In all posts after post #5 I was referring to the screencaps posted in post #5.
Please rewatch http://screencast.com/t/9c8rCvSB7E, you'll see that from 0:50 onwards, the basket testing is over and I have moved on to single instrument testing outlined in points 2. and 3. above. The area of interest as I said in my last post was from 1:05-1:25. Here you'll see me run the same optimization on a single instrument, and on the very last run, you'll see the results change. This happens at roughly 1:22.
You are right that they don't change each time the optimization is run, but they do every few runs, and I find that this is more likely to happen with more complex strategies.
The second video/screencap is irrelevant to this single instrument problem. The purpose of the second video was only to show that without the secondary series, everything works fine in the case of the basket optimization.
Both videos appear to show optimizations with an instrument list selected. Neither video shows a single instrument being tested. In post #9 you mention the behavior happens with a single instrument.
In my first video, you'll see me perform a:
1. Basket optimization on DOW 30 - note the results/primary instrument issue.
2. Regular optimization on GS - I repeat this a few times so you can see the instability (see the top result drop from $15.75 to $10.25 with AVariable = 5), though at least it adds the correct primary instrument.
3. Regular backtest on GS - this works fine, with AVariable = 5 we should get $15.75.
1. Basket optimization on DOW 30 - note the results/primary instrument issue.
2. Regular optimization on GS - I repeat this a few times so you can see the instability (see the top result drop from $15.75 to $10.25 with AVariable = 5), though at least it adds the correct primary instrument.
3. Regular backtest on GS - this works fine, with AVariable = 5 we should get $15.75.
You are right that they don't change each time the optimization is run, but they do every few runs, and I find that this is more likely to happen with more complex strategies.
The second video/screencap is irrelevant to this single instrument problem. The purpose of the second video was only to show that without the secondary series, everything works fine in the case of the basket optimization.
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