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Limit Orders cause no results in Simple Optimization

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Gregorian

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5 years ago #114418

If your strategy is generated with only Limit Orders (no Market or Stop Orders), when you run the strategy through Simple Optimization, no results are generated. The Original Strategy’s result, however, is updated based on the currently loaded data set. It’s just the other parameters tested via the optimization that produce no results. It doesn’t matter if you have Brute Force or Genetic selected; no results are generated either way. The counter does show that the appropriate number of test runs are being conducted, despite no results displaying.

 

It’s possible this has a similar effect on strategies which incorporate Limit as well as Market and/or Stop Orders, perhaps failing to test only the Limit Orders during an optimization, but I haven’t tested that.

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tomas262

Administrator, sq-ultimate, 684 replies.

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5 years ago #133931

Thanks for reporting this. I will test it

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Gregorian

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5 years ago #133958

Thank you. Just noticed a possibly related problem:
 
If only Limit Orders are ticked (no Market or Stop) during the Build Strategies process, not all of the qualifying strategies are moved over from Last Generation into the Databank.
 
For example, if in Ranking Options, you set Net Profit as the sole qualifying criterion, some of the highest ranking Net Profit strategies never make it to the Databank. It’s as though something related to the Limit Orders prevents SQ from evaluating some – but not all – of those strategies to be suitable to be moved to the Databank.

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tomas262

Administrator, sq-ultimate, 684 replies.

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5 years ago #134017

Simple optimization is working for me properly with strategy that uses limit orders only. Don’t forget to set parameters for optimization.

I got all strategies into databank according to ‘Dismiss criteria’ set (Net Profit used for optimization)

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