Optimizaiton Restrictions by Variable
Optimizaiton Restrictions by Variable
07 Jun 2015, 11:06
Hi,
I need to be able to restrict Optimization Results based on variables I can set.
For example, when running an optimization I'm currently getting tons of great results with up to 99% Drawdown! Since you are only keeping charts for the Top 20, any really viable Optimization soon disappears and I'm left with choices which are not viable.
So I need something like "Reject any solutions where DD > X%
Other filters would be possible, but this is the most critical to me at the moment.
If I've missed something and this is already possible, please let me know. As it is, all the Optimization seems to care about is the Net Profit.
Best, Merlin
Replies
MerlinBrasil
02 Jul 2015, 21:34
RE:
Spotware said:
Dear Trader,
Indeed we store the details of the backtesting results for the best 20 passes only. However you can obtain the details of specific pass you would like to, by performing the following steps:
1) Click the Apply button on the specific pass. It will copy all pass settings to cBot instance and Backtesting tab.
2) Go to the Backtesting tab.
3) Click the Play button.
Backtesting will be performed based on the parameters of the pass. When backtesting is finished you will be able to analyse the results.
Regarding the drawdown filter we can recommend you to use a custom fitness function. More details can be found under the following link: http://help.spotware.com/calgo/cbots/optimization#optimization-criteria
Thanks!
Merlin
@MerlinBrasil
Spotware
10 Jun 2015, 11:19
Dear Trader,
Indeed we store the details of the backtesting results for the best 20 passes only. However you can obtain the details of specific pass you would like to, by performing the following steps:
1) Click the Apply button on the specific pass. It will copy all pass settings to cBot instance and Backtesting tab.
2) Go to the Backtesting tab.
3) Click the Play button.
Backtesting will be performed based on the parameters of the pass. When backtesting is finished you will be able to analyse the results.
Regarding the drawdown filter we can recommend you to use a custom fitness function. More details can be found under the following link: http://help.spotware.com/calgo/cbots/optimization#optimization-criteria
@Spotware