The optimizer results show all results as 0 / 0% for Gain

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  • 01/11/2019 at 12:37 AM #88348 quote
    buffster76
    Participant
    Average

    Hi @nicolas, I’ve been having problems with the optimizer in PRT for the last 2-3weeks. The results show all results as 0 / 0% for Gain etc. It’s not my code because the problem occurs with even a simple test code (e.g. 2MA) – see screenshot below

    Is anyone else having this problem? I’ve submitted a help request to PRT and IG and waiting for a response but it’s taking them a long time… so I thought I’d check with you in case it’s a known issue?

    Maybe I need to roll back to an older version of Java?

    any help would be appreciated, thanks !

    OptimzerZeroResults.jpg OptimzerZeroResults.jpg
    01/11/2019 at 8:53 AM #88367 quote
    Nicolas
    Keymaster
    Master

    I moved your post to a new topic.

    Could you post a picture of your variables optimization window?

    What happen if you replace the “yyy” with a real number and without optimizing (as a normal backtest)?

    buffster76 thanked this post
    01/11/2019 at 10:03 AM #88370 quote
    Vonasi
    Moderator
    Master

    I was having the same problem a while back and seem to recall that I worked out that the problem was due to position sizing with decimal places. If a position size of 1 is used then results were displayed correctly but a position size with any decimals resulted in the zero results optimization window, I think I sent a report!

    Nicolas and buffster76 thanked this post
    01/11/2019 at 10:07 AM #88371 quote
    Vonasi
    Moderator
    Master

    Here is my post with the same problem:

    Optimize window results showing zero

    01/11/2019 at 1:03 PM #88390 quote
    buffster76
    Participant
    Average

    Problem solved !! thanks @Vonasi

    I changed position size from 0.1 to 1 and it all works fine again.

    On a related note, I’m live-trading with small sizes and I can’t set Max size to be <1 which is a bit worrying, so I will raise this with IG and PRT support

    thanks to you both – Nicolas and Vonasi – for your help!

    01/11/2019 at 3:49 PM #88406 quote
    Vonasi
    Moderator
    Master

    It would be nice if PRT could fix this bug as it would be good to be able to optimize strategies with variable position sizing using decimal places. Being able to adjust position size based on perceived or calculated risk is a handy tool to be able to use but we can’t do this at the moment due to this bug.

    01/14/2019 at 2:26 PM #88570 quote
    Nicolas
    Keymaster
    Master

    I made a technical report referring to this topic.

    Vonasi thanked this post
    03/18/2019 at 10:13 AM #93931 quote
    Nicolas
    Keymaster
    Master

    FYI, this issue has been fixed and deployed in the current version.

    Vonasi thanked this post
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The optimizer results show all results as 0 / 0% for Gain


ProOrder: Automated Strategies & Backtesting

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buffster76 @buffster76 Participant
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This topic contains 7 replies,
has 3 voices, and was last updated by Nicolas
6 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/11/2019
Status: Active
Attachments: 1 files
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