Finding Stable Area Amongst Optimised Parameters

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khalaad
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Finding Stable Area Amongst Optimised Parameters

Postby khalaad » 07 Oct 2011

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

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TJ
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Re: Finding Stable Area Amongst Optimised Parameters

Postby TJ » 07 Oct 2011

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
Have you tried the 3D graphs?
It should show you where the hot/cold spots are

khalaad
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Re: Finding Stable Area Amongst Optimised Parameters

Postby khalaad » 07 Oct 2011

Have you tried the 3D graphs?
It should show you where the hot/cold spots are
Thank you, TJ.

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

Postby TJ » 07 Oct 2011

...

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
Yes... just click and hold the mouse on the graph, then drag it left/right/up/down to see the 3D view.

khalaad
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Re: Finding Stable Area Amongst Optimised Parameters

Postby khalaad » 07 Oct 2011

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
Attachments
AUDJPY_optREPORT.xls
(68.5 KiB) Downloaded 105 times

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TJ
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Re: Finding Stable Area Amongst Optimised Parameters

Postby TJ » 07 Oct 2011

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
Sorry... I do not open xls files.



ps. You can select what to display on the 3D axis.

khalaad
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Re: Finding Stable Area Amongst Optimised Parameters

Postby khalaad » 07 Oct 2011

ps. You can select what to display on the 3D axis.
Thank you once again.

Yes, the 3D could serve as a substitute. But EXCEL provides greater clarity.

Khalid


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