Imagine a Wealth-Lab Extension which runs Walk-Forward-Optimizations and compares the Results of two (or more) Strategies.
To make such an Extension possible an API is needed which allows to run Optimizations (even WFO) from Code.
Probably this are just two more methods for the class StrategyRunner.
Such an API would open the door for very sophisticated Applications....
To make such an Extension possible an API is needed which allows to run Optimizations (even WFO) from Code.
Probably this are just two more methods for the class StrategyRunner.
Such an API would open the door for very sophisticated Applications....
Rename
I'm thinking we already have such classes, if you're talking about running optimizations from EXTENSION code and not strategy code. I am skeptical about running optimizations in STRATEGY code.
The classes are StrategyOptimizer and WFOOptimizer.
https://www.wealth-lab.com/Support/ApiReference/StrategyOptimizer
https://www.wealth-lab.com/Support/ApiReference/WFOOptimizer
Perhaps the documentation just needs to be beefed up and maybe a blog post with examples to satisfy this request?
The classes are StrategyOptimizer and WFOOptimizer.
https://www.wealth-lab.com/Support/ApiReference/StrategyOptimizer
https://www.wealth-lab.com/Support/ApiReference/WFOOptimizer
Perhaps the documentation just needs to be beefed up and maybe a blog post with examples to satisfy this request?
QUOTE:
I am skeptical about running optimizations in STRATEGY code.
I'm wondering if you can get into some kind of infinite loop doing this, which would be hard to debug.
Perhaps you're right. What's really needed is more documentation of the "public" internal classes so extensions can be created for optimizing special scenarios.
QUOTE:
Perhaps the documentation just needs to be beefed up and maybe a blog post with examples to satisfy this request?
That has my vote! That would be great.
I decided to add a few methods to enhance the StrategyRunner class to do optimizations for Build 45.
This is AWESOME!
For those that want to use this functionality refer to the C# Coding QuickRef in WL8. Therein, in the documentation for the StrategyRunner class see method PerformOptimization example code to get started.
For those that want to use this functionality refer to the C# Coding QuickRef in WL8. Therein, in the documentation for the StrategyRunner class see method PerformOptimization example code to get started.
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