portfolio optimizer error msg / # of simulations must be....

shanemcdonald · Postby **shanemcdonald** » 20 Sep 2014

hi

what does this error msg mean ?

invalid parameters/ # of simulations must be greater than 1

When I try to select optimization.

shane

TJ · Postby TJ » 20 Sep 2014

hi
what does this error msg mean ?
invalid parameters/ # of simulations must be greater than 1
When I try to select optimization.
shane

It simply means you have to enter the "Start Value" and the "End Value" for the optimization run.

See attached for example.

shanemcdonald · Postby **shanemcdonald** » 20 Sep 2014

Hi TJ

Thanks for your help.

The optimizer is new to me.

Have a good one

regards
Shane

TJ · Postby TJ » 20 Sep 2014

Hi TJ
Thanks for your help.
The optimizer is new to me.
Have a good one
regards
Shane

You are welcome Shane... just remember me when your optimization is showing lots of $$$

shanemcdonald · Postby **shanemcdonald** » 20 Sep 2014

hi

lol !

Can you optimize start and end times ?

I have start and end times in 24 hour format in my strategy settings.
In the optimization report, there are decimals added so I am not sure whats being done with the time data.

Have you ever used times for criteria ?

TJ · Postby TJ » 20 Sep 2014

::
Can you optimize start and end times ?
::
Have you ever used times for criteria ?

YES and YES.

eg.

Code: Select all




Var:

StartTime(930),

EndTime(1600);



If time >= StartTime and Time < EndTime then 

begin



     //----- put your trading logics here



end;

You will see StartTime and EndTime show up on the Optimizable Inputs list...
just add the "Start Value" and "End Value" and you are in business.

shanemcdonald · Postby **shanemcdonald** » 21 Sep 2014

hi

thanks again TJ !
shane

TJ · Postby TJ » 21 Sep 2014

hi
thanks again TJ !
shane

Well... actually it is a bit more complicated than the above.

You see, if you add 10 to 955, you will get 965, not 1005.

You will need to use DateTime if you are going over the hour mark.

See post #12
viewtopic.php?f=16&t=6929

portfolio optimizer error msg / # of simulations must be....

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