This has been an on going problem since the development of the portfolio backtester. Any time I try and run an optimization on any criteria. I basically get what a random number generator could produce. None of the figures are correct, and all of the supposed calculations produce the same results. Has anybody else had these problems? Or does it work for others? I have never had correct results.
Thanks for all the hard work on continued updates. I hope this problem gets corrected.
Portfolio Backtester Optimization #s are never right
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TS doesn't make a portfolio optimization. If you are talking about a single instrument optimization then just double click on preferred set of parameters in the optimization report and it will recalculate the strategy.While we're on the subject of optimization, I'd love to see the optimized values automatically inserted into the strategy, when the optimization is complete, like TS2ki does. It saves time.
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Sorry I am retarded!
It works great once things were setup right.
I had modified some of my input settings and under optimization it reverted back to the original settings which I overlooked.
So after I corrected that then it outputted correct figures.
Although if I set the limitation to 10000 then it doesn't give the most profitable 10000 it gives the first 10000. So then once I unchecked that then the calculations were correct.
Thanks for replying
It works great once things were setup right.
I had modified some of my input settings and under optimization it reverted back to the original settings which I overlooked.
So after I corrected that then it outputted correct figures.
Although if I set the limitation to 10000 then it doesn't give the most profitable 10000 it gives the first 10000. So then once I unchecked that then the calculations were correct.
Thanks for replying