Is VolumeProfile in strategy optimizer not supported ?!

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radekj
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Is VolumeProfile in strategy optimizer not supported ?!

Postby radekj » 26 Apr 2020

if i run a strategy in optimizer

"this.VolumeProfile" returns for all bars always null
outside optimizer it work fine

is "this.VolumeProfile" in optimizer not supported ?

with regards
radekj

test with MC.NET v.12 (19588) & MC.NET v.14 (19286)

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JoshM
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Re: Is VolumeProfile in strategy optimizer not supported ?!

Postby JoshM » 27 Apr 2020

is "this.VolumeProfile" in optimizer not supported ?
I don't think so. The wiki says that we first need to enable the Volume Profile on the chart and then add the indicator script that uses the Volume Profile programmatically.

I understand that as if the script relies on the Volume Profile being active in the script's environment. Since the strategy optimizer doesn't have a Volume Profile, it doesn't seem it can be optimised.

(But I hope that I'm mistaken here!)

Emmanuel
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Re: Is VolumeProfile in strategy optimizer not supported ?!

Postby Emmanuel » 27 Apr 2020

Radekj

Do you have a signal to test ?
If you don't put the correct setup in the chart, your volume profile object is null.

If you have signal, I can test it, and look for a solution

radekj
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Re: Is VolumeProfile in strategy optimizer not supported ?!

Postby radekj » 28 Apr 2020

Emmanuel,

as i wrote if i run the strategy on the chart (normally) everything works fine,
i can access data via VolumeProfile inside the strategy

but during optimization VolumeProfile return always null

radekj
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Re: Is VolumeProfile in strategy optimizer not supported ?!

Postby radekj » 28 Apr 2020

JoshM,

i was writing about optimizer not a portfolio-trader
portfolio-trader does not have access to charts,

but optimizer should have

Maybe someone from support can answer my question?

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Re: Is VolumeProfile in strategy optimizer not supported ?!

Postby Emmanuel » 28 Apr 2020

It seem the Volume profile information go trough the charts,

as it take a lot of time to retrieve information from the chart to the signal

the instruction vp= .... ItemForBar(), take a lot more time than any other instruction

Radekj, I did a test with volume profile :

it works on chart but not in optimization.

I got the same error like you do on : vp = _ShortTermVolumeProfiles.ItemForBar(xxx)

_ShortTermVolumeProfiles stay null in optimization

Multicharts development team need to include it in the optimization process.

In between , RadeKj,, you need to send the volume profile information from a chart to a DLL, like you would do on a regular chart.

Then during optimization , you can retrieve thoses informations from the DLL. As the Dll would keep all the information in memory.

to run faster during optimization, you just need to send back only the reference of the same memory. The same memory would be shared among threads.

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Re: Is VolumeProfile in strategy optimizer not supported ?!

Postby lordongi » 03 Nov 2020

Hi,

dear Multicharts developer team, could you please fix this issue?

Regards
Ingo

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Vlada MultiCharts
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Re: Is VolumeProfile in strategy optimizer not supported ?!

Postby Vlada MultiCharts » 06 Oct 2021

Hello,

At the moment it is not possible to access Volume Profile during the optimization. The Engineering Team is assessing the possibility to implement this functionality in future release versions.


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