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    Optimizer

    Hello,

    Today I tried the optimizer and it works great except for one thing...I'm running the Strategy Analyzer for 100 instruments (with optimizer) and I do not see the cumulative results per variation of my parameters. Am I doing something wrong? How can I compare the different options if I need to analyze all the trades manually? The cumulative result appears if I use the Strategy Analyzer only with no optimizer.

    Thanks.
    Tex

    #2
    Hello Tex,

    You can use the Optimizer-tab to view results per each parameter set, see screenshot.
    Attached Files

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      #3
      I know, but I have 100 instruments. I would like to have the cumulative per paramater...I ended up building a spreadsheet. Even if it is a pain...I can't see a better solution.

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        #4
        I see, unfortunately this is not supported. You can sort all results using the Parameter column, so the same parameters are grouped together. That way you can manually calculate the cumulative PnL for a parameter set. I understand this is not ideal when optimizing 100 instruments, but I do not see another way.

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          #5
          Yep, I agree. Maybe a better reporting feature in the next release?

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            #6
            I will forward your suggestion to support this in a future release to development. Thank you for your feedback.

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              #7
              The suggestion has been added to the list and is assigned to ID# 1977.

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