Help with optimazation of code and we need a snippet on all things optimazation

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  • 09/19/2024 at 11:24 PM #237850 quote
    Vicke1990
    Participant
    New

    Hi,

    I’m pulling my hair over the fact that I can’t figure out how you optimize some variables, more specifically the so called “indicator” variables written in green. I’ve look at youtube videos, Googled, searched this forum, without making any headway.

    I want to optimize a code that looks something like this:

    hv=HistoricVolatility[VolatilityPeriod](close)
hv2=HistoricVolatility[VolatilityPeriod](typicalprice)
st=linearregression[ROUND(Regression1Period*hv)](close)
lr=linearregression[ROUND(Regression1Period*Regression2Period*hv2)](typicalprice)

    Is there somewhere where all info about optimization is located? If not, can we add info to a snippet or update the manuals please?

    09/20/2024 at 9:22 AM #237860 quote
    GraHal
    Participant
    Master

    You know about and and can enter values for VolatilityPeriod, Regression1Period and Regression2Period in the ‘Definition of Variables’ window?

    So are you able to say which part of optimisation does not work for you?

    It’s easier if we take it 1 step at a time on an itterative basis.

    Anybody else feel free to jump in at any stage … makes discussions more interesting and helps the OP get sorted quicker.

    09/20/2024 at 9:30 AM #237861 quote
    Iván González
    Moderator
    Master

    what you have in green is the function, and the parameters inside are the ones you can optimise.
    To do this you have to create variables with the same name in the optimisation window.
    Here is an example (see screenshot)

    GraHal thanked this post
    2024-09-20_10-29.png 2024-09-20_10-29.png
    09/23/2024 at 6:58 AM #237929 quote
    Vicke1990
    Participant
    New

    Awesome guys,

    Thank you so much! Works like a charm!

    Would be great though, if the instructions and/or there would be an  updated video or something on how to use the optimizer with all the different types of variables there is. I think i’m not the only one who struggles with it from time to time.

    Again, thank you so much for all your help!

    GraHal thanked this post
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Help with optimazation of code and we need a snippet on all things optimazation


ProOrder: Automated Strategies & Backtesting

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Vicke1990 @vicke1990 Participant
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This topic contains 3 replies,
has 3 voices, and was last updated by Vicke1990
1 year, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 09/19/2024
Status: Active
Attachments: 1 files
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