Limited Number of iterations displayed – Optimization

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  • 05/17/2020 at 1:19 PM #131959 quote
    BobFlynn
    Participant
    Senior

    Hello guys,

    I hope you are all doing well. I just noticed that when I optimize my codes, only 100 results are displayed. I tried to drag and drop on Excel, but im still limited to 100results. ProRealTime launcher is installed on my computer, so Im not running a portable/java version.

    Is there a way to access or extract the optimization report ? I’m running more than 10k iteration with very different parameters and entries, and it’s a pity that I can’t review all.

    Maybe I’m missing something ?

    Thanks in advance,

    05/17/2020 at 1:56 PM #131967 quote
    GraHal
    Participant
    Master

    PRT has a limit of 100 rows of results during backtest optimisation.

    Only way you could get more is to capture while the opti is underway and before the opti reaches it’s final 100 results.  Daft idea. but I’ve often thought of trying it!! 🙂

    05/17/2020 at 2:17 PM #131968 quote
    BobFlynn
    Participant
    Senior

    That would require watching the whole optim process, and a very good sense of timing ! Haha 🙂 Thank you for answer, Maybe it will be different in PRT11 ?

    05/17/2020 at 7:05 PM #132018 quote
    GraHal
    Participant
    Master
    BobFlynn wrote:

    Maybe it will be different in PRT11 ?

    It’s no different … still 100 rows in v11!

    05/18/2020 at 7:52 AM #132062 quote
    Vonasi
    Moderator
    Master

    The only way is to break your optimization runs down into chunks of 100 tests. Run tests 1 to 100 and extract to Excel then run tests 101 to 200 and extract to Excel and so on and so on.

    It is another reason why I like to have strategies as simple as possible with as few variables as possible and with as small a working ranges as possible!

    You still only get 100 rows in v11 but you do at least get 2D and 3D charts that allow you to see all the data plotted without having to resort to Excel.

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Limited Number of iterations displayed – Optimization


ProOrder: Automated Strategies & Backtesting

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BobFlynn @bobflynn Participant
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This topic contains 4 replies,
has 3 voices, and was last updated by Vonasi
5 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/17/2020
Status: Active
Attachments: No files
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