Workspaces never remember Strategy Parameters
Author: jreality
Creation Date: 7/7/2009 10:47 AM
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jreality

#1
The subject says it all. I'm trying to run the same strategy with 4 stocks. Each one requires slightly different parameters. I'm getting tired of always having to enter the parameters.

I'm aware the I can enter the strategies into Strategy Monitor (which I did), but I need the charts onscreen so I can tell if a trade is coming up soon. I figured that by putting the stategies into the Strategy Monitor, I would then be able to open indivdual strategy windows simply by right clicking on each strategy in the monitor and then selecting Open this strategy in a Strategy Window....but....NO!....the program does not even open a unique window for each strategy, even if I minimize the previously opened Strategy window. It always takes over the previously opened Strategy Window window.

So, here I am still having to manually enter parameters every time I run the program. Am I going to have to save different versions of my strategy for each stock just to get around this problem?

Please fix this program so that Workspaces will remember strategy parameters, and please fix it so that opening a strategy window from the Strategy monitor will open a unique Strategy Window.

Thanks.

J.
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Eugene

#2
QUOTE:
and please fix it so that opening a strategy window from the Strategy monitor will open a unique Strategy Window.

Each Strategy opens in its unique window by design, and it works in WLD 5.1 or WLP 5.4 alike. Perhaps you're trying to say that you have multiple lines of the same strategy in SM and they share the same window?
QUOTE:
So, here I am still having to manually enter parameters every time I run the program. Am I going to have to save different versions of my strategy for each stock just to get around this problem?

You've found a good workaround. It's working by design because custom Strategy Parameter values are stored in the Strategy's XML file.
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jreality

#3
Would it be possible to get the Workspace to remember the Strategy Parameters of each Stategy Window for the next update? I still think that would be an excellent improvement and I can't imagine I am the only one who would like to see the WorkSpace remember Strategy Parameters.

Yes, I'll try that workaround. (However, this requires I must save 4 different versions of my strategy when I update it, which isn't ideal)

EDIT: Okay, I realize that I can save default parameters for each version of my strategy if I use that workaround. At least that saves me from having to type in parameters or launch 4 windows from the Strategy Monitor every time I run the program. I still think it would be a big improvement if the WorkSpace would remember parameters though.

EDIT2: Guess what? I'm having a hard time just getting 4 different versions of my strategy to save. I saved two different versions and after saving the 2nd, the "Save Parameters" is grayed out (even though I'm not currently streaming) I tried pressing the Stream button a couple of times, but finally got an error message and now the program is locked tight!

Thanks,

J.
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jreality

#4
The program locked up when attempting the workaround. See EDIT2 in my previous message.
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jreality

#5
Okay, it unlocked, but still the "Save Parameters" is greyed out even though I don't have streaming enabled for the strategy. Why is it greyed out?

EDIT: Never mind!
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Eugene

#6
Altghout it may sound like a good improvement that you can pass to your Fidelity rep, the developers probably had a reason for not including it.

Consider this scenario: custom parameters are saved with workspace, later the strategy was edited -- e.g. one of the parameters was excluded or the range/step was changed -- what do the program has to do/assume when reloading the workspace?

QUOTE:
(However, this requires I must save 4 different versions of my strategy when I update it, which isn't ideal)

Right, it's a tradeoff, but the feature isn't called 'Workspace parameters' but 'Strategy Parameters'.
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jreality

#7
QUOTE:
Consider this scenario: custom parameters are saved with workspace, later the strategy was edited -- e.g. one of the parameters was excluded or the range/step was changed -- what do the program has to do/assume when reloading the workspace?


Good point. If that were ever implemented, then I guess the program could issue a warning if anything has changed since the strategy was created and the set to the default in the case of loading a WorkSpace with stale strategy parameters. After all, if I change a strategy itself, it seems the program always resets the Strategy Parameters to defaults.

Thanks,

J.
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Cone

#8
<< Each one requires slightly different parameters. I'm getting tired of always having to enter the parameters. >>

This is precisely what Preferred Values are for. See User Guide:
Strategy Window > Optimization > Results > Preferred Values, and,
Reference > Data Panel > Strategy Parameters > How to: Set Preferred Values from Sliders

And, keep in mind that the last selection of the PV button is also "sticky" with the Strategy. You can't save a Workspace with a Strategy that has the PV on AND off. It will only recall on or the other.
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