Optimizing strange behaviour

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Optimizing strange behaviour #484529 11/08/21 17:49 11/08/21 17:49
Joined: Feb 2018 Posts: 68 T tomaslolo OP Junior Member
tomaslolo OP Junior Member T Joined: Feb 2018 Posts: 68	Hello, I´m optimizing a strategy with set(PARAMETERS) and training on CHF/JPY pair. Code asset("CHF/JPY"); Zorro S 2.40.9 . When training is finished, a .par file is stored in Data folder. All ok. When testing Zorro looks for the par file, but has to be named finished witd the curreny pair. For example if train with CHF/JPY, Zorro looks for "strategyname_CHFJPY.par" file but Zorro does not store the file with currency pair at the end. You can manually rename the par file and then zorro opens the file and tests the strategy. But now, there are some errors. Seems to try to test in another currency pair AUD/CHF Quote miBergantin1 compiling........... Read miBergantin1_CHFJPY.par Test: miBergantin1 CHF/JPY 2015..2020 Assets AssetsDarwinexFMB Error 015: trade [AUD/CHF::L98850] bad exit price 0.0000 Loss -37.35$ MI -0.61$ DD 37.35$ Capital 35.69$ Trades 249 Win 0.0% Avg -1.5p Bars 1 AR -21% PF 0.00 SR 0.00 UI 0% R2 0.98 The par file content is: Quote CHF/JPY 6.01 2.88=> 1.448 And the AssetList includes CHF/JPY pair Quote Name Price Spread RollLong RollShort PIP PIPCost MarginCost Leverage LotAmount Commission Symbol CHF/JPY 122.07 0.00024 -4.7 -1 0.01 10 0 100 1000 0.5 CHF/JPY Can be a bug or am I doing anything wrong? Thank you

Re: Optimizing strange behaviour [Re: tomaslolo] #484530 11/08/21 17:53 11/08/21 17:53
Joined: Feb 2018 Posts: 68 T tomaslolo OP Junior Member
tomaslolo OP Junior Member T Joined: Feb 2018 Posts: 68	I tried also with Zorro S 2.30.7 and same behaviour Quote miBergantin1 compiling........... Read miBergantin1_CHFJPY.par Test: miBergantin1 CHF/JPY 2015..2020 Assets AssetsDarwinexFMB Error 015: trade [CAD/JPY::L98850] bad exit price 0.0000 Loss -52.29$ MI -0.86$ DD 52.29$ Capital 951$ Trades 249 Win 0.0% Avg -0.0p Bars 1 AR -1% PF 0.00 SR 0.00 UI 0% R2 0.98

Re: Optimizing strange behaviour [Re: tomaslolo] #484531 11/08/21 19:16 11/08/21 19:16
Joined: Feb 2017 Posts: 1,725 Chicago AndrewAMD Serious User
AndrewAMD Serious User Joined: Feb 2017 Posts: 1,725 Chicago	Post your script. www.vitaltrades.com - andrew@vitaltrades.com

Re: Optimizing strange behaviour [Re: tomaslolo] #484533 11/09/21 00:03 11/09/21 00:03
Joined: Feb 2018 Posts: 68 T tomaslolo OP Junior Member
tomaslolo OP Junior Member T Joined: Feb 2018 Posts: 68	Attached strategy, .par file and assetlist. thank you Attached Files miBar.zip (53 downloads)

Re: Optimizing strange behaviour [Re: tomaslolo] #484534 11/09/21 07:04 11/09/21 07:04
Joined: Aug 2017 Posts: 294 Netherlands G Grant Member
Grant Member G Joined: Aug 2017 Posts: 294 Netherlands	The only asset you've defined in your script is the "CHF/JPY", so you need to select that one first in your drop down list.

Re: Optimizing strange behaviour [Re: tomaslolo] #484543 11/10/21 18:51 11/10/21 18:51
Joined: Feb 2018 Posts: 68 T tomaslolo OP Junior Member
tomaslolo OP Junior Member T Joined: Feb 2018 Posts: 68	Thank you both. optimize has to be placed after "asset" call. Code assetList("AssetsDarwinexFMB"); asset("CHF/JPY"); // GBP/USD Stop=optimize(3,1,10,1)ATR(20); // 6.01 TakeProfit=optimize(3,1,10,1)ATR(20); // 2.88 This way works fine.

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