I have values saved in the strategies and they are ran with the specific values to several significant digits as utilizing the SMAC optimized results. When running the same strategy in strategy monitor & WealthSignals publishing they automatically round off different significant digits in both instances differently creating different signal results from my strategy monitor run vs my WealthSignals published results on a daily scale utilizing the same exact strategy. Tonight I had (1 of 6) buy signals match between the two runs tonight.
Rename
Hi arflouro, you'll need to save those Parameter values as the Strategy Defaults in order to get them operating in WS Publisher.
I must reopen this issue because I have with WL8 Build 32 the same problem.
Save the SMAC strategy values
press the buttton Save these Parameter as Strategy's Defaults, but when I start WL8 again new, the default settings are back with rounded off values.
How can I changes this or is this solved in the next WL8 build?
Regards Christian
Save the SMAC strategy values
press the buttton Save these Parameter as Strategy's Defaults, but when I start WL8 again new, the default settings are back with rounded off values.
How can I changes this or is this solved in the next WL8 build?
Regards Christian
You can’t, Parameters are defined with an Increment so they will round to that increment. The SMAC optimizer by finantic ignores the increment so produces non standard results.
If I wanted to keep the precision i’d save it as a code based strategy and tweak it there. But are the extra decimals REALLY so critical?? 🤔 I find it hard to believe.
If I wanted to keep the precision i’d save it as a code based strategy and tweak it there. But are the extra decimals REALLY so critical?? 🤔 I find it hard to believe.
Hi Glitch, YES, decimals can bring a big difference in the result, especially if we calculate in the blocks with variables that allow double as value.
Here my example, first with SMAC decimals and second with the round after restart the strategy new:
So the solution can be that I use the values coded in the C# which is not a challange for me.
Regards Christian
Here my example, first with SMAC decimals and second with the round after restart the strategy new:
So the solution can be that I use the values coded in the C# which is not a challange for me.
Regards Christian
I’d be very worried if your results are so reliant on tiny precision in double parameters. We should rather aim for stable results across a range of parameter values.
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