Hello. I have a few suggestions for improvement.
1. Increase the sampling range of the Shrinking Window optimization method to 1000x1000, so that you can run the optimization all night, for example.
2. In the optimization parameters, there are many different indicators, a good half of which I do not need. Make it possible to choose which indicators to calculate.
Thus, if I do not need all sorts of Sharpe, Sortino, etc., for example, the calculation would be much faster.
3. Return the ability to set optimization parameters directly in the interface, and not in the code, as it was in WL6. Now, in order to adjust the range and the optimization step, you need to edit the strategy code every time. This is very inconvenient!
4. Return the saving of the calculated parameters to the file and the loading from the file back. I don't understand why to remove the really necessary and useful functionality.
Thanks.
1. Increase the sampling range of the Shrinking Window optimization method to 1000x1000, so that you can run the optimization all night, for example.
2. In the optimization parameters, there are many different indicators, a good half of which I do not need. Make it possible to choose which indicators to calculate.
Thus, if I do not need all sorts of Sharpe, Sortino, etc., for example, the calculation would be much faster.
3. Return the ability to set optimization parameters directly in the interface, and not in the code, as it was in WL6. Now, in order to adjust the range and the optimization step, you need to edit the strategy code every time. This is very inconvenient!
4. Return the saving of the calculated parameters to the file and the loading from the file back. I don't understand why to remove the really necessary and useful functionality.
Thanks.
Rename
QUOTE:
3. Return the ability...
4. Return the saving...
Remember, WL7 was created from the ground up so technically no feature is even "missing". Hope this helps understanding.
If you wish to draw attention to a missing feature or suggest an improvement, start a new topic for each distinct request and mark with #FeatureRequest tag for it to appear on our feature wishlist. This allows you and other members promote it by voting on the request:
https://www.wealth-lab.com/wishlist
As this topic contains different enhancement suggestions, I think it doesn't qualify for conversion into a feature request. Hence the need in distinct topics.
QUOTE:
2. In the optimization parameters, there are many different indicators, a good half of which I do not need. Make it possible to choose which indicators to calculate. Thus, if I do not need all sorts of Sharpe, Sortino, etc., for example, the calculation would be much faster.
Responded:
https://www.wealth-lab.com/Discussion/Select-which-optimization-metrics-from-a-Scorecard-to-optimize-on-6238
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