Difference between revisions of "Using Optimization Report"
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==Working with 2D
==Working with 2D ==
== Saving the Strategy Optimization Report ==
== Saving the Strategy Optimization Report ==
Revision as of 14:09, 12 July 2019
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 Strategy Optimization Report
- 2 Spreadsheet view
- 3 Working with 2D Graphs
- 4 Saving the Strategy Optimization Report
- 5 Exporting the Strategy Optimization Report
- 6 Viewing the Strategy Optimization Report in the Optimization Result Visualizer
Accessing Strategy Optimization Report
To open a Strategy Optimization Report:
- Apply a strategy to a chart.
- Run an optimization. The report will be opened as soon as the optimization is completed. After that the report of the completed optimization can be accessed from the View menu -> Strategy Optimization Report, or from the Chart Analysis -> Strategy Optimization Report .
Strategy Optimization Report can be viewed as a Spreadsheet, 2D or 3D Graph.
The performance indices include:
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 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 strategy results after the last optimization to the strategy.
To apply the best inputs combination:
- Double-click on the desired row in the report.
- Click Yes in the confirmation window.
Working with 2D Graphs
To display a Strategy Optimization Report as a 2D select the 2D Graph tab. In the 2D Graph view the results of the report are presented as lines. The lines represent the performance indices per one or several strategy inputs. The base input selector is located in the lower part of the window, additional inputs are configured in the graph settings. The 2D Graph can also be opened in a separate window. To do that in the Optimization Report window click on this icon: .
The graph can be zoomed in and out using the scroll wheel, and moved within the window using the keyboard arrows. Resetting the graph to its original view requires double-clicking on it or clicking on the reset button that’s found in the upper left corner: .
Each indice line can be moved up and down separately with the help of the left mouse button. Right-clicking on one of the lines displays the function’s value in that particular point.
2D Graph Settings
- Show Legend. Check this option to display the legend in the upper right corner. - Smoothed Line. Check it to smooth the angles of the graph lines. - X Axis Input. Select one of the inputs to be displayed along the X Axis. - Single Function with Variable Inputs. If this option is selected it is possible to view how a performance index (function) is changing on different input values. Apart from Function and Input themselves such parameters as Gradient Range, Number of Values and Input Values Range can be configured. - Multiple Functions with Fixed Inputs. If this option is selected it is possible to view how several performance indices (functions) are changing on the fixed input values. The settings for this option include the choice of the set of functions and their colors. One can select all and clear the choice of all functions by clicking on the corresponding buttons Select All and Clear All.
Fixed Inputs tab
This tab contains the inputs that weren’t selected on the Graph tab. The remaining inputs can be manually set to the desired values using the dropdown list.
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.