This is a tick by tick mode “problem”.  Even with variables set to fixed values the tick by tick mode does not activate.

I thought clicking on each line of the optimisation report was supposed to activate tick by tick mode.  It seems not.  Can anyone advise how to get reliable test results?

Thanks

Mike

Yes.  I realise that Optimisation does not use tick by tick, although I have ticked that option.  I thought that clicking on the apparently optimal set of variables would “drill down” into a tick by tick test.

Thanks

I’ll quadruple check my settings and then assuming I’ve not been a total twat I’ll post the code.  Yes – thought I was losing it 🙂 All problems solved on Saturday and all back today! Great!

Thanks for taking the time to reply on Sunday.

Code to follow

£130 was top of the opti list.  When I click that line it shows £130 on the Detailed Report and on the Equity Curve.  This is consistent for any line I select.

When I replace the variables in the code with the absolute values of the optimised test I get 18k.  This is with tick by tick selected.  When I de-select tick by tick witht the absolute values hard coded I get…..yep £130

This is where I concluded that it was a tick by tick problem…

Still quadruple checking the setup 🙂

This is the Hard Coded version with the variables as absolutes. Gets £18k

//DM system code
//--------------

//Parameters

DEFPARAM CumulateOrders = True

//Variables

DIThreshold1 = 26
DIThreshold2 = 7
//ATRMultiple =ATRM
//ADXLevel = ADXL
ADXDays = 11
DIDays = 4
TradeSize = 10//(Risk/(AverageTrueRange[DIDays][1]*ATRMultiple))
//Risk = 1000

//Conditions

ADXDownTurn = ADX[ADXDays][1] > DIPlus[DIDays][1] and ADX[ADXDays][1] > DIMinus[DIDays][1] and ADX[ADXDays][1] > ADX[ADXDays][2] and ADX[ADXDays][1] > ADX[ADXDays]

EnterLongonX = (DIplus[DIDays][1] crosses over DIminus[DIDays][1] and close > close[1] and DIplus[DIDays](close) > DIThreshold1)
EnterLongonCH = (DIplus[DIDays][1] > DIPlus[DIDays][2] and DIplus[DIDays][1] > DIplus[DIDays](close) and DIplus[DIDays](close) > DIThreshold2) and (ADX[ADXDays] > DIPlus[DIDays] or ADX[ADXDays] > DIMinus[DIDays])
//and ADX[ADXDays] > ADXLevel)

EnterShortonX = (DIminus[DIDays][1] crosses over DIplus[DIDays][1] and close < close[1] and DIminus[DIDays](close) > DIThreshold1)
EnterShortonCH = (DIminus[DIDays][1] > DIminus[DIDays][2]) and (DIminus[DIDays][1] > DIminus[DIDays](close) and DIminus[DIDays](close) > DIThreshold2) and (ADX[ADXDays] > DIPlus[DIDays] or ADX[ADXDays] > DIMinus[DIDays])
//and ADX[ADXDays] > ADXLevel)

//Instructions
IF EnterLongonX or EnterLongonCH then
BUY TradeSize PERPOINT AT MARKET
ENDIF

IF EnterShortonX or EnterShortonCH then
sellshort TradeSize PERPOINT AT MARKET
ENDIF

//IF EnterLongonCH then
//BUY TradeSize PERPOINT AT MARKET
//ENDIF

//IF EnterShortonCH then
//sellshort TradeSize PERPOINT AT MARKET
//ENDIF

IF ADXDownTurn or EnterShortonX THEN
SELL AT MARKET
ENDIF

IF ADXDownTurn or EnterLongonX THEN
EXITSHORT AT MARKET
ENDIF

// Stops and targets
SET STOP pTRAILING 40 // AverageTrueRange[DIDays][1]*ATRMultiple

//Alternative ADX Downturn calculations
//These replace each other for testing
//Testing on a Daily timescale over 3 years (10/16-09/19) produced a marginal gain for the simpler system

//ADXDownTurn = ADX[ADXDays][1] > DIPlus[DIDays][1] and ADX[ADXDays][1] > DIMinus[DIDays][1] and ADX[ADXDays][1] > ADX[ADXDays][2] and ADX[ADXDays][1] > ADX[ADXDays]
//ADXDownTurn = ADX[ADXDays][1] > DIPlus[DIDays][1] and ADX[ADXDays][1] > DIMinus[DIDays][1] and ADX[ADXDays][2] > ADX[ADXDays][3] and ADX[ADXDays][2] > ADX[ADXDays][4] and ADX[ADXDays][2] > ADX[ADXDays][1] and ADX[ADXDays][2] > ADX[ADXDays]

//Peaks (I cannot yet code this)
//if DIMinus[DiDays][1] > DIMinus[DiDays][2] and DIMinus[DiDays][1] > DIMinus[DiDays] then
//DMP = DIMinus[DIDays]

Here’s the one with the variable