if you run an optimization on a multi-symbol dataset (e.g. Wealth-Lab 100) and use Portfolio Simulation Mode then my understanding is that WLPro optimizes across the entire set of symbols. Furthermore I understand that you can optimize on a single symbol. However, what I cannot figure out how to do is to optimize individually on each symbol in the dataset. In other words, I want to individually optimize and save Preferred Values for each symbol in the dataset. So far I have only been able to do this by running each optimization one at a time for each symbol in the dataset and saving each PV set manually. This is very time consuming, particularly for a large data set like Wealth-Lab 100. Is there not a way to have Wealth Lab to optimize individually for each symbol in a data set? I am using WLPro 6.4.
Thanks,
Ron

QUOTE:
an optimization on a multi-symbol dataset (e.g. Wealth-Lab 100) and use Portfolio Simulation Mode then my understanding is that WLPro optimizes across the entire set of symbols.

WLP does NOT optimize on each symbol individually in this mode. It conducts a series or Portfolio Simulation backtests where symbols don't exist individually.

QUOTE:
However, what I cannot figure out how to do is to optimize individually on each symbol in the dataset.

Switch to Raw Profit mode. It's here where the desired "sets of symbols" are.

QUOTE:
I want to individually optimize and save Preferred Values for each symbol in the dataset.

Then choose a Metric from the dropdown list, right click inside results, highlight a row and...

Assign Preferred Values based on the highest (lowest) metric value per symbol
or
Assign Preferred Values based on the highest (lowest) average value per symbol

Note that in a MSB in Port.Sim. mode, "per symbol" reads "per DataSet".

Eugene - yes, I tried this previously and I think there may be a bug - or something I do not understand. I did what you said but it had no effect on the parameters in the Strategy Parameters window. I activated the PV button the lower right corner of the window, and despite clicking different symbols within the dataset, there was no change to the parameters. Finally I happened to click the "Go" button, and after that point each time I select a different symbol the Strategy Params do change accordingly. Not clear why they were not changing before I clicked that button...?

Sorry to disappoint you: it's not a bug. ;)

Multi-symbol backtests, and we've been talking about MSB here, do not re-execute on dragging a parameter slider. Related FAQ: How to keep Strategy from executing when I drag a Strategy parameter slider?

In Raw Profit mode optimization results for a dataset of 10 stocks, right clicking shows the following two. What is the difference?

(NOTE: I did not check 'View Average results for all symbols)

Assign PV based on the Highest Per Symbol
Assign PV based on the Highest Average for All Symbols

For explanation, please revisit the Wealth-Lab User Guide: Strategy Window > Optimization > Full Optimization > Results > Preferred Values.