Preferred Values in Compiled Strategies
Author: ichechet
Creation Date: 8/23/2010 7:47 AM
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ichechet

#1
I have a strategy with 2 parameters. Also I have 27 symbols that run this strategy. Of course each symbol has his own parameters values. I can put these symbols with their parameters to Strategy Monitor. But is it possible to get params for each symbol when just open the strategy with this symbol and for Multi-Symbol Backtest?
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Eugene

#2
Please see Strategy Window > Optimization > Results > Preferred Values in the User Guide.
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ichechet

#3
I know about it. But how to assign params if I exact know them? Maybe I need to create a config file?
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ichechet

#4
I read the manual again and found that all prefered values stored in strategy XML file. I run the optimization, choose assign this row params and save the window. But my strategy XML file looks like this:
CODE:
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PreferredValues section is empty! Could you tell me an example of filling this section? By the way, my strategy is compiled.
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Eugene

#5
QUOTE:
PreferredValues section is empty! Could you tell me an example of filling this section? By the way, my strategy is compiled.

That's a good observation. Not only the state (UsePreferredValues) isn't saved properly, the PreferredValues are also blank for a compiled strategy saved as a new Strategy using "Save As".

Additionally, opening such a "wrapper" for the compiled strategy results in a System.ArgumentNullException for me in 6.0.

As an alternative, saving the PVs of a compiled strategy by hitting Ctrl-S also won't work. It's "saved" as the asterisk in its title goes away, but there's no resulting XML file (obviously, Wealth-Lab can't save a Strategy "back" to its assembly) and the in-memory changes are gone once you restart WL.

I'd suggest that you open a new ticket that links back to this thread.
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