Difference between revisions of "Using Optimization Report"

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After an optimization process is complete then a detailed Strategy Optimization Report is available for reviewing.  
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After the optimization process is complete a detailed Strategy Optimization Report is displayed.  
  
The Strategy Optimization Report allows to review the results of all the test combinations tested (in tabular view).
+
The Strategy Optimization Report allows for reviewing the results of all the test inputs combinations.
 
 
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.
 
 
 
<div style="background-color: #E5F6FF;">Tip: The data in any column can be selected as the optimization criteria.</div>
 
<br><div style="background-color: #E3FBE5;">Note: The Strategy Optimization Report contains the results of the last optimization run only.</div>
 
  
 
== Accessing Strategy Optimization Report ==  
 
== Accessing Strategy Optimization Report ==  
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# [[Performing_Optimization|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''' [[File:Strategy Optimization Report.png]].  
 
# [[Performing_Optimization|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''' [[File:Strategy Optimization Report.png]].  
  
Strategy Optimization Report can be viewed as a [[Using_Optimization_Report#Spreadsheet_view|Spreadsheet]], 2D or 3D Graph.
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Strategy Optimization Report can be viewed as a [[Using_Optimization_Report#Spreadsheet_view|'''Spreadsheet''']], [[Using_Optimization_Report#Working_with_2D_Graphs|'''2D''']] or [[Using_Optimization_Report#Working_with_3D_Graphs|'''3D''']] Graph.
 
<div style="background-color: #E3FBE5;">Note: Only one optimization report can be opened at a time.</div>
 
<div style="background-color: #E3FBE5;">Note: Only one optimization report can be opened at a time.</div>
 +
<div style="background-color: #E3FBE5;">Note 2: The Strategy Optimization Report contains the results of the last optimization run only.</div>
 +
== Spreadsheet view ==
 +
 +
Spreadsheet columns represent 18 strategy performance indices and all inputs that have been optimized. Each spreadsheet row represents a set of test results for a given inputs combination.
 +
<div style="background-color: #E5F6FF;">Tip: The data in any column can be selected as the optimization criteria.</div>
  
== Spreadsheet view ==
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=== Report Indices===  
=== Report Fields ===  
 
  
 
The performance indices include:
 
The performance indices include:
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<br>Input Values
 
<br>Input Values
  
<div style="background-color: #E3FBE5;">Note: The performance indices are identical to those in the Performance Report.</div>
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<div style="background-color: #E3FBE5;">Note: The performance indices are the same as in the Strategy Performance Report.</div>
  
<br>
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=== Sorting Strategy Optimization Report ===
=== 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.  
 
It is possible to sort out the Optimization Report by any combination of 3 criteria in either Descending or Ascending order.  
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# Repeat for the second drop-down list.
 
# Repeat for the second drop-down list.
 
# Repeat for the third drop-down list.
 
# Repeat for the third drop-down list.
# Check '''“Use as Default”''' to save settings for future use.
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# Check '''Use as Default''' to save settings for future use (if required).
 
 
<br>
 
  
 
=== Applying an Inputs Combination to a Chart ===  
 
=== Applying an Inputs Combination to a Chart ===  
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It is possible to apply the inputs combination that produced the best strategy results after the last optimization to the strategy.  
 
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:
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To apply an inputs combination:
  
 
# Double-click on the desired row in the report.
 
# Double-click on the desired row in the report.
 
# Click '''Yes''' in the confirmation window.
 
# Click '''Yes''' in the confirmation window.
 
<br>
 
  
 
==Working with 2D Graphs==
 
==Working with 2D Graphs==
  
To display a Strategy Optimization Report  as a 2D select the '''2D Graph''' tab.
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To display a Strategy Optimization Report  as a 2D graph 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.
 
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: [[File:CopyWindow-20-125.png]].
 
The 2D Graph can also be opened in a separate window. To do that in the Optimization Report window click on this icon: [[File:CopyWindow-20-125.png]].
  
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: [[File:reset-20-125.png]].
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The graph can be zoomed in and out using the scroll wheel of the mouse, 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: [[File:reset-20-150.png]].
  
 
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.
 
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.
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===2D Graph Settings===
 
===2D Graph Settings===
  
The indices lines can be added and removed. Click on the gear icon [[File:Settings-16-125.png]] or on the legend area in the upper right corner to open the '''2D Graph Settings''' window.  
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The indices lines can be added and removed. Click on the gear icon [[File:Settings-16-175.png]] or on the legend area in the upper right corner to open the '''2D Graph Settings''' window.  
  
