Optimization Date Range

Questions about MultiCharts and user contributed studies.
Algyros
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Optimization Date Range

Postby Algyros » 25 May 2010

Please excuse this question if the answer is obvious, but when using the MC optimizer, is it possible to set a date range (i.e., optimize for the previous 3, 6 etc. months.)?

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Dave Masalov
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Postby Dave Masalov » 26 May 2010

Dear Algyros,

Optimization process is based on all data from the chart that you have plotted. You can change the length of the data series in Format Symbol - From... To or Bars Back. It works the same way in the Portfolio Backtester.

Algyros
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Postby Algyros » 26 May 2010

Thanks, Dave. Now, one more question, if you don't mind.

Is there a simple way to translate between "bars back" and dates? In other words, if I wanted to optimize for the previous six months, is there a way to know how many bars back that is? I suppose I can do it by trial and error, but I was wondering if there is a more precise way to go about this?


Best,
Alex

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Dave Masalov
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Postby Dave Masalov » 26 May 2010

Dear Algyros,

"Bars back" mean the exact number of bars (i.e. minutes for minute bars, days for day bars etc.). When you do a From... To request, you get all the bars from this period.

Algyros
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Postby Algyros » 26 May 2010

Thanks, Dave. You've answered all my question.
Best,
Alex


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