Optimize members in Dataset
Author: rhino
Creation Date: 10/10/2009 2:04 PM
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rhino

#1
Gentlefolk,

I wish to determine in advance that an optimization run will yield results

that are per symbol. My Dataset of choice is comprised of the IBD 100, sampled

weekly on the change publication date of Saturday. There are ( apparently ) a

multitude of variables in Optimize, and process of elimination has yet to educe the salient

set to force symbol by symbol results. When I run a Monte Carlo at about 35 mins.

run time, only to retrieve forty lines of [IBD hourly] vs the expected [AAPL], [ABV],

[ABVT], etc., I have wasted time in my pursuit of Preferred Values to populate my

CandleCode Strategy.

any help,

rhino

p.s. I think I may Have discovered that Raw Profit mode is a

necessary if not sufficient element to achieve my purpose.
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Eugene

#2
Yes, Raw Profit is the prerequisite for getting optimization results for all symbols vs. Portfolio Simulation mode to create a true portfolio-level optimization. You can find it in the User Guide, Strategy Window > Optimization > Results.

P.S. Some people recognized in the industry consider periodical re-optimization to be a waste of time, so... :P
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rhino

#3
Hi Eugene,

It is a balance between the Performance Extras feedback vs. the Symbol by Symbol

freedom available in Raw Profit. I think my latest version of the CandleCode is ready

for primetime. Simple, but against a good dataset (IBD100) a strong performer.

I think I will post to Unbenannte Seite and see what the community thinks!

BTW those recognized in the Industry aren't contending with a dataset whose

constituent parts change every week! ...;P

p.s. You've contributed to this beast...what category? Trend

follower?

rhino

p.p.s. Just outta curiosity, what happens to new constituent parts

alerting if a new optimization is not undertaken

on a preferred values enabled strategy?
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