Optimiser – Positions of Variables affects Result!

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  • 06/16/2022 at 12:34 PM #195413 quote
    Nicolas
    Keymaster
    Master

    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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Optimiser – Positions of Variables affects Result!


Platform Support: Charts, Data & Broker Setup

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GraHal @investment_account Participant
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This topic contains 34 replies,
has 6 voices, and was last updated by GraHal
3 years, 8 months ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 06/03/2022
Status: Active
Attachments: 7 files
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