Optimization oddities with uneven numbers

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  • 03/08/2023 at 7:44 PM #211148 quote
    paisantrader
    Participant
    Senior

    I have noticed it for a while, but never got around to figuring out why or when it happens. Now I finally have.

    When you run an optimization let’s say between 1 and 1.2, the values it will use will be 1.0, 1.1 and finally 1.2.

    When you run an optimization between 1 and 1.3, the values it will use will be 1.0, 1.1, 1.2, 1.3 and then finally 1.4.

    So, it’s when the end value is an uneven decimal. Anyone else with this problem and why does it happen?

    Screenshot.png Screenshot.png
    03/09/2023 at 9:06 AM #211171 quote
    Nicolas
    Keymaster
    Master

    Good spot, I can replicate and I don’t think that’s intentional 🙂 I’m reporting it, thanks a lot for your post.

    03/09/2023 at 9:10 AM #211172 quote
    paisantrader
    Participant
    Senior
    Nicolas wrote:

    Good spot, I can replicate and I don’t think that’s intentional 🙂 I’m reporting it, thanks a lot for your post.

    Much appreciated. Thank you.

    03/10/2023 at 5:16 PM #211322 quote
    paisantrader
    Participant
    Senior

    A followup.

    It doesn’t seem to be only uneven numbers, it’s something else.

    Just did 0.2 – 0.8 with steps of 0.2. It finished at 1.0.

    Too make it more odd. If you do 0.2 – 0.6, it finishes at 0.6.

    GraHal thanked this post
    03/10/2023 at 5:41 PM #211324 quote
    phoentzs
    Participant
    Master

    I have observed this oddity for a long time, but never examined it closely. Something like this occurs especially at 0.0… steps.

    03/11/2023 at 11:28 AM #211362 quote
    PeterSt
    Participant
    Master

    Yes, I have seen it often too, but deemed it unimportant. If you ask me, I think it can just overshoot (one step). As far as I can recollect, indeed it happens with fractions only.

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Optimization oddities with uneven numbers


ProOrder: Automated Strategies & Backtesting

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This topic contains 5 replies,
has 4 voices, and was last updated by PeterSt
2 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/08/2023
Status: Active
Attachments: 1 files
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