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Re: optimize() limitations? [Re: DdlV] #425735
07/10/13 12:51
07/10/13 12:51
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

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jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
When you move the period slider, you'll notice that it does not move continuously, but sets certain time periods, like 30 minutes, 1 hour, 4 hours, and so on. They are the standard time frames used in trading programs, and they can be set with TimeFrame.

Re: optimize() limitations? [Re: jcl] #425779
07/10/13 23:41
07/10/13 23:41
Joined: Jun 2013
Posts: 1,609
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DdlV Offline OP
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DdlV  Offline OP
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OK, I created an array of the 19 allowed TimeFrames based on the values given by moving the period slider. I set TimeFrame via using optimize to step through the indexes. (BarPeriod = 1) (Yes, I understand this is going from linear indexes to non-linear values, etc. This is just testing/playing! laugh )

At this point I don't trust the results. 5 & 15 gave identical values. 10 & 30 gave identical values. 20 & 60 gave identical values. 45, 120, & 240 gave identical values. 180 & 300 gave identical values. And 1440 gave the biggest numbers & took forever - shouldn't it have been the smallest & fastest?

(What are those numbers, anyway? % & win/loss, w/o regard to value?)

Re: optimize() limitations? [Re: DdlV] #425812
07/11/13 10:22
07/11/13 10:22
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,986
Frankfurt
It's the result of the objective function - you can find it in default.c.

As to the identical values, we'll check that. To tell the truth, AFAIK no one had ever optimized the bar period or the time frame with the optimize function, so I suspect that there's something wrong with the identical values.

Re: optimize() limitations? [Re: jcl] #425830
07/11/13 13:02
07/11/13 13:02
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DdlV Offline OP
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I gather the % is the return from the objective function, but what are the x/y displayed afterwards? The Num's, Total's, Max's, or other?

Thanks.

Re: optimize() limitations? [Re: DdlV] #425835
07/11/13 13:41
07/11/13 13:41
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

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Joined: Jul 2000
Posts: 27,986
Frankfurt
Yes, the x/y are winning and losing trades.

Re: optimize() limitations? [Re: DdlV] #425836
07/11/13 13:42
07/11/13 13:42
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DdlV Offline OP
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It seems the x/y are NumWinTotal/NumLossTotal, without removing the biggest win & loss, correct?

Re: optimize() limitations? [Re: DdlV] #425837
07/11/13 13:48
07/11/13 13:48
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,986
Frankfurt
Yes. The biggest win and loss are removed in the objective function.

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