Using Optimization Report
After an optimization process is complete then a detailed Strategy Optimization Report is available for reviewing.
The Strategy Optimization Report allows to review the results of all the test combinations tested (in tabular view).
Columns represent 18 strategy performance fields as well as all the inputs which were optimized during the current run for each inputs combination tested.
Each row represents a set of test results for a given inputs combination.
- 1 Accessing Optimization Report
- 2 Strategy Optimization Report Fields
- 3 Sorting the Strategy Optimization Report
- 4 Applying an Inputs Combination to a Chart
- 5 Saving the Strategy Optimization Report
- 6 Exporting the Strategy Optimization Report
- 7 Viewing the Strategy Optimization Report in the Optimization Result Visualizer
Accessing Optimization Report
To access a Strategy Optimization Report:
- Apply a strategy to a chart.
- Run an optimization.
- In the menu select View then click Strategy Optimization Report.
Strategy Optimization Report Fields
The list of performance indices available is as following:
Avg Winning Trade
Avg Losing Trade
Max Consecutive Wins
Max Consecutive Losses
Avg # of Bars in Winners
Avg # of Bars in Losers
Maximum Intraday Drawdown
Return on Account
Sorting the Strategy Optimization Report
It is possible to sort out the Optimization Report by any combination of 3 main criteria in either Descending or Ascending order.
To modify the sorting order:
- In the Optimization Report set the criterion and sorting order from the Sort by drop-down list.
- Repeat for the second drop-down list.
- Repeat for the third drop-down list.
- Check “Use as Default” to save settings for future use.
Applying an Inputs Combination to a Chart
It is possible to apply the inputs combination that produced the best results during the current optimization run to the strategy.
To apply the best inputs combination:
- Double-click required row in the report.
- Click Yes in the confirmation window appeared.
Saving the Strategy Optimization Report
To store optimization report data for every chart through any chart copy or workspace save operations after being generated, click Preferences, select the Workspaces tab and check the Store Optimization Report check box.
Exporting the Strategy Optimization Report
It is possible to export the Optimization Report to a comma-separated file, which is preferred for importing into a spreadsheet application for further analysis.
To export the Optimization Report:
- In the Optimization Report click Save as button.
- In the Save As dialog window appeared navigate to the required file location.
- In the File Name field type in the file name.Note: By default the file name includes date and time information.
- Click Save.Note: The entire report information will be saved to the file.
Viewing the Strategy Optimization Report in the Optimization Result Visualizer
Exported Optimization Reports can be viewed in a separate application without any other MultiCharts components installed.
Double click on the Optimization Report file will open it in the Optimization Result Visualizer application.