Optimization Question

Questions about MultiCharts and user contributed studies.
Thomas Mann
Posts: 173
Joined: 25 Aug 2007

Optimization Question

Postby Thomas Mann » 11 Jan 2009

Hi,
I ran into a issue with the Optimizer on a strategy I am working on, and was wondering if anyone had a better work around. I set two variables as inputs one being the maxgain which is a positive number, and maxloss as a negative number. When I try to change the start value of this variable I get a error. It tells me a incorrect value has been entered. Is there a way to use the Genetic Optimizer with a negative value ? I want to be able to vary the max loss to see where I get the best Risk/Reward ratio.

Thanks

Here is my code

input: maxGain(200),MaxLoss(-100);

User avatar
TJ
Posts: 6550
Joined: 29 Aug 2006
Location: Global Citizen
Has thanked: 965 times
Been thanked: 1892 times

Postby TJ » 11 Jan 2009

..
Last edited by TJ on 15 Jan 2009, edited 1 time in total.

User avatar
Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Re: Optimization Question

Postby Marina Pashkova » 15 Jan 2009

Hi,
I ran into a issue with the Optimizer on a strategy I am working on, and was wondering if anyone had a better work around. I set two variables as inputs one being the maxgain which is a positive number, and maxloss as a negative number. When I try to change the start value of this variable I get a error. It tells me a incorrect value has been entered. Is there a way to use the Genetic Optimizer with a negative value ? I want to be able to vary the max loss to see where I get the best Risk/Reward ratio.

Thanks

Here is my code

input: maxGain(200),MaxLoss(-100);


Hi Thomas,

Negative values can be used in the start and end inputs for optimization runs. You only need to pay attention to what value you are entering first. As you are entering those values, make sure that the start value is less than the end value. If you want you can come to LiveChat and we'll help setting that up for you.


Return to “MultiCharts”