0.00 in optimize report
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Weird issue today. I am back testing a strategy on the DJI daily on demo. When I use a position size of 1 all is OK but if I use a position size of 0.5 the ‘Optimize Report’ window shows values of 0.00. The back test optimization has run OK and if I click on any return it shows me the correct equity curve etc but the ‘Optimize Report’ window just does not show the results. Change the position size to 1 and the window is filled out correctly.
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I have now added a variable position size to the strategy and I notice that I get different results in the ‘Optimize Report’ window to the results in the ‘Detailed Report’ window. The tick mode is showing zero and it is not a strategy that uses tick by tick data anyway so that is not the issue. If I fix the position size to 1 then the results in each window are the same.
This is making back testing impossible to do with any thing but a position size of 1.
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This issue is still occurring. A different strategy today and I am getting different results in the ‘Optimize Report’ window to the actual results of the strategy. I have a variable x which is multiplying position size and the results are identical with a multiple of 1 to 1.9 and from 2 to 2.9 so it seems that the ‘Optimize Window’ is not displaying the results with decimal position in the position sizing and defaulting to displaying the results of whole number position sizing only.
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Summary
This topic contains 10 replies,
has 3 voices, and was last updated by 
7 years, 6 months ago.
Topic Details
| Forum: | Platform Support: Charts, Data & Broker Setup |
| Language: | English |
| Started: | 07/21/2018 |
| Status: | Active |
| Attachments: | 3 files |
