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Optimization Issues #484700
12/03/21 23:19
12/03/21 23:19
Joined: Dec 2021
Posts: 13
S
Sage Offline OP
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Sage  Offline OP
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Posts: 13
Okay so I am trying to optimize but keep getting same result for each parameter except the best optimal result. How can I go about it?
Check below for screenshots. Here lies the code:



function run()
{
set(LOGFILE);
StartDate = 20160101;
EndDate = 20210101;
BarPeriod = 240;
LookBack = 200;
MaxLong = 1;
MaxShort = 1;

set(PARAMETERS);
vars Close = series(priceClose());
vars Prices = series(price());
var ma_period = optimize(50,10,200,10);

BBands(Prices,50,2,2,MAType_SMA);
vars upperBand = series(rRealUpperBand);
vars lowerBand = series(rRealLowerBand);


if (crossOver(Close, upperBand)) enterLong();
else if (crossUnder(Close, lowerBand)) enterShort();


PlotWidth = 1000;
PlotHeight1 = 300;


}

Attached Files Opt01.PNGOPT02.PNG
Re: Optimization Issues [Re: Sage] #484701
12/04/21 00:22
12/04/21 00:22
Joined: Aug 2017
Posts: 294
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G
Grant Offline
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Grant  Offline
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Posts: 294
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The ma_period variable isn't used in the trade rule.

Re: Optimization Issues [Re: Grant] #484702
12/04/21 06:24
12/04/21 06:24
Joined: Dec 2021
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Sage Offline OP
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Sage  Offline OP
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Yes that is true the ma_period variable isnt used in the trade rule, I get it now why it was not optimized.
But in reality, the ma_period affects the bands of the bollinger thereby affecting the entry and exit signals.

How can I include the ma_period variable in optimization yet excluded from the trade rules?

Re: Optimization Issues [Re: Sage] #484703
12/04/21 09:14
12/04/21 09:14
Joined: Aug 2021
Posts: 101
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MegaTanker Offline
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I'm not sure what you are trying to do. If you pass the ma_period to the BBands function, it will be optimized. But why would you want to exclude it from the trade rules?

Re: Optimization Issues [Re: MegaTanker] #484704
12/04/21 13:32
12/04/21 13:32
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Sage Offline OP
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Sage  Offline OP
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It was excluded from the trading rules because I want a bollinger system that enters on a breakout and exit and also reverse position on the breakout to the other side

Re: Optimization Issues [Re: Sage] #484705
12/04/21 14:22
12/04/21 14:22
Joined: Aug 2017
Posts: 294
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Grant Offline
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Grant  Offline
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Joined: Aug 2017
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Your code makes no logical sense to me. You optimize the ma_period for no reason and your rRealUpperBand & rRealLowerBand variables have default values.

Last edited by Grant; 12/04/21 14:26.
Re: Optimization Issues [Re: Sage] #484706
12/04/21 14:30
12/04/21 14:30
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Sage Offline OP
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Sage  Offline OP
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I dont want the upperband and lowerband optimized. Help or not?

Re: Optimization Issues [Re: Sage] #484707
12/04/21 16:47
12/04/21 16:47
Joined: Aug 2017
Posts: 294
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Grant Offline
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Grant  Offline
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Fair enough, but that's the reason why you get the same results

Re: Optimization Issues [Re: Sage] #484710
12/04/21 20:13
12/04/21 20:13
Joined: Dec 2021
Posts: 13
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Sage Offline OP
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Sage  Offline OP
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Okay I will optimize the bands and feed you back

Re: Optimization Issues [Re: Sage] #484731
12/07/21 01:10
12/07/21 01:10
Joined: Dec 2021
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Sage Offline OP
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I included the bands in the optimization and the issue was solved. Thanks


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