===Graph tab===
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====Graph tab====
  
- '''Show Legend'''. Check this option to display the legend in the upper right corner.
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* '''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.
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* '''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.
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* '''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.
+
* '''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'''.
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* '''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'''.
<div style="background-color: #E3FBE5;"> Note: you can save the configuration of the settings for the future use with the help of the '''Use as Default''' option.</div>
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<div style="background-color: #E3FBE5;"> Note: The configuration of the settings can be saved for the future use with the help of the '''Use as Default''' option.</div>
  
===Fixed Inputs tab===
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====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.
 
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 ==  
+
==Working with 3D Graphs==
  
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.
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As the name suggests, this option allows for viewing the optimization report in the 3D format. The 3D Graph can be zoomed in and out and also rotated with the help of the scroll-wheel and left mouse button correspondingly.
<br>
+
 
 +
=== 3D Graph Settings===
 +
 
 +
The inputs and function for the XYZ axis can be changed using the context menu by right clicking on the names of the XYZ axis and then selecting the necessary input, or by clicking on the gear icon [[File:Settings-16-175.png]] and configuring the same on the corresponding tabs of the '''3D View Settings''' window.
 +
<div style="background-color: #E3FBE5;">Note: Only one performance index (function) can be displayed on the graph at the same time.</div>
 +
 
 +
Apart from the basic options ('''Copy to Clipboard''' and '''Save As''') there are several features that can be used.
 +
In the in the '''3D View Settings''' window there’s the '''Insert From File''' option. It allows for the insertion of the other 3D Optimization reports in the .MCReport or.ORS formats.
 +
On the '''Inputs''' tab of the '''3D View Settings''' window it is possible to set the static values for the inputs that are not selected for the X and Y axis on the 3D Graph itself.
 +
 
 +
'''Show/Hide Waterlevel''': used as a reference point for the results. It can be adjusted with the slider on the right side of the window.
 +
 
 +
'''Show/hide grid lines''': displays grid lines on the graph.
 +
 
 +
'''Open 3d graph in new window''': opens a new window with the 3D graph making it possible to view the report as a Spreadsheet or 2D Graph in the main report window at the same time.
 +
 
 +
==Storing Strategy Optimization Report within Workspace==
 +
 
 +
It is possible to store optimization reports within workspaces. To do that in [[Preferences|'''Preferences''']] select the [[Preferences#Workspaces|'''Workspaces''']] tab and check the '''Store Optimization Report''' check box.
  
 
<div style="background-color: #E3FBE5;">Note: '''Store Optimization Report''' option may consume considerable amount of resources and is disabled by default. </div>
 
<div style="background-color: #E3FBE5;">Note: '''Store Optimization Report''' option may consume considerable amount of resources and is disabled by default. </div>
  
== Exporting the Strategy Optimization Report ==  
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== Saving 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.
+
The Strategy Optimization Report can be exported in the following formats: .MCReport, .ORS and .CSV. 2D and 3D graphs can be also saved as .PNG.
  
To export the Optimization Report:
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To export a Strategy Optimization Report:
  
 
# In the Optimization Report click '''Save as''' button.
 
# In the Optimization Report click '''Save as''' button.
# In the '''Save As''' dialog window appeared navigate to the required file location.
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# In the '''Save As''' dialog window navigate to the required file location.
# In the '''File Name''' field type in the file name.<br><div style="background-color: #E3FBE5;">Note: By default the file name includes date and time information.</div>
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# Type in the file name in the '''File Name''' field.
# Click '''Save'''.<br><div style="background-color: #E3FBE5;">Note: The entire report information will be saved to the file.</div>
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# Click '''Save'''.
<br>
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<div style="background-color: #E3FBE5;">Note: Default file names include date and time information.</div>
 +
<div style="background-color: #E3FBE5;">Note 2: The entire report information will be saved to the file.</div>
  
== Viewing the Strategy Optimization Report in the Optimization Result Visualizer ==
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== Viewing Strategy Optimization Report in the Optimization Result Visualizer ==
  
 
Exported Optimization Reports can be viewed in a separate application without any other MultiCharts components installed.
 
Exported Optimization Reports can be viewed in a separate application without any other MultiCharts components installed.
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64-bit: [https://goo.gl/HG2Svn ORVisualizer64bit] <br>
 
64-bit: [https://goo.gl/HG2Svn ORVisualizer64bit] <br>
  
Double click on the Optimization Report file will open it in the Optimization Result Visualizer application.  
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Double-click on the Optimization Report file will open it in the Optimization Result Visualizer application.  
<br>
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[[Category:Optimization]]
 
[[Category:Optimization]]

Latest revision as of 17:57, 12 July 2019

After the optimization process is complete a detailed Strategy Optimization Report is displayed.

