Hi, I noticed that records disappear during optimization. I try to explain better: optimization begins, the first records sorted by gain show me for example 10k, 11k, 12k, after a while the record of 12k disappears, then 11k and at the end of optimization I find that the best result is 10k.
It’s very strange. Has anyone noticed this behavior?
Is still running optimization.
Here 2 screenshot that show the problem.
Before and after.
As you can see also 72117.90 record missing in “after” capture.
the record of 12k disappears, then 11k and at the end of optimization I find that the best result is 10k.
We are limited to seeing only 100 results, but these should be the top 100 and so I cant see how 12K and 11K should dissappear and leave 10K … unless you are sorting by % wins or number of trades (instead of Gain)?
Hi GraHal,
please take a look my second post.
Optimization is still running and added another best gain, worst than the first one. I’m waiting for the final result.
As you can see also 72117.90 record missing in “after” capture.
Only thing I can think of is the ‘display algorithm’ cuts out results if there is another result within x% … that way we get to see more overall variation of results within the limit of 100 results?
Ironic if above is the case as it means PRT thought of user interests whereas in so many other functions the user seems to have been forgotten?
I guess though it depends on who developed any particular function how ‘user centred’ that function is? Shouldn’t be that way though.
I’d best finish there as I’m moaning and going off topic! 🙁
As you can see also 72117.90 record missing in “after” capture.
Only thing I can think of is the ‘display algorithm’ cuts out results if there is another result within x% … that way we get to see more overall variation of results within the limit of 100 results?
Ironic if above is the case as it means PRT thought of user interests whereas in so many other functions the user seems to have been forgotten?
I guess though it depends on who developed any particular function how ‘user centred’ that function is? Shouldn’t be that way though.
I’d best finish there as I’m moaning and going off topic! 🙁
In so many years of backtest it happened today and last Friday. I think there’s some problem in displaying the results. Let’s hope a moderator can help me. In any case, the last time I happened to save the screenshot at the end of the optimization I tried to enter the variable values of a missing record and the result is identical in terms of gain. I think there’s an hour left until the end of the back test (I have 2000000 bars): I’ll eventually post the final result.
Optimization made with PRT 10.3?
Can you share a simple algorithm in order to replicate on my side please?
Here it is. Please try with Dow jones, Timeframe 2 minutes, 200k bars.
Let me know, thank you
Only thing I can think of is the ‘display algorithm’ cuts out results if there is another result within x%
Above suggestion is not the case as I can recall seeing loads of results (in my backtests) listed one under the other and all showing the same value for Gain (due to differing variable values).
I concur with @IcaroFM findings, check …
- Image 1 during backtest … shows lots of results at 1808.8 and 1797.7 … as highest Gain result.
- Image 2 at end of backtest … shows only 1389.3 … as highest Gain result.
What is going on??
It’s the first time that it happened to me. But it’s the first time that I use an algo with multiframe function. I don’t know if the problem is linked to this new function.
It could be happening to others, but most folks will be setting their optimiser going and then do something else (not watch results coming in).
Let’s see if others read this and they check also and report back on here?
It could be happening to others, but most folks will be setting their optimiser going and then do something else (not watch results coming in).
Yes, I think so. Maybe this is a historical bug and no one has ever noticed. i would like a prize if it were so 😀
We wait for Nicolas’s checks
