1 Parameter Graph and 2 Parameter Graph Optimization Tabs

dankimel

#1

12/8/2010 9:57 AM

When I run recently downloaded Strategy scripts, eg RSI Scale out system {Rev.C], and click on Optimize, I see tabs which include 1 Parameter Graphs, and 2 Parameter Graphs. When I Optimize an original Strategy script, I don't get these tabs, but only Optimize Control, Results, and Errors.

How can I alter my original script so these tabs will appear?

Eugene

#2

12/8/2010 11:01 AM

Does your original strategy contain strategy parameters?

dankimel

#3

12/8/2010 4:55 PM

Yes, it contains four.

One more bit of information: the tabs including 1 and 2 Parameter Graphs appear when Optimize is clicked, but disappear when Begin Optimization is clicked.

Could the problem relate to the step size of the optimization?

Cone

#4

12/8/2010 5:06 PM

Do they all appear in the Optimization Control view?

dankimel

#5

12/8/2010 5:11 PM

Yes. Please note the addition to my previous comment.

Eugene

#6

12/9/2010 2:10 AM

What is the step of your optimization?

Also note if the Errors tab contains any error messages. There could be an issue in the code that breaks the process.

dankimel

#7

12/9/2010 11:18 AM

The step size is 0.1 for all four parameters.

Eugene

#8

12/9/2010 11:50 AM

And the second question?

dankimel

#9

12/9/2010 12:38 PM

I just ran it again and there were no error messages in the Errors tab.

Eugene

#10

12/9/2010 12:57 PM

What if you copy the code in a new blank strategy window, w/o absolutely anything else, compile that, and try optimizing? If it works, the problem might be in the strategy's XML file.

If not, let's see the strategy code.

dankimel

#11

12/10/2010 8:10 AM

I tried what you suggested, and got the same result. Here's the code

CODE:
Please log in to see this code.

Size:

Color:

I tried what you suggested, and got the same result.  Here's the code[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		StrategyParameter BBBuyfactParam;
		StrategyParameter VolfactParam;	
		StrategyParameter BBPullbackParam;
		StrategyParameter BBSellfactParam;
		
		public MyStrategy()
		{
		   BBBuyfactParam = CreateParameter("BBBuyfact", 1.225, 1.0, 3.0, 0.1);
		   VolfactParam = CreateParameter("Volfact", 0.5475, 0.2, 1.2, 0.1);
		   BBPullbackParam = CreateParameter("BBPullback", 1.3611, 0.8, 2.2, 0.1);	
		   BBSellfactParam = CreateParameter("BBSellfact", 0.86857, 0.3, 1.5, 0.1);	
		}
		protected override void Execute()
		{
			double BBBuyfact = BBBuyfactParam.Value; //1.4 ;
			double Volfact =   VolfactParam.Value; //0.6;
			double BBPullback = BBPullbackParam.Value;  //1.8;
			double BBSellfact = BBSellfactParam.Value;  //0.6;
			double Targetfact = 30.0;
			double Stopfact = 10.0;
			
			DataSeries BBUp = BBandUpper.Series( Close, 50, BBBuyfact );			
			DataSeries BBUp_2 = BBandUpper.Series( Volume, 50, Volfact );
			DataSeries BBUp_3 = BBandUpper.Series( Close, 50, BBBuyfact-BBPullback );
			Bars external = GetExternalSymbol(".ixic", true);
			DataSeries BBUp_1 = BBandUpper.Series( external.Close, 50, 0.0 );
			DataSeries BBDown = BBandLower.Series( external.Close, 50, BBSellfact );

PlotSeries(PricePane, BBUp, Color.Blue, LineStyle.Solid, 2 );
			PlotSeries(PricePane, BBUp_1, Color.Blue, LineStyle.Solid, 2 );
			PlotSeries(PricePane, BBUp_2, Color.Blue, LineStyle.Solid, 2 );
			PlotSeries(PricePane, BBUp_3, Color.Blue, LineStyle.Solid, 2 );
			ChartPane pane1 = CreatePane(75,true,true);
			PlotSymbol(pane1, GetExternalSymbol(".ixic", true), Color.Black, Color.Black);
			PlotSeries(PricePane, BBDown, Color.Blue, LineStyle.Solid, 2 );

for(int bar = GetTradingLoopStartBar(51); bar < Bars.Count; bar++)
			{				
				if (IsLastPositionActive)
				{
					Position p = LastPosition;				
					{					
						if (CrossUnder( bar, Close, BBUp_3 ))
						{							
						    SellAtMarket(bar + 1, p, "BBStop");
						}					
					
						{
							if (CrossUnder( bar, external.Close, BBDown ))
							{								
						        SellAtMarket(bar + 1, p, "ExternalStp");
							}
						}
						
						double TargetPrice = p.EntryPrice * (1 + Targetfact / 100.0d);
						if (Close[bar] > TargetPrice)
						{							
						    SellAtMarket(bar + 1, p, "Target Met");
						}
					
						{
					
						}
					}
				
					{
						double Stop = p.EntryPrice * (1 - Stopfact / 100.0d);
			
					        SellAtStop(bar + 1, p,Stop, "Stoploss");
					}

}
				else
				{
					if (CrossOver( bar, Close, BBUp ))
					{
						if (external.Close[bar] > BBUp_1[bar])
						{							
							if ((Volume[bar] > BBUp_2[bar]))
							{								
								double priority = -ROC.Series( Close, 50 )[bar];
								if (BuyAtMarket(bar + 1, (priority).ToString())!= null)
								LastPosition.Priority = priority;	
							}
						}
					}

}
			}
		}
	}
}[/CODE]

Eugene

#12

12/10/2010 8:31 AM

Try the following changes:

CODE:
Please log in to see this code.

In other words, switch the external symbol's name to upper case. Lower case can be problematic at times here.

dankimel

#13

12/10/2010 8:59 AM

Made the upper case change, and still don't get the Parameter Tabs.

By the way, now I don't even get the 1 Parameter Graph and 2 Parameter Graph Tabs on the code RSI Scale out system {Rev.C] which gave them on 12/8/10 when I started this discussion.

dankimel

#14

12/10/2010 9:20 AM

The same thing happened on my other computer. First I ran the downloaded code LDL2 and the Parameter Tabs appeared. Then I tried to optimize the original code listed above, and the Tabs disappeared. Next, when I tried to optimize LDL2, the Parameter Tabs, which previously appeared, now disappeared.

Eugene

#15

12/10/2010 9:21 AM

OK, code's not the problem - which at this stage can be anything - a bug in one of the optimizer or even a video driver issue.

First and foremost:

1. What optimization method is selected?
2. Are you running two or more optimizations at the same time?

Symbol(s) and DataSet(s)? Happens on any, all, or particular?
Data provider?
Position sizing and Data Range settings?
Your WL version and edition (x86/x64)?

dankimel

#16

12/10/2010 9:30 AM

1. I selected monte carlo.
2. No.

DataSets: IBD100, Dow30
Data provider: Fidelity
Position Size: $10000; Data Range: 1 year
Version:6.0.55.0 Edition: I don't know. The computer is running XP on a Pentium 4 processor.