Casy7
- ago
In the past, I occasionally got some completely wrong results using the optimizer, without ever finding out why and when this happened. However, I just came across one condition that reproduces the issue.
Changing only the indicator or the condition ("greater than", "less than", etc.), or any other fixed value (left side) of any building block, and then immediately running the optimizer will return the results of the previous optimization run.
It seems, this can only be avoided by:
- first running a backtest before starting a new optimization.
- adding, removing, or simply moving around any building block
- changing any parameter on the right hand side of any building block

A very simple example is this (changing either "indicator" or "is" or fixed values of other building blocks):

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Glitch7
 ( 83.25% )
- ago
#1
Hi Casy, I was able to reproduce, the optimizer isn't forcing a new strategy compilation before starting. As a workaround for now you can run a backtest right before starting the optimization after making a change in the designer. Thanks for the report!
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