About strategy optimization

Posted By: Sniv

About strategy optimization - 02/19/19 23:27

Hello. Please tell me - I optimized the strategy parameters (for example, strategy1) and got the optimization files - strategy1_EURUSD.par strategy1_GBPUSD.par, etc.
But when I get up the code -

Code:

assetList ("AssetsStrat1.csv");
while (asset (loop ("EUR / USD", "GBP / USD"))) {trade}

zorro requires files: strategy1.par

So the question is - zorro will use optimization files:
strategy1_EURUSD.par strategy1_GBPUSD.par and so on or not?
If not, how to write code to use these files in multitranding?

Posted By: jcl

Re: About strategy optimization - 02/20/19 07:27

Check your code. If .par files have asset names, you probably called optimize without selecting an asset.

Posted By: Sniv

Re: About strategy optimization - 02/23/19 11:34

Thanks for the answer, but I need to optimize each currency pair in the code. And now all pairs are optimized for one result. For example, to make the sets - EURUSD take 22 stop 10 and EURJPY take 15 stop 7, when I insert into the code

Code:

trade(){
...
optimize(1,1,30,1)
buy or sell
}


run(){
...
set(PARAMETERS);
while (asset (loop ("EUR/USD", "EUR/JPY"))) {trade()}
}

Posted By: Spirit

Re: About strategy optimization - 02/23/19 12:05

You can see in the workshop 6 how to optimize each currency pair. Look what is different in your script and there is then the bug.

Posted By: Sniv

Re: About strategy optimization - 02/23/19 12:33

In workshop6, all pairs are optimized for one result!, As I wrote, but I need optimization for each pair

Posted By: Spirit

Re: About strategy optimization - 02/23/19 13:13

In a portfolio like workshop6, you dont optimize pairs for one result, you optimize per component. So either I dont understand what your problem is, or you have not understood something. Read about optimizing here:

https://manual.zorro-project.com/optimize.htm

https://manual.zorro-project.com/tutorial_kelly.htm