Srategy inputs - optimization

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beck donald
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Srategy inputs - optimization

Postby beck donald » 08 Feb 2008

I have noted several issues that make the signal inputs and optimizations a bit less intuitive and have added steps.

1. Optimizations are not done through the input window.
2. Optimization results do not produce signals.


Details.

When you begin the process to "build" a chart with signals, you add the strategy to the chart and when you close it, the signals appear. Assuming you want to optimize some of those parameters you open optimization and input the variable ranges you want to optimize and then begin the process. Upon the optimization completion, the optimization report opens without any result selected. Therefore there are no signals on the chart and should you reopen the optimization, the optimization results are not saved in the optimization window. Even if you select and optimization output there are no signals presented. Therefore should you choose to run an optimization of other parameters you must manually change the values in each input to result otherwise it will repeat the optimization again (example to follow). Additionally should you select one of the optimization outputs from the report. Before you can see signals, you must close everything. If you want to visually check other optimization outputs, you must re-open the optimization report and then you can select the various optimizations and it will change the signals.

Example

Strategy has 3 inputs, Upon opening you will see the following

Signal name Input name Start Value End value Step
Happy Days------#1------------1--------------1----------1
Happy Days------#2------------1--------------1----------1
Happy Days------#3------------1--------------1----------1


It would be quicker for the user if variable inputs could be saved to a user default so that upon opening (assuming I set this strategy to these defaults previously) it would look like....

Signal name Input name Start Value End value Step Run(check-box)
Happy Days------#1------------1--------------21---------1------------X
Happy Days------#2------------1--------------21---------1
Happy Days------#3------------1--------------21---------1



Upon the optimization completion, assuming I ran just #1 above I would see (upon reopening)...even though test 11 was selected by me.

Signal name Input name Start Value End value Step
Happy Days------#1------------1--------------21---------1
Happy Days------#2------------1---------------1---------1
Happy Days------#3------------1---------------1---------1


Upon completion and assuming I wanted the output result of test 11, I need to enter it to run just #2.

Signal name Input name Start Value End value Step
Happy Days------#1------------11-------------11---------1
Happy Days------#2------------1---------------21--------1
Happy Days------#3------------1---------------1---------1


IT would be better if upon completion of the optimization and selection of the test from the optimization report it looked like.

Signal name Input name Start Value End value Step Run(check-box)
Happy Days------#1------------11-------------11---------1
Happy Days------#2------------1---------------21---------1-----------X
Happy Days------#3------------1---------------21---------1


Hope this was clear,

Thanks
Don

kevin kolodzy
Posts: 64
Joined: 25 Jan 2008

Postby kevin kolodzy » 08 Feb 2008

I'm not going to try to follow all of that just yet, Donald, but have you tried to assign a set of optimization results to the strategy on the chart by double-clicking a row?

When I did so, it wiped out ALL of the strategy's inputs and put them back to the default values. If confirmed, this is a significant bug.

I also have the following issues with the optimization report or process:

- lack of color coding (green for positve values, red for negative would be extremely helpful)
- the parameters being optimized are at the far right, requiring you to scroll to see them - they should be in the leftmost columns

The biggest problem, in my opinion:
- the parameter inputs shown do not match the settings in the strategy; all or most appear to match the default settings in the original code - this makes it very difficult to set up an optimization as the default starting point must be input manually each time


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