A-parameter-in-my-Strategy-doesn-t-seem-to-work-in-optimization-Solved

DIY8

2024-05-20T09:06:02Z - 2024-05-20T09:06:02Z ago

A parameter in my Strategy doesn't seem to work in optimization [Solved]

Attached strategy of 5 regression lines and buy/sell. When I run Optimisation the Days parameter works but the Score parameter does not work.

Also could you please check the Buy and Sell script as I am not sure if it is 'peeking or not' Thanks Ian

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DIY8

2024-05-20T09:10:18Z - 2024-05-20T09:10:18Z ago

7744-Parameters-1-pdf

Sorry needed *.pdf file

Cone8

( 4.98% )

2024-05-20T11:36:47Z - 2024-05-20T11:36:47Z ago

You declared double scoreThreshold in 2 places.

CODE:
//IS:
double scoreThreshold = Parameters[1].AsDouble;

//SHOULD BE: 
scoreThreshold = Parameters[1].AsDouble;

Best Answer

DIY8

2024-05-20T13:07:34Z - 2024-05-20T13:07:34Z ago

Thanks Cone - works perfectly. Any comment on the Buy/Sell script? Regards Ian

Cone8

( 4.98% )

2024-05-20T18:54:29Z - 2024-05-20T18:54:29Z ago

Just reviewing the code I don’t see anything that screams “peeking”.

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