Gamestudio Links
Zorro Links
Newest Posts
Data from CSV not parsed correctly
by EternallyCurious. 04/18/24 10:45
StartWeek not working as it should
by Zheka. 04/18/24 10:11
folder management functions
by VoroneTZ. 04/17/24 06:52
lookback setting performance issue
by 7th_zorro. 04/16/24 03:08
zorro 64bit command line support
by 7th_zorro. 04/15/24 09:36
Zorro FIX plugin - Experimental
by flink. 04/14/24 07:48
Zorro FIX plugin - Experimental
by flink. 04/14/24 07:46
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
1 registered members (SBGuy), 712 guests, and 3 spiders.
Key: Admin, Global Mod, Mod
Newest Members
EternallyCurious, howardR, 11honza11, ccorrea, sakolin
19047 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
About strategy optimization #476348
02/19/19 23:27
02/19/19 23:27
Joined: Oct 2016
Posts: 8
Sniv Offline OP
Newbie
Sniv  Offline OP
Newbie

Joined: Oct 2016
Posts: 8
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?

Last edited by Sniv; 02/20/19 05:17.
Re: About strategy optimization [Re: Sniv] #476351
02/20/19 07:27
02/20/19 07:27
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Check your code. If .par files have asset names, you probably called optimize without selecting an asset.

Re: About strategy optimization [Re: jcl] #476411
02/23/19 11:34
02/23/19 11:34
Joined: Oct 2016
Posts: 8
Sniv Offline OP
Newbie
Sniv  Offline OP
Newbie

Joined: Oct 2016
Posts: 8
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()}
}


Last edited by Sniv; 02/23/19 12:02.
Re: About strategy optimization [Re: Sniv] #476412
02/23/19 12:05
02/23/19 12:05
Joined: Sep 2003
Posts: 929
Spirit Offline

Moderator
Spirit  Offline

Moderator

Joined: Sep 2003
Posts: 929
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.

Re: About strategy optimization [Re: Spirit] #476413
02/23/19 12:33
02/23/19 12:33
Joined: Oct 2016
Posts: 8
Sniv Offline OP
Newbie
Sniv  Offline OP
Newbie

Joined: Oct 2016
Posts: 8
In workshop6, all pairs are optimized for one result!, As I wrote, but I need optimization for each pair

Last edited by Sniv; 02/23/19 12:34.
Re: About strategy optimization [Re: Sniv] #476414
02/23/19 13:13
02/23/19 13:13
Joined: Sep 2003
Posts: 929
Spirit Offline

Moderator
Spirit  Offline

Moderator

Joined: Sep 2003
Posts: 929
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



Moderated by  Petra 

Powered by UBB.threads™ PHP Forum Software 7.7.1