Optimisation fail

• 04/02/2018 at 10:17 PM #66960
  irioton

  Hi all ! I’ve got some difficulties with the plateforme, I want to optimise 2 variables (“m” and “d” in the picture), from 1 to 100,  the others are fixed.

  “d” is tested, but “m” stays to 1. Did someone have that before ?

  

  irioton

  Participant

  Topics: 4

  Replies: 51

  Been thanked: 8 times
  04/02/2018 at 10:55 PM #66964
  Vonasi

  Normally it is because you have the value still fixed somewhere in your code so that it has no effect on the results. Either that or it is not used in the code at all.

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  04/02/2018 at 11:16 PM #66965
  irioton

  here is the code, both variables are used :

  //trailing stop function trailingstart = d //trailing will start @trailinstart points profit clow = (lowest[m](low))-tradeprice chigh= tradeprice-(highest[m](high)) //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+1 else SET STOP ptrailing 83 ENDIF //next moves IF newSL>0 AND clow>trailingstart then newSL = newSL+clow*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-1 else SET STOP ptrailing 83 ENDIF //next moves IF newSL>0 AND chigh>trailingstart then newSL = newSL-chigh*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43

  //trailing stop function trailingstart = d //trailing will start @trailinstart points profit   clow = (lowest[m](low))-tradeprice chigh= tradeprice-(highest[m](high))   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart*pipsize THEN newSL = tradeprice(1)+1 else SET STOP ptrailing 83 ENDIF //next moves IF newSL>0 AND clow>trailingstart then newSL = newSL+clow*pipsize ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart*pipsize THEN newSL = tradeprice(1)-1 else SET STOP ptrailing 83 ENDIF //next moves IF newSL>0 AND chigh>trailingstart then newSL = newSL-chigh*pipsize ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

   

  

  irioton

  Participant

  Topics: 4

  Replies: 51

  Been thanked: 8 times
  04/03/2018 at 9:29 AM #67002
  GraHal

  Might sound daft but it can mean that ‘m’ at value 1 gives the highest gain?  Make m value fixed at 5 and see if gain reduces in the optimiser results?

  What is your range of values for m?

  PS / Edit~
  You may need a range with a much higher max value for d and m to get a optimised value other than 1 for m ??

   

  

  GraHal

  Participant

  Topics: 203

  Replies: 8389

  Been thanked: 2035 times
  04/03/2018 at 9:49 AM #67003
  Nicolas

  You should not multiply clow and chigh by pipsize at lines 21 and 35. Please try without.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4738 times
  04/03/2018 at 11:27 AM #67017
  irioton

  @GraHal : “d” and “m” are both tested from 1 to 100 with a step of 1

  
  @Nicolas : I did what you suggested, it doesn’t change the result, I still got an error message, but now it comes before the end of optimisation…

  

  irioton

  Participant

  Topics: 4

  Replies: 51

  Been thanked: 8 times
  04/03/2018 at 11:30 AM #67018
  irioton

  I sent a message to prt, they said they’re going to look into it…

  

  irioton

  Participant

  Topics: 4

  Replies: 51

  Been thanked: 8 times
  04/03/2018 at 12:12 PM #67023
  Nicolas

  What ‘error message’ !?

  Are you sure your ‘m’ variable is not set to a fixed value into the variables optimizations window?

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4738 times
  04/03/2018 at 1:00 PM #67025
  GraHal

  If you put your full code on here then I will try it the optimiser for you?

  It is probably finger trouble / something daft that we have all done before also so we may spot it in your set up where we couldn’t see it when we made the same error!!! 🙂 🙂

  

  GraHal

  Participant

  Topics: 203

  Replies: 8389

  Been thanked: 2035 times
  04/03/2018 at 1:43 PM #67028
  irioton

  @Nicolas : yes i’m sure the values are not set to fixed. The error message just says there is an error, but not which one, that’s why I wrote to PRT.

  @GraHal : attached is the code untouched, yes could you optimise it for me please ?

  I would be glad if the error was mine, maybe you can find what’s wrong by testing it yourself.

  This is Dax 1 min.

  

  irioton

  Participant

  Topics: 4

  Replies: 51

  Been thanked: 8 times
  04/03/2018 at 4:40 PM #67041
  GraHal

  GraHal wrote:

  Might sound daft but it can mean that ‘m’ at value 1 gives the highest gain?

  Apologies for delay, had to take my car for annual MOT! 🙂

  It’s what I said above.

  See attached for 10k bars and m is at different values
  See attached for 100k bars and m stays at vaue = 1
  See attached for 100k bars for m range 10 to 250 in step of 10 and m is at different values.

  Cheers
  GraHal

   

  1 user thanked author for this post.

  irioton

  

  GraHal

  Participant

  Topics: 203

  Replies: 8389

  Been thanked: 2035 times
  04/03/2018 at 11:52 PM #67081
  irioton

  Thank you so much ! So I was worrying for nothing…This made me think about several things :

  • I can’t see the other possibilities in the report windows when I do the tests, is that normal ?
  • DO you have an error message too ?
  • my trailing highs/lows snippet doesn’t work, I have to work on it :s

  

  irioton

  Participant

  Topics: 4

  Replies: 51

  Been thanked: 8 times
  04/04/2018 at 10:07 AM #67111
  GraHal

  irioton wrote:

  I can’t see the other possibilities in the report windows when I do the tests, is that normal ?
  Yes I think we only see 100 results.

  DO you have an error message too ?
  No I got no error message but I didnt leave it running until it finished.

  My trailing highs/lows snippet doesn’t work, I have to work on it :s
  I agree.

  Rem out Nics stop and substitute a normal pstop and ptrailing to get a quick idea what values would work … I did and it was like 240 and 130 …  and even then overall gain was very low, but maybe I didn’t leave it running until optimiser completed?

  Just an idea I use sometimes
  GraHal

   

  

  GraHal

  Participant

  Topics: 203

  Replies: 8389

  Been thanked: 2035 times
• Author
  Posts