Symbol by Symbol optimization is something I have been looking for and it is a huge improvement from WL6.
I usually optimize 100+ symbols and I have to filter the results in order to get rid of the "curve fitting" parameters.
Symbol by Symbol optimization is currently giving us only one option that is the "Show Result by".
I think I have requested it before but it now makes more sense with Symbol by Symbol optimization. That is an ability to filter the optimization results.
I can see the standard optimization result on Tabular tab but it's per symbol basis and it's a lot of work if you have 100+ symbols (almost impossible in a timely fashion).
I usually optimize 100+ symbols and I have to filter the results in order to get rid of the "curve fitting" parameters.
Symbol by Symbol optimization is currently giving us only one option that is the "Show Result by".
I think I have requested it before but it now makes more sense with Symbol by Symbol optimization. That is an ability to filter the optimization results.
I can see the standard optimization result on Tabular tab but it's per symbol basis and it's a lot of work if you have 100+ symbols (almost impossible in a timely fashion).
Rename
So you want to see the full results for all 100+ symbols in one tabular view that you can filter?
QUOTE:That wouldn't be nesessary to see the full results in one tabular but if that is the case I would like to see the post-filtered results in Symbol by Symbol tab where I can see the best result for each symbol sorted by "Show Results with" setting.
So you want to see the full results for all 100+ symbols in one tabular view that you can filter?
The "Show Results with" is great but the problem is that there is no way to filter out the "curve fitting" parameters.
Let's say you optimize for an year, a highest profit is shown for a parameter that has only a few trades for an year, it doesn't make sense to trust such parameter.
In my view the solution would be to create a metric that performs all of this filtering for you in the scorecard. But yes i understand now what you’re looking for, thanks 👍
Isn't this a duplicate of the other filtering feature request?
https://www.wealth-lab.com/Discussion/Advanced-filtering-of-optimization-results-7015
https://www.wealth-lab.com/Discussion/Advanced-filtering-of-optimization-results-7015
Not exactly a duplicate but this is more specific to Symbol by Symbol optimization.
If we decide to implement the new control mentioned in the other Optimization Filter request then it would make sense to apply it in a ubiquitous manner. How in your opinion would the Symbol by Symbol behavior be different?
When I have 100+ symbols to optimize on Symbol by Symbol optimization and if I don't need to apply the Optimization Filter for each optimization result total 100+ times, then Symbol by Symbol behavior wouldn't be different.
Just having an Optimization Filter on a single symbol result isn't sufficient for Symbol by Symbol optimization.
Just having an Optimization Filter on a single symbol result isn't sufficient for Symbol by Symbol optimization.
So my understanding is that it's "Show Results with" and an Optimization Filter on the ListView on all optimization tabs.
QUOTE:I think so. I would like "Show Results with" to show the post-filtered results.
So my understanding is that it's "Show Results with" and an Optimization Filter on the ListView on all optimization tabs.
Now that we have Standard Optimization result filtering appearing in Build 41 we can eventually re-use some of these concepts, including the new Optimization Filter Sets, for this Symbol by Symbol request.
Your Response
Post
Edit Post
Login is required