Hello all,

After the Optimizer has been opened is there any way to close it without closing the strategy? Currently I run an optimization and then if I want to Stream Data I close the strategy and reopen.

Thanks

No. Can you have a separate window opened for streaming?

I Think that will work.

thanks

Would there be any potential benefit if I optimized in a seperate worksapace, while Streaming in another, Rather than opening another window in the same workspace?

Thanks again.

At least it's convenient to keep trading and research tasks in different workspaces.

Eugene,

Hi again. Optimizer is awesome. One feature that never works for me is the insertion of the values obtained into the strategy's code. I always get message

'There was a problem applying the changes to the editor code: Index must be within the bounds of the list. Parameter name: Index. '

This is the CandleCode strategy which you helped tweak some months back. Needless to say, 'Index' is not one of the four parameters I have on sliders.

Any thoughts would be immeasurably helpful!

rhino

CODE:
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Thank you for reporting. Please create a support ticket for tracking purposes.

I've found the bug:

CODE:
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Just remove the leading space and it will work:

CODE:
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In the rules based WL 5.4 can the optimizer strategy parameters min / max grayed out areas be changed or opend up in any way?

Eugene,

Thanks you are soooo terrific!

rhino

P.S. I tried to create a support ticket, and failed miserably.

Bad Request was the server message. Sorry.

palmtreeinvestor

No, they can not be changed while the strategy stays rule-based. To open them, follow the standard procedure of opening code in new strategy window or converting it to code-based strategy.

QUOTE:
Bad Request was the server message. Sorry.

It's a temporary error, probably due to server overload.

Eugene,
I will retry.
Although deleting spaces allows default values to be changed, the act of changing strips out 'private' at top of MyStrategy and
screws up compile results.
Could you revisit Optimization and verify my observations?

rhino

Yes I see it, and the reason is again that your strategy is formatted in a fancy way:

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Just remove those (absolutely needless) line breaks before and after the curly braces, and Optimizer will work fine again:

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It's arguable as to should WLP handle a frivolous syntax like that more gracefully. Or it could be a problem in the 3rd party editor component, I'm not sure at this point.

Thanks Eugene,

If you recall, in Jan you suggested that the Avg parameter should instead be a constant for the results not to

represent fallacious reasoning in terms of real world trading. I'm paraphrasing of course.

In that regard, I determined that the appropriate value is 66.

When I ask Optimizer not to evaluate step through on parameter Avg, and I allow it to remove Avg from strategy editor,

once again I develop compile errors.

Have I introduced frivolous syntax elsewhere?

rhino

That's simple. By removing a parameter, you're breaking your code which depends on them.

If you need to optimize on a partial set of parameters (for example, to reduce optimization times or if you think one of the parameters is so fine it should be carved in stone), just don't apply the change to the code. Optimize but don't push the change to the script.

Thanks,

That was the approach I first took before I understood all the commands in Optimizer. And by understood I mean only in the most simplistic sense.

And now my understanding has grown to include not to push parameter removal through to strategy code.

If'n I want to remove parameter Avg, I'll walk it through before I try to optimize!

you ARE the Avatar,

rhino

The final Product:

CODE:
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Hello all,

I'm new to WelthLab and I have a question. I downloaded WL 5.1 trial, open some strategies but don't see optimizer button. I did the same for WL 4 and there is an optimizer there.

Do i do something wrong that I don't see optimizer in 5.1 ??

Does WL use Genetic Algorithm or just brute force ??

Krzysztof

Hi Krzysztof,

The Optimizer tool is to come in WLD 5.4 (to be released shortly) and will use the same algorithms as in V4 i.e. Exhaustive and Monte Carlo.

Thanks for reply. So i understand that certain variables must be added to the strategy script
to apply optimization. Do you know if there is a ready example in WLD 4 where i can see how it works ??

Krzysztof

Please see 'Getting Started with Optimization' in the Wealth-Lab 4.0 User Guide.

Is there any special reason that WLD does not use Genetic Algorithm for optimization but
Monte Carlo and Exhaustive method ??

When version 5.4 will be released ??

Krzysztof

1 - Not yet, and it's not planned for 5.5 as well.
2 - Shortly.

Eugene,

I must be missing something about the version questions. My about WealthLab reads 5.4.20.0.

So your reply 'shortly' intrigues me. Could you please elaborate.

Also, your reply to the 'Genetic' Algorithm question, is there such an animal?

rhino

There is also Wealth-Lab Developer 5.1 for our international customers - to be updated (to 5.4) shortly.

GA does not exist and isn't planned for 5.5.

Guffaw

You are a 'card'.

As I peruse the fora, it occurs to me that between yourself and Cone, the overview provided of the Investment landscape must be very illuminating.

Can you share your perceptions, items of focus,note, or moment?

TIA

rhino