Optimization Settings
Optimization Settings
Where can I find a description of what the Set Optimization Methods entail such as Exhaustive vs Genetic including Basic Genetic, Convergence Type, and Subtype? See attached screenshot
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- Optimization.JPG
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Vlada MultiCharts
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Re: Optimization Settings
Hello clint454,
You can find info on exaustive and genetic optimization here:
https://www.multicharts.com/trading-sof ... timization
MultiCharts utilizes standard algorithms of genetic optimization. You can find more info on them on the internet.
You can find info on exaustive and genetic optimization here:
https://www.multicharts.com/trading-sof ... timization
MultiCharts utilizes standard algorithms of genetic optimization. You can find more info on them on the internet.
Re: Optimization Settings
When optimizing, is there a setting to include more results data than only the 8 rows shown in the attachment? One of the rows showing all zeros is the original backtest numbers when setting up the optimization and has better results than the so-called top 8 so would like to see more results to compare.
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- opt.jpg
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Vlada MultiCharts
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Re: Optimization Settings
clint454,
According to the screenshot, all the sets of inputs except the first eight ones did not generate any trades. If you are sure that there is a discrepancy between backtesting and optimization results, we could analyze the behaviour on our side. If you want us to do it, please send us the following:
1. The workspace file with the initial set of strategy inputs you used for backtesting.
2. Export of used symbols (with data) from QuoteManager in .qmd archive.
3. The exported scripts in .pla format with all dependent functions that are used on the workspace.
4. The optimization report (it can be saved as a file by clicking Save in the report window).
According to the screenshot, all the sets of inputs except the first eight ones did not generate any trades. If you are sure that there is a discrepancy between backtesting and optimization results, we could analyze the behaviour on our side. If you want us to do it, please send us the following:
1. The workspace file with the initial set of strategy inputs you used for backtesting.
2. Export of used symbols (with data) from QuoteManager in .qmd archive.
3. The exported scripts in .pla format with all dependent functions that are used on the workspace.
4. The optimization report (it can be saved as a file by clicking Save in the report window).
Re: Optimization Settings
Thanks, and should I open a support ticket or send the files to a specific email? Also, can the set of strategy inputs be saved as a template?
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Vlada MultiCharts
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Re: Optimization Settings
clint454,
You can attach the files to your comment or use a Google Drive link.
As for the set of inputs, it is saved in the .wsp file.
You can attach the files to your comment or use a Google Drive link.
As for the set of inputs, it is saved in the .wsp file.
Re: Optimization Settings
Here are the attached files. I also included a Google Drive link for tick data since the 3min strategy looks intrabar. Please let me know if missing anything.
https://drive.google.com/file/d/1Y-XoBz ... sp=sharing
https://drive.google.com/file/d/1Y-XoBz ... sp=sharing
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- Optimization question.JPG
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- @NQ# 3 Minutes.txt
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- Opt test.wsp
- (155.14 KiB) Downloaded 62 times
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- Opt test.pln
- (10.49 KiB) Downloaded 60 times
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Vlada MultiCharts
- Posts: 293
- Joined: 22 Apr 2020
- Has thanked: 8 times
- Been thanked: 76 times
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Vlada MultiCharts
- Posts: 293
- Joined: 22 Apr 2020
- Has thanked: 8 times
- Been thanked: 76 times
Re: Optimization Settings
clint454,
The number of lines in the report is either limited by the number of input sets or set in the optimization dialogue window. By your screenshot we do not see how the results are sorted. By default, this order is random. If you want to sort the results by a certain value, please click the header of the corresponding column. More sophisticated sorting settings are available in the report settings (please see the screenshot).
If it does not help, please let me know.
The number of lines in the report is either limited by the number of input sets or set in the optimization dialogue window. By your screenshot we do not see how the results are sorted. By default, this order is random. If you want to sort the results by a certain value, please click the header of the corresponding column. More sophisticated sorting settings are available in the report settings (please see the screenshot).
If it does not help, please let me know.
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- 1.jpg
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Re: Optimization Settings
It is not a matter of sorting, the issue is that the backtesting Net Profit figure of $6,800 does not show in the Optimization Report when lower figures do such as $5,620. This is a very basic Exhaustive optimization with only single-digit Start and End Values as shown in the previous attached examples.