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

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

  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 !

  

  buffster76

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  01/11/2019 at 8:53 AM #88367
  Nicolas

  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)?

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  buffster76

  

  Nicolas

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  01/11/2019 at 10:03 AM #88370
  Vonasi

  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!

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  Vonasi

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  01/11/2019 at 10:07 AM #88371
  Vonasi

  Here is my post with the same problem:

  https://www.prorealcode.com/topic/optimize-window-results-showing-zero/#post-85873

  

  Vonasi

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

  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!

  

  buffster76

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

  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.

  

  Vonasi

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

  I made a technical report referring to this topic.

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  Vonasi

  

  Nicolas

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  03/18/2019 at 10:13 AM #93931
  Nicolas

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

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  Vonasi

  

  Nicolas

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