Matrix Optimization: Difference between revisions
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Matrix Optimization is used to determine the most optimal parameters for Regular Re-optimization: how often and in what IS/OOS proportion it will be used. | Matrix Optimization is used to determine the most optimal parameters for Regular Re-optimization: how often and in what IS/OOS proportion it will be used. | ||
The Matrix Optimization feature also includes the system of Strategy Robustness estimation. The estimation is carried out according to the user specified criteria. You don’t have to repeat Optimization to receive new results – just | The Matrix Optimization feature also includes the system of [[Strategy Robustness]] estimation. The estimation is carried out according to the user specified criteria. You don’t have to repeat Optimization to receive new results – just change the criteria. | ||
[[File:SetRobustnessSettings.png|600px]] | [[File:SetRobustnessSettings.png|600px]] | ||
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*target function to be optimized. | *target function to be optimized. | ||
In this step the settings are the same as for | In this step the settings are the same as for regular optimization: | ||
[[File:Setoptiminputs.png]] | [[File:Setoptiminputs.png]] | ||
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[[File:OptimByOOSinterval.png]] | [[File:OptimByOOSinterval.png]] | ||
In the next step the Strategy Robustness parameters | In the next step the Strategy Robustness parameters should be configured: | ||
[[File:StrategyRobustneSettings.png|600px]] | [[File:StrategyRobustneSettings.png|600px]] | ||
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[[File:MaximMartixOptimReport.png|600px]] | [[File:MaximMartixOptimReport.png|600px]] | ||
In minimized mode the title shows which matrix element is selected: | In the minimized mode the title shows which matrix element is selected: | ||
[[File:MiminMatrixOptimReport.png|300px]] | [[File:MiminMatrixOptimReport.png|300px]] | ||
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== Access to the Optimization results == | == Access to the Optimization results == | ||
Regular | Regular optimization may take quite a lot of time. Matrix Optimization is even a more time-consuming process, so we made sure that | ||
Optimization results are accessible for you at any time. | |||
In MultiCharts 12 Optimization and each of the reports can be accessed from Toolbar and from the View menu (if a chart window with applied signals is active): | In MultiCharts 12 Optimization and each of the reports can be accessed from Toolbar and from the View menu (if a chart window with applied signals is active): | ||
[[File:AccessToOptimResults.png|400px]] | [[File:AccessToOptimResults.png|400px]] | ||
# | # Optimization wizard start button; | ||
# | # Button/menu item to view Strategy Performance Report; | ||
# | # Button/menu item to view Strategy Optimization Report; | ||
# | # Button/menu item to view Walk-Forward Optimization Report; | ||
# | # Button/menu item to view Matrix Optimization Report; | ||
# | # Button/menu item to view Trading Performance Report. | ||
Moreover, each report can be saved as a separate file (saving is enabled by default). The file can be | Moreover, each report can be saved as a separate file (saving is enabled by default). The file can be added to a zipped archive, sent by e-mail, etc. In order to view such file, it’s enough to have a utility installed, no authorization required. | ||
added to a zipped archive, sent by e-mail, etc. In order to view such file, it’s enough to have a utility | |||
installed, no authorization required. |