I have a strategy on a symbol that with several combinations of inputs gives different results.
Let's say I found 30 good combinations of parameters that gives me good equities.
I than want to select only 10 combinations, the best 10 combinations.
My criteria is based on stdev of ANNUAL net profit and other criteria.
My idea is to create a fitness function to get the STdev of annual net profit (or is it available already?) and use it in portfolio.
I have not succeeding so far...
I drafted the signal to get the customfitness function ... and apparently if i apply it on a chart, after my strategy, it works.... Even If i optimize the signal (on a chart) on the base of the fitness it works...
What i can't understand is wht when i put my strategy in portfolio i get always the same value for every combination...
Of ocurs ein portfolio I createted several strategy group and in each one of them there is my symbol and my strategy (with different parameters).
One parameter is ON/OFF ... so If i optimize the whole portfolio by this ON/OFF i get all possible combination ... but here ... I always get SAME value of customfitnessfunction ...
why?
FitnessFunction in Portfolio Trader
- Henry MultiСharts
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Re: FitnessFunction in Portfolio Trader
Hello lbottan,
Please send us the following information for analysis of this case to support@multicharts.com:
- MultiCharts workspace you are using;
- Portfolio workspace you are using;
- in QuoteManager select the symbols you are using, make a right click on it->Export data->Export instrument (with data). Send us the QMD export file for analysis;
- in PowerLanguage editor->File->Export->export with dependent functions the studies you are using in the workspaces you are providing. Send the study export file;
- specify the version and build number of MultiCharts you are running (in MultiCharts go to Help tab-> About);
- output log/screenshots demonstrating the issue.
Please send us the following information for analysis of this case to support@multicharts.com:
- MultiCharts workspace you are using;
- Portfolio workspace you are using;
- in QuoteManager select the symbols you are using, make a right click on it->Export data->Export instrument (with data). Send us the QMD export file for analysis;
- in PowerLanguage editor->File->Export->export with dependent functions the studies you are using in the workspaces you are providing. Send the study export file;
- specify the version and build number of MultiCharts you are running (in MultiCharts go to Help tab-> About);
- output log/screenshots demonstrating the issue.