Parametrized before optimization
1 replies
eastpeace
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);
tomas262
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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