Is 6.2.34.0 the release that is supposed to fix portfolio optimization so that the optimum parameter values for each symbol in a portfolio are saved? I'm still having the trouble I reported to you several days ago.

Thanks,

Sherm

If you haven't received a notification to your ticket (if it existed) stating that this bug was fixed in the current release, and/or the User Guide is mute about it (see New and Noteworthy > What's Changed > Bug Fixes and Maintenance > Optimizer), then most likely, it's delayed for a future release.

In addition, from the technical standpoint there's a very low chance of fixing a bug reported several days ago before a release.

What are the steps to reproduce the problem? Every click please.

Eugene,

I originally posted a message on 6/15/11 reporting having trouble with being unable to save PV's for each symbol after optimizing a portfolio. I listed the procedure I used. You responded "You're not doing anything wrong. This is a bug. Wait until 6.2 (comes out this month), it's already fixed in there."

So, I'll ask you again. Did 6.2 fix the problem? I'm still having the same problem I reported 6/15.

Another disappointing answer from you.

Sherm

Cone,

Here are my steps for trying to save PV's for a single symbol:

1. Open a strategy. Scale is Daily, Data Range is 2 years, and Raw Profit Mode is used.
2. Select "Optimize" at the bottom of the chart.
3. Edit parameters in the Optimization Control window.
4. Select Genetic optimization
5. Run the optimization on a single symbol.
6. Right click on "Assign Preferred Values based on the highest metric value per symbol".
Note: Max Net Profit is $1650 with the parameters at 160, 60, 100, and 60 on the results page.
7. Enter CTRL-S to save.
8. Do a "Save" in the toolbar next to "Open Strategy".
9. Click on "Monitor" at the bottom of the Results page.
10. Select the strategy in the Strategy Monitor.
11. Select "Change settings"
12. Check "Use Preferred Strategy Parameter Values assigned in Optimization"
13. Select "Activate Strategy" and wait for it to process and show some trades.
14. Right click on the strategy name and select "Open this strategy in a strategy window"
15. The chart that opens does not use the preferred parameter values and the PV symbol is not shown at the bottom of the price chart.

I'm (was) using WLP ver. 6.1.27.0 (64 bit) and Windows 7 Pro with the above procedure was failing.

Also, I'm trying to get PV's to save for a single symbol before I go back to saving PV's for all the individual symbols in a portfolio.

Thanks,

Sherm

QUOTE:
So, I'll ask you again. Did 6.2 fix the problem? I'm still having the same problem I reported 6/15.

In my testing, it did.

QUOTE:
15. The chart that opens does not use the preferred parameter values and the PV symbol is not shown at the bottom of the price chart.

I triple checked it and indeed, this works in 6.2!

Eugene,

If you duplicate the steps I listed in my 6/23 posting to Cone, does it still work?

If it doesn't, what's wrong with my procedure?

Thanks,

Sherm

Cone,

Does my procedure (from 6/23) work for you, too? If not, please tell me what I'm doing wrong.

Thanks,

Sherm

Sherm, you said, I'm (was) using WLP ver. 6.1.27.0 (64 bit)

We're talking about version 6.2.34 now.

Cone,

I was using 6.1.27.0 when I first encountered and reported the problem. I'm having the very same problem using 6.2.34.

Did you try my procedure and did it work OK for you using 6.2.34?

Sherm

Yes, it works nearly perfectly (exception at step 15, see below).

First, does your strategy already exists in the Strategy Monitor before you add it again in your test? If so, that's potentially the problem you're seeing.

At step 12, when you select "use PVs", do you see the sliders move to the correct PVs? If not, that's a problem (or a symptom of it), but this does occur for me.

At step 15, when I open the Strategy Window, the PV button does appear, but is not checked. We'll call that a bug since the settings should be retained, but it's really pretty minor.

1. Cleared the strategy from the Strategy Monitor. Did not fix the problem.

2. Step 12. The two sliders did move when I selected "use PVs". However, one of the parameters moved to an incorrect value. The Equity Curve shows a net profit at $40000 while the maximum net profit in the optimization's results table was $158000.



Can we see if I can duplicate your results? Would you please tell me what strategy you're using, the symbol being optimized, and anything else I need to know to duplicate the perfect results you get.

Thanks,

Sherm

QUOTE:
Can we see if I can duplicate your results? Would you please tell me what strategy you're using, the symbol being optimized, and anything else I need to know to duplicate the perfect results you get.

I was using a couple of built-in strategies with 2-4 Straps, like Bandwagon Trade.

In previous testing I've used Glitch Index and LDL2, but I too actually used Bandwagon Trade yesterday.

If the PVs changed when you selected to use PVs, then it's clearly using the PV stored with the Strategy. Instead of comparing Equity curves, have you compared the PVs themselves? You're working with a strategy that we don't know anything about. Maybe there some "variable" code that can explain the difference. We have no way of knowing.

Anyway, write down the PVs in the optimization results that you are assigning, and compare them to the ones that the sliders snap to in the S. Monitor. If they are different, then we can investigate further. If not, then you need to determine why the strategy gives you different results with the same parameters.

Cone and Eugene,

Thanks for sending the names of the strategies you tested. I tested the Glitch Index and LDL2 and also got perfect results. My simple strategy again failed to save PV's that provided maximum net profits. I'll try to figure out what I'm doing wrong and will be in touch if I continue having this problem.

Thanks for help!

Sherm

Make sure each Strategy Parameter has a unique description...

Good call Eugene. This "copy and paste" error has bitten many, and it would be good if the compiler did not allow it... added to the wish list.

Unique parameter names fixes my problem. Thanks again!