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Optimization Problems
Posted: Fri Feb 19, 2016 4:10 pm
by HarriMiles
I'm having inconsistencies with my optimization results. If I input the parameters from one of the optimization sets, the result I get is different to the one produced by the optimization. However, this only happens with some of the optimization sets. Is there a fix for this?
Re: Optimization Problems
Posted: Fri Feb 19, 2016 11:35 pm
by tickstory
Hi HarriMiles,
The only reason we know of that could cause this is the 4GB FXT limitation that the Strategy Tester has. Make sure your FXT are under this size by breaking your back-tests up into smaller periods such as 1 year. Some other threads which may help are:
http://tickstory.com/forum/viewtopic.php?f=4&t=950
http://tickstory.com/forum/viewtopic.php?f=2&t=967
Hope this helps.
Re: Optimization Problems
Posted: Mon Feb 22, 2016 8:20 pm
by HarriMiles
I have found that I only get inconsistencies with sets that don't trade on a day of the week (eg. Mondays, Tuesday). I was optimizing the days that the EA should trade on along with other factors. I discovered that if a set from the optimization traded on all days of the week it would produce the same results when inputted the parameters. But when I tested a set that didn't trade on a day of a week it produced different results from the optimization when I inputted the parameters. This is most likely a problem with the EA's code not Tickstory. So problem solved I guess.
Re: Optimization Problems
Posted: Mon Feb 22, 2016 11:27 pm
by tickstory
Hi HarriMiles,
Appreciate you letting us know. It's always a bit tricky to identify what is causing the differences with the EA which is why it's always good to start with a basic EA to ensure your setup is correct. After that, narrow down your optimization variables to so you don't have too many result sets to perform analysis over.
Regards.