The Strategy Optimization Report allows for reviewing the results of all the test inputs combinations.

Accessing Strategy Optimization Report

To open a Strategy Optimization Report:

  1. Apply a strategy to a chart.
  2. 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.png.

Strategy Optimization Report can be viewed as a Spreadsheet, 2D or 3D Graph.

Note: Only one optimization report can be opened at a time.
Note 2: The Strategy Optimization Report contains the results of the last optimization run only.

Spreadsheet view

Spreadsheet columns represent 18 strategy performance indices and all inputs that have been optimized. Each spreadsheet row represents a set of test results for a given inputs combination.

Tip: The data in any column can be selected as the optimization criteria.

Report Indices

The performance indices include:

Net Profit
Gross Profit
Gross Loss
Total Trades
% Profitable
Winning Trades
Losing Trades
Avg Trade
Avg Winning Trade
Avg Losing Trade
Win/Loss ratio
Max Consecutive Wins
Max Consecutive Losses
Avg # of Bars in Winners
Avg # of Bars in Losers
Maximum Intraday Drawdown
Profit Factor
Return on Account
Input Values

Note: The performance indices are the same as in the Strategy Performance Report.

Sorting 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:

  1. In the Optimization Report set the criterion and sorting order from the Sort by drop-down list.
  2. Repeat for the second drop-down list.
  3. Repeat for the third drop-down list.
  4. Check Use as Default to save settings for future use (if required).

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 an inputs combination:

  1. Double-click on the desired row in the report.
  2. Click Yes in the confirmation window.

Working with 2D Graphs

To display a Strategy Optimization Report as a 2D graph 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: CopyWindow-20-125.png.

The graph can be zoomed in and out using the scroll wheel of the mouse, 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: Reset-20-150.png.

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

The indices lines can be added and removed. Click on the gear icon Settings-16-175.png or on the legend area in the upper right corner to open the 2D Graph Settings window.

Graph tab

  • 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.
Note: The configuration of the settings can be saved for the future use with the help of the Use as Default option.

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.

Working with 3D Graphs

As the name suggests, this option allows for viewing the optimization report in the 3D format. The 3D Graph can be zoomed in and out and also rotated with the help of the scroll-wheel and left mouse button correspondingly.

3D Graph Settings

The inputs and function for the XYZ axis can be changed using the context menu by right clicking on the names of the XYZ axis and then selecting the necessary input, or by clicking on the gear icon Settings-16-175.png and configuring the same on the corresponding tabs of the 3D View Settings window.

Note: Only one performance index (function) can be displayed on the graph at the same time.

Apart from the basic options (Copy to Clipboard and Save As) there are several features that can be used. In the in the 3D View Settings window there’s the Insert From File option. It allows for the insertion of the other 3D Optimization reports in the .MCReport or.ORS formats. On the Inputs tab of the 3D View Settings window it is possible to set the static values for the inputs that are not selected for the X and Y axis on the 3D Graph itself.

Show/Hide Waterlevel: used as a reference point for the results. It can be adjusted with the slider on the right side of the window.

Show/hide grid lines: displays grid lines on the graph.

Open 3d graph in new window: opens a new window with the 3D graph making it possible to view the report as a Spreadsheet or 2D Graph in the main report window at the same time.

Storing Strategy Optimization Report within Workspace

It is possible to store optimization reports within workspaces. To do that in Preferences select the Workspaces tab and check the Store Optimization Report check box.

Note: Store Optimization Report option may consume considerable amount of resources and is disabled by default.

Saving Strategy Optimization Report

The Strategy Optimization Report can be exported in the following formats: .MCReport, .ORS and .CSV. 2D and 3D graphs can be also saved as .PNG.

To export a Strategy Optimization Report:

  1. In the Optimization Report click Save as button.
  2. In the Save As dialog window navigate to the required file location.
  3. Type in the file name in the File Name field.
  4. Click Save.
Note: Default file names include date and time information.
Note 2: The entire report information will be saved to the file.

Viewing Strategy Optimization Report in the Optimization Result Visualizer

Exported Optimization Reports can be viewed in a separate application without any other MultiCharts components installed.

The links to download Optimization Results Visualizer:
32-bit: ORVisualizer32bit
64-bit: ORVisualizer64bit

Double-click on the Optimization Report file will open it in the Optimization Result Visualizer application.