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Optimizing Parameters

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    Optimizing Parameters

    Is there an obvious reason why I can't give a range of values for a parameter to be optimized over?

    The example is I've implemented a switch as both a bool and an int to try this; either way in the optimize setup it only accepts a single value for the parameter rather than the typical ';' delimited three values.

    Thanks!
    Carl

    #2
    Not sure I follow. To optimize a strategy on the strategy analyzer: Right lick on instrument in the strategy analyzer-> Optimize (NOT backtest) which will give you the option to enter min/max value of your optimization range. This works for numeric parameters only (not booleans).

    Comment


      #3
      Originally I was using booleans. The interface made it pretty clear though that optimize wouldn't work on booleans, so I tried this.

      Change the boolean to an int, and have 0 be false and > 0 be true. My confusion is that after changing the bools to ints, when I go to optimize for the strategy all the parameters like period that were originally ints allow me to type in the range format (5;35;5 etc) but the two values I converted from bool to int only let me type in a single value, not a range. If I do try and type in a range it throws an error. Obviously my goal was to optimize over 0;1;1 and have that essentially optimize over a "boolean" value.

      Does that make sense?

      Thanks

      Comment


        #4
        Not sure what happened. I suggest recoding this particular property as double or worst case re-create the strategy through the wizard with correct property types.

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