variable optimization (a possible bug )

Viewing 1 post (of 1 total)
  • Author
    Posts
  • #89007 quote
    aland
    Participant
    Average

    This may be old news to you, but yesterday I realized that the variable optimization tool is working differently than I would expect, maybe a bug (or feature…)

    When I  hardcode the Limit, StopLoss and Breakeven parameters it calculates the Stakesize as a Float in the Detailed report

    When I use the optimization tool it uses an Integer instead for the Stakesize (so instead of 5.36 it would use 5)

    This is odd as the hardcoded numbers are not directly related to the stakesize…

    Let me know if you need more data, would be glad to try and help PRT after you guys helped me so much…

    This is the code that I use to calculate the StackSize

    StakeSize = MaxAllowedLoss/(MyBuyprice-MySellprice)

    and the hardcoded/optimized lines are

    ONCE StopLimit = sl
    breakeven =be
    PointsToKeep = pts
Viewing 1 post (of 1 total)
  • You must be logged in to reply to this topic.

variable optimization (a possible bug )


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
aland @aland Participant
Summary

This topic contains 1 voice and has 0 replies.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/18/2019
Status: Active
Attachments: No files
Logo Logo
Loading...