Optimization graphs render incomplete parameter axes
Author: kbellare
Creation Date: 12/6/2013 8:47 PM
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kbellare

#1
Running Exhaustive opt on Dow-30 Daily (Fidelity dataset) and it seemed to have completed, but the parameter graphs show incomplete graphs and x-axes parameter data.

Also, in Exhaustive and Monte Carlo modes, I also get errors on Errors tab as in red below (one line for each run). Tried on Yahoo data sets and same errors.

Exhaustive error - <Symbol> <Parameters> "Index was out of range. Must be non-negative and less than the size of the collection. Parameter name:index"

Monte Carlo opt error - <Parameters> "Cross-thread operation not valid: Control 'lvErrors' accessed from a thread other than the thread it was created on.


Not sure i follow the error message, but My barsRequired is a function of a strategy Parameter (ranges 2->10 in my code below and in Optimization window).

What could be the issue?

CODE:
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Kiran
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Eugene

#2
I think there's a live bug (cosmetic issue) that applies here. Quoting the Open Issues list:

(76499) Exhaustive optimization (2 Parameter Graph) may be unable to plot all values when step is relatively tight compared to the range
* A cosmetic/display issue which does not affect the accuracy.

Now to the error messages:

QUOTE:
Exhaustive error - <Symbol> <Parameters> "Index was out of range. Must be non-negative and less than the size of the collection. Parameter name:index"

Although you don't say it here, but from latest support incidents we've learned that your script is accessing data at partial bar. This is probably what makes it violate the boundaries.

QUOTE:
Monte Carlo opt error - <Parameters> "Cross-thread operation not valid: Control 'lvErrors' accessed from a thread other than the thread it was created on.

A cross-thread error in MCO? Never heard. Especially consider that the MCO doesn't call lvErrors in its code, and doesn't seem to use anything WinForms.
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