Individual results for each Symbol in Optimizer
Author: Dan2
Creation Date: 12/21/2011 1:57 PM
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Dan2

#1

12/21/2011 1:57 PM

Eugene,
When I run a Multi-Symbol optimization, how can I get the individual results for each Symbol, in the Optimizer code?
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Eugene

#2

12/21/2011 2:33 PM

Have you already looked at the Optimizer API document mentioned in your previous thread? Check out "Examining the Results of an Optimization Run".
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Eugene

#3

12/21/2011 2:54 PM

P.S. The results for the current symbol in RP mode (or portfolio - for a Port.Sim optimization) are provided. There's no means in the API to obtain the results for each symbol. However, you can add the individual results to a collection as they appear and get them on demand.
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Dan2

#4

12/22/2011 5:39 AM

Sorry Eugene, but where do these individual results appear?
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Eugene

#5

12/22/2011 5:57 AM

"Appear" = become available to your custom Optimizer class after each optimization run.
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