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Parametrized before optimization

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eastpeace

Customer, bbp_participant, community, sq-ultimate, 305 replies.

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4 years ago #250160

I guess that we must put values to variables before we do optimization, like Sys. Param. Permutation, WFO.

Am I right?

 

And how to understand these variables, Exit paramas only used, not used, constants, other params especially.

 

Can you use this as an example to explain which parts are they ? THX

inputs:
// Strategy variables
MagicNumber(11111),
Period(14),
Shift(4),
Shift2(2),
IsShift(4),
KeltnerChannelPeriod(20),
KeltnerChannelShift(10),
BarsValid(39),
StopLossCoef(5.6),
Period2(122),
Shift3(5),

// Trading Options
ExitAtEndOfDay(false),
DayExitTime(1457),
ExitOnFriday(false),
FridayExitTime(2240),
LimitSignalsTimeRange(false),
SignalTimeRangeFrom(0920),
SignalTimeRangeTo(1445),
ExitAtEndOfRange(false),
MaxTradesPerDay(4),
MinimumSL(0),  // Minimum SL in ticks/pips, 0 means unlimited
MaximumSL(0),  // Maximum SL in ticks/pips, 0 means unlimited
MinimumPT(0),  // Minimum PT in ticks/pips, 0 means unlimited
MaximumPT(0),  // Maximum PT in ticks/pips, 0 means unlimited

// Money Management – Fixed size
mmLots(1),
InitialCapital(1000000),
CreatedBy(“StrategyQuant X”);

vars:
// Internal variables
LongEntrySignal(false),
ShortEntrySignal(false),
LongExitSignal(false),
ShortExitSignal(false),
NumberOfShares(0),
tickSize(MinMove/PriceScale),
OpenOrdersAllowed(true),
PriceLevel(0),LongSL(0),ShortSL(0),PT(0),
LongTrailingStop(0),ShortTrailingStop(0),
LongSLPlaced(false),ShortSLPlaced(false);

Array: bool cond[100](false);

 

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tomas262

Administrator, sq-ultimate, 2 replies.

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4 years ago #250208

The optimizer recognizes the strategy parameters to optimize automatically

What you show serves the purpose of being able to modify those parameters in your trading platform – you have modifiable inputs now.

‘Other parameters’ are used for values like ‘Moving Average Type’, ‘Standard Deviation’ etc. Not all parameter types are always used

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