I’m optimizing a strategy (simple optimization) and the fitness is not reflecting the criteria selected.
Below I have selected net profit (as fitness criteria):
As you can see, fitness is sorted descending, and profit is not highest to lowest. Have tried other criteria (e.g. Ret/DD) same problem,
Any ideas what’s happening here?
Nope, not here as well, it´s all right. Are you sure you did only check Net Profit and put a weight of 1 to it? The list is long there in the weighted fitness settings and can be scrolled! Make sure there is nothing else than Net Profit checked and post again if this still happens to you then. Because here, it sorts it just fine if I ONLY check Net Profit for the weighted fitness.
It’s not a user error, I’ve selected Net Profit using the radio button, not weighted fitness and tried all the other options. Sort order is wrong no matter what is selected. I have checked this carefully.
Now, what is different is the data source. It is US30 (Dow index) and if I import M1 bars it says the timeframe is “intraday”. So I guess there’s something gappy about the data or something. In the end I replaced the data with tick data, but I suspect the tick data has gaps where the market is closed during the day.
For example, one broker lists it trading hours as
I’ve never seen this sort order issue before, only on strategies produced on this index data, so maybe the issue lies there somewhere?
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