WLP is Version 6.2.46.0, 64-bit Edition
Windows 7 Pro, 64-bit
Scale: 1 Minute
Data Range: 7 Days
Position Size: $100,000 (RP)
Portfolio contains 80 symbols
Strategy code created using Rules Wizard

The following strategy is not saving optimized parameter values.



(image at http://imageshack.us/photo/my-images/100/sttrategy.jpg/

I run one optimization on one symbol, get the results table, highlight the row of parameters I want to assign to the symbol, select "Assign Preferred Values to the selected symbol from this row", select OK in the "Preferred Values set for Symbol .DJI" popup window, key Ctrl-S to save the values, take a look at the Equity Curve, Trades, etc., and then close the strategy.

When I reopen the strategy for the same symbol, the Net Profit, number of trades, and Equity Curve are different. "PV" in the lower right hand corner is active. The strategy's name in the blue band at the top left on the strategy chart now has an asterisk after it. As I close the strategy window, a "Save Strategy?" popup appears asking "Save changes to Strategy: (name of strategy) with selections being Yes, No, and Cancel.

When I reopen the strategy a second time, values are as they were in the first reopening.

I have a daily and one minute version of the same 84 symbol portfolio. Multiple strategies have been run and saved on each. Can saved parameters be getting crossed up with what I have set up?

Thanks,

Sherm

Providing a valid screenshot URL could shed some light, but uploading the strategy's raw XML file and sharing the link would be even better.

Some random thoughts:

1) Are you compressing the 1-min data into Daily? Or are you running it on native Daily scale?
2) In Advanced Options, are some or all of the "Strategy-Dependent Preferences" checkboxes enabled?

Eugene,

I found one problem, a mis-labelled variable.

I'm using one data set (1 minute bars) and running several strategies on it. If two strategies have a variable with the same name, will those variable's optimized parameter values get crossed up between strategies?

Sorry about the screenshot link error. I'll get the correct one to you if I'm unable to resolve my problems.

Thanks,

Sherm

Sherm,

Duplicate and/or misspelled Strategy parameters are a frequent source of issues.

Each Strategy is being run independently of others.