I must be missing something obvious. When I open a strategy, I see the sliders but don't see a link to optimize. How do I use the optimize option. Thanks.

EARL

It's next to a label called "Monitor".

See Strategy Window > Optimization in the Wealth-Lab User Guide for an illustration.

Eugene - I went to help screen you suggested (I've been there before) and looked at instructions -

QUOTE:
Getting Started with Optimization

To begin the optimization process, click the Optimize link in the lower-left status panel to launch an Optimization view in the Strategy Window.

There is no link to monitor or optimize on the screen.

Also, is there an easy way to send an image - I could show you, but don't know how to create URL to upload image?

Thanks.

If you're able to see the status bar of the strategy window, then for sure you'll find both these blue labels there.

If still no go, then with the help of the IMG tag, you could include a direct link (URI) of your screenshot uploaded to any free image hoster like tinypic.com, imagebam.com or imageshack.us.

I'm sure I'm missing something simple. Here is Image - thanks for links to upload to url.

CODE:
Please log in to see this code.

Bring up the strategy window a bit. The status bar is being cut off.

P.S. Please use the IMG tag, not the CODE tag -- but the principle would be the same.

Eugene - I called Fidelity and to my surprise, the actually helped. Problem was simple and a number had the problem. One needs to activate on tool bar displace status bars on chart - see attached image.

For future reference, the Optimize link to open the Optimizer is not available for:
1. Chart-only windows,
2. Streaming windows, and,
3. Strategy windows already opened for optimization. (And in this case, the Stream button doesn't appear.)
... or if you've hidden the Strategy Window's Status bar.

Conversely, to see the Optimize link:
1. Status bar = show
2. Streaming = off
3. Open a Strategy Window
... and if the Optimize link is still not there, then you already clicked it!

Tip:
You can show/hide all status bars by holding the Alt key when pressing that button (image above).

i run an optimization and get these results (which are not correct):


i double click on the top row to reproduce those results and get the following performance:


which is completely different than the optimization results. do you have any ideas what causes the optimization to not work?

the system is trading pairs -- one long / short pair each day on the close -- i set position size to 100% and leverage to 5:1 to allow for 1 long / 1 short pair (should only require 2 to 1 i know) + a little slippage of price + to account for a bug? in the system where wealth-lab doesn't release the equity that has just been unwound on the close before investing in the new pair. regardless, with 5:1 leverage, when running the strategy without the opimizer, everything behaves as it should, one pair is traded each day on the close, and each long position is set to 100% of the then current equity. in the optimizer, instead of generating 1962 trades, for this run, only 400 trades are generated. any suggestions on how to get around this issue and still produce a realistic ranking of the various parameters?

QUOTE:
which is completely different than the optimization results. do you have any ideas what causes the optimization to not work?

You're strategy has high exposure, which results in rejected trades. The optimizer gave you a single backtest result out of many possibilities for a particular set of parameters. If you want a backtest to always give you the same result, you must assign Position.Priority.

User Guide: Strategy Window > Optimization > Results. See the first Note (red arrow).

when running outside the optimizer, the strategy rejects no trades. this is a symbol rotation style script applied to pairs. each day, the script does four trades at the close: sells the prior long, covers the prior short, enters the new long, enters the new short. the portfolio simulation is set to 100% equity and leverage is set to 5:1. all day long the script is always long 100% of equity and short 100% of equity -- the 5/1 leverage allows the script to take all the trades when not run in optimizer mode.

i agree the optimizer appears to drop trades, but outside the optimizer, no trades are dropped.

Support ticket please.

I've had a similar issue with trades getting dropped in optimizer, except in my case it's all of them (for certain runs). I have a 4 parameter optimization, which only shows trades made in the table for the first value of the first parameter ("Period"). Such as:

QUOTE:

Symbol MinP/D Change Period Profit APR % Trades
(BS150) 0 0 1 24,673.35 50.2 555
(BS150) 0 0 2 0 0 0
(BS150) 0 0 3 0 0 0
(BS150) 0 0 4 0 0 0
(BS150) 0 0 5 0 0 0
(BS150) 0 0 6 0 0 0
(BS150) 0 0 7 0 0 0
(BS150) 0 0 8 0 0 0
(BS150) 0 0 9 0 0 0
(BS150) 0 0 10 0 0 0
(BS150) 0 0.01 1 13,100.81 25.5 195
(BS150) 0 0.01 2 0 0 0
(BS150) 0 0.01 3 0 0 0
(BS150) 0 0.01 4 0 0 0
(BS150) 0 0.01 5 0 0 0
(BS150) 0 0.01 6 0 0 0
(BS150) 0 0.01 7 0 0 0
(BS150) 0 0.01 8 0 0 0
(BS150) 0 0.01 9 0 0 0
(BS150) 0 0.01 10 0 0 0

However, there's no reason at all that the Period variable should be able to cause this - it's simply the targeted holding period so it could reduce the number of trades somewhat, but not block entirely.

When I double click on one of the "0" rows (like the second run) I see that several hundreds of trades were processed (and I verify that the straps are matching the 0/0/2 values.

Any thoughts?

I don't remember getting a support ticket on this one from ss161, but my answer would be the same without knowing more details. So guys, let's get the script, data range, and symbol set and we'll take a closer look.