Optimization with Strategies from dll
Author: dansmo
Creation Date: 4/28/2011 3:09 AM
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dansmo

#1
Hi,

I just noticed that it is not possible to edit the parameters in an optimization for strategies that were included in WLD via dlls. The fields are filled grey and we cannot manipulate the values.

dansmo
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Eugene

#2
Yes, the parameters somehow can't be altered for precompiled Strategies.
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dansmo

#3
I think there are more users than myself precompiling strategies. Not being able to optimize them...I would consider this a bug. Will you report this to fidelity?
Can you think of any workarounds in the meantime?
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Eugene

#4
You are able to optimize compiled strategies while the inability to change Straps for compiled strategies is by design. A label in Optimization control says that it's not possible (for some reason). In its turn, the User Guide states in Strategy Window > Optimization > Optimization Control that "Parameter editing options are not available for Rule-based Strategies or pre-compiled Strategies..."

The only way around is to specify/edit them in Visual Studio/SharpDevelop so that no manual editing of Straps is required in Optimization Control for precompiled strategies.
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dansmo

#5
Though this is quite inconvenient it will at least do the job.
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dansmo

#6


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Eugene

#7
Agreed, time remaining estimation is not that precise. It gets better with time spent in optimization.
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