Matrix Optimization: Difference between revisions
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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. | 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. | ||
== Running Matrix Optimization == | == Running Matrix Optimization == | ||
Optimization is accessible through the Strategy Properties window, Chart Analysis Toolbar, and View menu as in previous MultiCharts versions: | Optimization is accessible through the Strategy Properties window, Chart Analysis Toolbar, and View menu as in previous MultiCharts versions: | ||
[[File: | |||
[[File:Optimtoolbar2.png]] | |||
Use one of the above-mentioned ways to call the Optimization wizard and select the last item in the appeared window: | Use one of the above-mentioned ways to call the Optimization wizard and select the last item in the appeared window: | ||
[[File:chooseoptimtype.png | |||
[[File:chooseoptimtype.png]] | |||
First you need to specify the Optimization parameters: | First you need to specify the Optimization parameters: | ||
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*number of runs; | *number of runs; | ||
*proportion of IS/OOS intervals. | *proportion of IS/OOS intervals. | ||
[[File:OptimByNumberOfRuns.png]] | [[File:OptimByNumberOfRuns.png]] | ||
[[File:OptimByOOSinterval.png]] | [[File:OptimByOOSinterval.png]] | ||
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In the next step the Strategy Robustness parameters should be configured: | In the next step the Strategy Robustness parameters should be configured: | ||
[[File:StrategyRobustneSettings.png | [[File:StrategyRobustneSettings.png]] | ||
Please refer to [[Strategy Robustness]] article for more details. | Please refer to [[Strategy Robustness]] article for more details. | ||
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The results of Matrix Optimization can be viewed in the Matrix Optimization Report. It looks like the Walk-Forward Optimization Report, but there is an expandable element at the top which helps to navigate between different cells of the report: | The results of Matrix Optimization can be viewed in the Matrix Optimization Report. It looks like the Walk-Forward Optimization Report, but there is an expandable element at the top which helps to navigate between different cells of the report: | ||
[[File:MatrixOptimizReport.png | [[File:MatrixOptimizReport.png]] | ||
Maximized view of the Matrix Optimization Report: | Maximized view of the Matrix Optimization Report: | ||
[[File: | [[File:MaximMartixOptimReport2.png]] | ||
In the 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 | [[File:MiminMatrixOptimReport.png]] | ||
== Access to the Optimization results == | == Access to the Optimization results == | ||
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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: | [[File:AccessToOptimResults2.png]] | ||
# Optimization wizard start button; | # Optimization wizard start button; |