Portfolio Backtester Optimization Max Instrument ?

Questions about MultiCharts and user contributed studies.
Post Reply
TheTrend
Posts: 17
Joined: 26 Jul 2011
Has thanked: 3 times

Portfolio Backtester Optimization Max Instrument ?

Postby TheTrend » 16 Sep 2011

Hi,

I try to run a simple optimization to find the best number of bars to exit after an entry, here is the code:

Code: Select all

If marketposition = 1 and barssinceentry > NbDay then begin
sell ("XL Time")currentshares shares next bar at market;
end;
I run this optimization on 74 symbols (stocks and ETFs) and 1 second after the optimization starts running the window shuts down and nothing happens.

So I've run the report on few symbols (1 to 5) and it's working properly: so I guess there's a limitation on the number of instruments.

How many instruments can we include in an optimization report ?

Can we extend this limit ?

Thanks.
Top
User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Portfolio Backtester Optimization Max Instrument ?

Postby Henry MultiСharts » 16 Sep 2011

Hello TheTrend.
There is no limitation for the amount of instruments that can be optimized.
We have tested it with up 1000 symbols, and it was fine.
This question was discussed in this topic.
viewtopic.php?f=1&t=8863
"I run this optimization on 74 symbols (stocks and ETFs) and 1 second after the optimization starts running the window shuts down and nothing happens"-if you can reproduce this issue on MultiCharts 7-please come to our live chat Monday-Friday 6:30 am - 2 pm EST for futher investigation.
Top
Post Reply

Return to “MultiCharts”