Optimiser – Positions of Variables affects Result!

GraHal · 2022-06-03T10:23:38+00:00

Yep more weirdness! I don’t want this to turn into an all day event (again) so apologes if below is lacking in detail. I have this in my code … EntryL = Close > Average[A21,B21](close) EntryS = Close < Average[A22,B22](close) I had A21, B21 and A22 and B22 in that order in the optimiser (attached Image 1) … Result – good. 2. I deleted (by accident) A21 and added it back in at the bottom (attached image 2 ) Result – none /zero / flat line!! 3. I got my Algo going again by redoing the order (as in 1. above) and finished off what I was doing. 4. To double check, I then deleted A21 again and added it back in at the bottom (attached image 2 ) … Result -none /zero / flat line!! Beware there are some weird happenings in use of the optimiser this week!!

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06/16/2022 at 12:34 PM #195413 quote

Nicolas
Keymaster

Legend

If you optimize on lowest drawdown, the optimizer will keep the lowest results on that criteria, no matter what the profit is.

During the optimization, the list is populated, but it is sorts on the first column which is “Gain”, so I assume it can lead to confusion on what the optimizer is doing with the chosen criteria.

PeterSt thanked this post

06/16/2022 at 12:42 PM #195418 quote

PeterSt
Participant

Master

phoentzs wrote:

It seems to work as it says… but an expert explanation would still be good. 😉

But what do I see of it then ? I see zero difference whatever I choose in that (Editor) form.
And sorting on the DD column, yes, I can do that too. Again that Editor choice does not make a difference that I can find.

06/16/2022 at 3:46 PM #195436 quote

phoentzs
Participant

Master

Mmh, if I optimize for minimum drawdown, then it sorts/optimizes the values for minimum drawdown… but… from that also the maximum profit. In other words, the maximum profit that can be achieved with the minimum risk. My explanation as a layman.

06/16/2022 at 3:49 PM #195437 quote

PeterSt
Participant

Master

But can you show that ?
(please 😉 )

Edit : I only wished that it works like that, but over here it is not (or I don’t know how to look at it). So I now do this “manually” – or better : visually, looking in the DD column for the lowest with the highst profit next to it.

06/20/2022 at 9:51 AM #195611 quote

GraHal
Participant

Master

Back on Topic again 🙂 … I just got caught by ‘Position of Variables’ bug (POV bug) again!

The ‘POV bug’ is so non-intuitive that I could not understand why my overall profit fell by > 1,000 points after deleting a variable and later adding it back in again at the bottom.

Lost another > 15 mins of my life before I remembered!! 🙁
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