Optimization tool 5.4
Author: akardar1
Creation Date: 8/7/2009 4:48 AM
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akardar1

#1
Great tool.
Is it possible to use this tool on a portfolio ?
It seems that when you backtest a portfolio,
the option to optimize dissapears.

Adrien
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Eugene

#2
Yes, it's possible. No, it should not disappear except for the following reasons:

Can't optimize a Strategy. What am I missing?
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jcranwellward

#3
I don't see any instructions relating to optimising a portfolio:

Optimizer is not available for:
Chart-only windows: No. Strategies are built in VS2008 and compiled into wealth lab and than ran.
When using Streaming data. No. Static data only.
If you've hidden the Strategy Window's Status bar. No.

Strategy optimisation is working fine but the option is removed when I click on the parent node of the portfolio.
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Eugene

#4
There is no such limitation to optimizing in MSB mode, including strategy packs compiled in an IDE like VS2008.

The Optimize link is only available until you opened the Optimization tab and then is immeditately removed. You simply need to re-select the Optimization tab after backtesting.

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BigReturns

#5
FYI ---

I ran into a this but in my case it was user error. After optimizing look at the optimization tab rather than the button link at the bottom of the page.

It is kind of a usability issue because how to optimize a second time is different the than the first time. Once you get used to it, it seems to work fine.

Maybe they will adjust this in the next release...? :)

-Derek
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Eugene

#6
Optimizing per se is similar every time you do it. The only difference is that the label is removed, because there's no sense for it to hang there. Its absense is the indicator of an open Optimization tab.
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