Optimization Results - View Results for all Symbols
Author: miltondorff
Creation Date: 12/12/2018 10:40 AM
profile picture

miltondorff

#1
Hi,

I am using Raw Profit mode to optimize across a broad range of securities, looking to do this scan across ASX All ordinaries (approx. 500).

Using Raw Profit settings > daily, All data, $100K position size. For testing I am using Optimization of AMP.XASX.

My Optimization Control has MLong1 and MShort1, start and stop parameters of 20 and 30, step 1.

I have built my individual Scorecard based on MS123 scorecard. So that the output of the scorecard is meaningful (to myself and colleagues) I use the scorecard to convert the strategy parameters (20 to 30) into meaningful numbers (ie 2.146, 4.236).

Thus the Results tab shows columns of Symbol (AMP.XASX), MLong1 (eg 4.382), MShort1 (eg 4.146), Trades (48) and so on. Sorting the columns works fine. I generate my converted values in PopulateScorecard and set the lvi.SubItems[1].Text and lvi.SubItems[2].Text to my converted values.

The problem:
When I tick “View the Average Results...” I get the raw strategy parameters back (20 to 30, not my converted values 4.146 etc). Is there anyway to intercept what is fed this grid when viewing the average results so that the converted values continue to be shown.

Please see the attached image with various screen shots.
WL20181212a - contains the Raw Profit and Optimization Control set-up.
WL20181212b - the optimize results and the "average" results.

Regards,

Milton



profile picture

Eugene

#2
Hi Milton,

I'm afraid that affecting the View Average checkbox is beyond the Scorecard's control. Wealth-Lab here does the math internally.
profile picture

Panache

#3
This may be a dumb question, but why not just use the "meaningful" numbers as your strategy parameters?
CODE:
Please log in to see this code.
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).