Portfolio Optimization: Difference between revisions
From MultiCharts
→Exhaustive Search Portfolio Optimization
Dave Masalov (talk | contribs) No edit summary |
|||
Line 32: | Line 32: | ||
# In the '''Select Optimization Method''' dialog box that appears, select '''Exhaustive Search'''. | # In the '''Select Optimization Method''' dialog box that appears, select '''Exhaustive Search'''. | ||
# In the '''Exhaustive Search Properties''' window that appears, select the '''Optimizable Inputs''' tab. | # In the '''Exhaustive Search Properties''' window that appears, select the '''Optimizable Inputs''' tab. | ||
# Check/uncheck the check box to the left of the signal name and input name to enable/disable optimization for this input. | |||
# The '''Current Value''' column shows input values that are currently selected for the signals applied on the chart. | |||
# In the '''Start Value''' column, enter the desired starting values for each of the inputs. | # In the '''Start Value''' column, enter the desired starting values for each of the inputs. | ||
# In the '''End Value''' column, enter the desired ending values for each of the inputs. | # In the '''End Value''' column, enter the desired ending values for each of the inputs. | ||
# In the '''Step''' column, enter the desired step size, for each of the inputs. | # In the '''Step''' column, enter the desired step size, for each of the inputs. | ||
# The '''Step Count''' column shows current amount of steps for an input. | |||
# Select the '''Optimization Criteria''' tab. | # Select the '''Optimization Criteria''' tab. | ||
# Select the '''Use Limitation''' checkbox to limit the output to a defined number of the best results; unselect the checkbox to list all the results in the optimization report. | # Select the '''Use Limitation''' checkbox to limit the output to a defined number of the best results; unselect the checkbox to list all the results in the optimization report. | ||
# When '''Use Limitation''' checkbox is checked Optimization dialog window shows current best results for selected сriteria during optimization. | |||
# Enter the desired number of best results in the '''Show N best results''' box. | # Enter the desired number of best results in the '''Show N best results''' box. | ||
# Select the best results criteria in the '''best results for''' list box. | # Select the best results criteria in the '''best results for''' list box. | ||
Line 43: | Line 47: | ||
<br> | <br> | ||
== Genetic Algorithms Portfolio Optimization == | == Genetic Algorithms Portfolio Optimization == | ||