Portfolio Backtester Optimization #s are never right

Questions about MultiCharts and user contributed studies.
randomname
Posts: 22
Joined: 26 Sep 2007

Portfolio Backtester Optimization #s are never right

Postby randomname » 09 Jun 2009

This has been an on going problem since the development of the portfolio backtester. Any time I try and run an optimization on any criteria. I basically get what a random number generator could produce. None of the figures are correct, and all of the supposed calculations produce the same results. Has anybody else had these problems? Or does it work for others? I have never had correct results.

Thanks for all the hard work on continued updates. I hope this problem gets corrected.

randomname
Posts: 22
Joined: 26 Sep 2007

Postby randomname » 18 Jun 2009

Anybody? The portfolio backtester optimization is worthless right now, this feature would set MC leaps and bounds ahead of any other software. I guess no one else has even bothered to try it.

Please fix this support!

User avatar
TJ
Posts: 7379
Joined: 29 Aug 2006
Location: Global Citizen
Has thanked: 996 times
Been thanked: 2108 times

Postby TJ » 18 Jun 2009

can you give a bit more info?

what strategy are you using?
can you post an example?

what criteria are you using?
can you post a screen shot?

what do you mean by random numbers?
what kind of numbers were you anticipating?
can you post the report?

brodnicki steven
Posts: 407
Joined: 01 Jan 2008
Been thanked: 3 times

Postby brodnicki steven » 18 Jun 2009

While we're on the subject of optimization, I'd love to see the optimized values automatically inserted into the strategy, when the optimization is complete, like TS2ki does. It saves time.

User avatar
Andrew Kirillov
Posts: 1589
Joined: 28 Jul 2005
Has thanked: 2 times
Been thanked: 31 times
Contact:

Postby Andrew Kirillov » 19 Jun 2009

randomname, are you sure you make correct tests? If so could you be specific. We need illustrations. I'm quite confident that the Portfolio Backtester works properly we just need to know what is wrong in your setup.
We need screenshots that prove that there is a bug.

User avatar
Andrew Kirillov
Posts: 1589
Joined: 28 Jul 2005
Has thanked: 2 times
Been thanked: 31 times
Contact:

Postby Andrew Kirillov » 19 Jun 2009

While we're on the subject of optimization, I'd love to see the optimized values automatically inserted into the strategy, when the optimization is complete, like TS2ki does. It saves time.
TS doesn't make a portfolio optimization. If you are talking about a single instrument optimization then just double click on preferred set of parameters in the optimization report and it will recalculate the strategy.

brodnicki steven
Posts: 407
Joined: 01 Jan 2008
Been thanked: 3 times

Postby brodnicki steven » 19 Jun 2009

Thanks Andrew, I'll try that.

randomname
Posts: 22
Joined: 26 Sep 2007

Postby randomname » 19 Jun 2009

Sorry I am retarded!

It works great once things were setup right.

I had modified some of my input settings and under optimization it reverted back to the original settings which I overlooked.

So after I corrected that then it outputted correct figures.

Although if I set the limitation to 10000 then it doesn't give the most profitable 10000 it gives the first 10000. So then once I unchecked that then the calculations were correct.

Thanks for replying


Return to “MultiCharts”