I have multiple parameters on strategy, but in many cases I want to optimize only on few of them. I've noticed that my selection of parameters to be optimized gets reset after many unrelated operations. Examples of such operations are:
1. Saving strategy
2. Compiling strategy
3. Running backtest
4. Probably something else that I forgot now
The case when it really impacted me: I was running a walk-forward optimization on few parameters and decided to save the strategy in the middle of the optimization. I was glad WL7 did not crash in the process, but after an hour or so I've realized that "time remaining" parameter was increasing and only then realized that all of the parameters got enabled after save and that picked up on the next walk-forward interval.
1. Saving strategy
2. Compiling strategy
3. Running backtest
4. Probably something else that I forgot now
The case when it really impacted me: I was running a walk-forward optimization on few parameters and decided to save the strategy in the middle of the optimization. I was glad WL7 did not crash in the process, but after an hour or so I've realized that "time remaining" parameter was increasing and only then realized that all of the parameters got enabled after save and that picked up on the next walk-forward interval.
Rename
Compiling a strategy or running a backtest should reset the parameter choices because you could have edited them, adding new or deleting existing ones. What's wrong about this?
I understand your line of thinking for compilation/backtest, but do you think that saving a strategy should reset parameter choices too?
No it shouldn't, I corrected this for Build 30.
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