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Open Feature request MC-2719

Add the Date when Chart Optimization Took Place

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Description

Optimized Date - A useful feature that can be placed in the Settings page of the Testing Strategy Performance Report.
Place "Optimized Date" field below "Back-Testing Mode" field - if the Optimization method was Exhaustive (classic) or Genetic - fill field with Date. When Optimization is Continuous put N/A in date field.

Generally I put in my notebook the date and instrument when an optimization was done - I can't see why this information can't be provided in the generated Report.

It's important knowledge for a variety of reasons. I'm surprised it's not been implemented.

Comments (2)
#1
user-offline.png  MultiCharts Support (MultiCharts)
Aug 06, 2021 - 11:35
Hello,

Would you like to know the date when the optimization was performed? Or when the inputs changed? It would also help if you could describe how you use this information.
#2
user-offline.png  dean (dean)
icon_reply.pngAug 11, 02:04, in reply to comment #1
Hi, thank you for reaching out to me for clarifcation.
when the optimization was performed? Or when the inputs changed?
Excellent question. I did not thoroughly think it through when I placed the feature request. Probably because I take my log book entries for granted as a routine. It's really a history.

Perhaps it's not worth MC persuing this feature request.

However I have your attention so I'll follow through with more detail.

Some facts: I use very few parameters in my strategy input vector and generally only optimise on 3 inputs max. Mostly use 1hr and 15m charts. Crypto (24hr/365days) is MC domain. Tradestation is currencies (mostly) but winding down everything TS and traditional currencies.

Optimisation Date Usage: Example: say 1hr interval, 400 day chart. Optimise strategy. Record optimisation date. This tells me that sample data is Optm DATE minus 400 days. So now I know what data sample was used. Apply my best selected optm vector to chart. Record applied date.

Therefore input applied date = optm date. This is now baseline.

As time progress' old days are replaced by new days (maintain 400 day chart). If metrics are still favorable after period of time (months) then do nothing. Else create new 400d chart - same instrument. Optm same strategy, using same inputs and same test range. If results are much better then apply new inputs. Record date inputs applied. Etc.

So it's a little complicated. Main reason is for me to understand weakness in strategy conditions. I like to know that the strategy works realtime. This is same as testing in/out of sample data.

Given the above detail I am prepared to withdraw the feature request. However between recording Optm date and Input vector application date I would say the latter is more important!

MultiCharts Support wrote:
Hello,

Would you like to know the date when the optimization was performed? Or
when the inputs changed?
It would also help if you could describe how you use this information.


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