Walk Forward Optimization not Showing

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AbbeyFN
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Joined: 04 Aug 2010

Walk Forward Optimization not Showing

Postby AbbeyFN » 04 Aug 2010

Greetings. I am new here and new to MC and trying out the software for the trial period. So far I like the platform. I do have a question. I have run a Walk Forward Optimization with 5 min NQ data. The total time period is two years and my in-sample is 40 days and the OOS is 5 days. I am using genetic optimization.

When it is done optimizing the results will not appear. I am using the latest download of MC. I am optimizing numerous variables over a long time period. Is is possible I need to wait until the results do appear? Maybe it is just a processing issue.

I have run optimizations with fewer variables over shorter time periods and the results did appear. Just curious.

Also, the processing of optimization is much faster than TS. So far I like what I see aside from this issue above.

Thanks

Abbey

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Dave Masalov
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Re: Walk Forward Optimization not Showing

Postby Dave Masalov » 05 Aug 2010

Dear Abbey,

The optimization report is not showed if there is no samples calculated without an error. Basically, if the report is not showed, there are no results to show.

AbbeyFN
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Re: Walk Forward Optimization not Showing

Postby AbbeyFN » 05 Aug 2010

Thank you David.

I have run optimizations with TS with the same code and it works fine.

I believe it may be a memory issue. I get a low memory warning in the lower right hand corner of my screen when running the optimization. I get this warning even if I am doing an optimization over a short time period - two months. I did a search through the forum and I have seen others have had memory problems with their indicators/strategies with previous versions of MC. I am using 6.0 though. I wonder if this is a glitch.

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Dave Masalov
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Re: Walk Forward Optimization not Showing

Postby Dave Masalov » 06 Aug 2010

Dear AbbeyFN,

Could you please come to our Live Chat between 6:30AM and 11AM EST so we can connect to your computer and investigate the issue?

AbbeyFN
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Re: Walk Forward Optimization not Showing

Postby AbbeyFN » 06 Aug 2010

I will do this next week. Hopefully you can figure out what is wrong. I would really love to use this software because the walk-forward optimization is awesome, when it works.

The last optimization I ran locked up MC and I got a memory crash notification so I believe that is what the problem is.

gmoney
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Re: Walk Forward Optimization not Showing

Postby gmoney » 17 Jun 2011

I am having the same problem - no walk-forward report. I am guessing it is a memory issue since I am running on tick-based bars. Has there been any resolution to this in later versions of MC? I am using 6.1 (3605).

Thanks!
gary

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Stan Bokov
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Re: Walk Forward Optimization not Showing

Postby Stan Bokov » 20 Jun 2011

Dear gmoney,

Could you please come to our Live Chat between 6:30AM and 11AM EST so we can connect to your computer and investigate the issue?


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