VOTE: Optimization Results: add (and default to!) 'average' results for a parameter/parameter combination

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Zheka
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VOTE: Optimization Results: add (and default to!) 'average' results for a parameter/parameter combination

Postby Zheka » 29 May 2018

I just discovered that both 2D and 3D Optimisation reports provide analysis FIXING other optimized params at some specific values! (which btw is not at all obvious for a user!), making such reports highly misleading and not practically usable. One would need to export the results to Excel and work with pivot tables to do the analysis correctly.

A common approach in selecting robust parameters is looking at AVERAGE strategy results for a particular 1 or 2 parameters range, i.e. aggregated across all other parameter combinations.

@MC: Please add an option (and make it a default) to aggregate/average results across all other optimized parameters. OR - better - make this an option for each parameter, so that a user can choose for which parameters the results should be aggregated and for which - taken for a fixed value.


https://www.multicharts.com/pm/public/m ... es/MC-2451

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