 5:00 PM GMT)? Live Chat is accessible from our web site http://www.multicharts.com/ (at the top of the page). We’ll do our best to help you.

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