Different Results btwn Optimization Rort and Performance Rpt

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momentum
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Different Results btwn Optimization Rort and Performance Rpt

Postby momentum » 02 Mar 2007

I have just seen a difference between the results in the optimization and performance reports. Nett profit is different as is % profitable and other counters. Same number of trades. Inputs are same in optimization and signal itself.

Any ideas?
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Kate
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Postby Kate » 06 Mar 2007

Momentum,

After analyzing this issue we confirm this bug and will fix it in the next version. For now I suggest as a temporary solution to download the attached file, unzip it and run and it will delete the problem registry branch.

Please also keep in mind that if you set up Commission and Slippage above 0 it may also result in the difference between Optimization and Performance reports.
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Postby Guest » 06 Mar 2007

I suppose that a future version will enable commission and slippage to be INCLUDED in optimisation. Results are very different if one optimised system has 500 trades and the other 1000.

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Andrew Kirillov
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Postby Andrew Kirillov » 10 Mar 2007

Dear Sir,

Both commission & slippage will be included in reports' calculation later. I beleive approx. 2Q2007.


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