Optimization Results

Posted By: ricky_k

Optimization Results - 04/04/24 15:37

Is there any way for a Zorro user to view (Use/access/export) the results of an optimization (genetic or otherwise) - i.e. strategy candidates in ranked table form - instead of merely having the optimal result selected?

Similar to the genetic optimization results of some trading platforms such as Tradestation, Multicharts etc.. (see attached pics)

Also being able to sort optimization candidates by various metrics and view equity curves at a glance?

Or is this something that requires private development/extension?

Attached File
MC_Genetic-Optimization.png  (8 downloads)
Attached picture TS_strategy_opt_report_all_data.png
Attached File
MC_Genetic-Optimization.png  (9 downloads)
Attached picture BA_Optimization_Results2.png
Attached File
MC_Genetic-Optimization.png  (8 downloads)
Posted By: degenerate_762

Re: Optimization Results - 04/04/24 19:05

solution is: 1. contact support, 2. refer to the manual.
Posted By: AndrewAMD

Re: Optimization Results - 04/04/24 19:11

I would set up a custom user-supplied objective() function which outputs data at the end of each parameter optimization. You can save to CSV or dataset file.
Posted By: ricky_k

Re: Optimization Results - 04/09/24 12:21

Thanks Andrew for the feedback - will certainly try that out.
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