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BUG IN OPTIMIZATION PROCESS!!
ale1105
 Post subject: BUG IN OPTIMIZATION PROCESS!! Post rating: 0   New post Posted: Wed 13 Jun, 2018, 19:21 
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Location: Italy, VIGODARZERE
Optimization can work only if you set the number of parallel combination = 1. If you set more than one parallel calculation, the process gives each result mistaken.
I tried with several strategies and for each strategy, results are correct only if optimization work calculating one simulation at time.

This is an important bug because at present the only way to optimize strategies is to work with parallel combination set = 1... and this means must wait for a lot of time for each optimization.

Please test and let me know...

Thanks! ;)
 
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 Post subject: Re: BUG IN OPTIMIZATION PROCESS!! Post rating: 0   New post Posted: Fri 15 Jun, 2018, 14:57 
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Hello,

We were unable to reproduce this issue. Please give more detail on how to do it.
 
ale1105
 Post subject: Re: BUG IN OPTIMIZATION PROCESS!! Post rating: 0   New post Posted: Fri 15 Jun, 2018, 16:26 
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Hello,
I attached one example in which you can see the bug.
I tested a strategy and run the optimization in "yesterday" period. In the first two screenshots you can see the optimization form using only 1 test at time and the results of the process. These results are correct because when I try to backtest using parameters of optimization results, they are the same. In the second two screenshots, I run optimization process for the same strategy and the same optimization parameters... the only difference that process run with 100 parallel combinations at time. Well, in this case, I think I should get same results, but, as you can see, results are totally different and are totally mistaken. This bug happens also if I try to set only two parallel combinations at time.

Regards,
Alessandro
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Attachments:
File comment: optimization parameter with only 100 tests at time (results of process)
parallel optimization results.png [218.08 KiB]
Downloaded 273 times
File comment: optimization parameter with only 100 tests at time
parallel optimization form.png [23.46 KiB]
Downloaded 304 times
File comment: optimization parameter with only 1 test at time (results of process)
Serial optimization results.png [219.02 KiB]
Downloaded 297 times
File comment: optimization parameter with only 1 test at time
serial optimization form.png [23.13 KiB]
Downloaded 268 times
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API Support
 Post subject: Re: BUG IN OPTIMIZATION PROCESS!! Post rating: 0   New post Posted: Wed 20 Jun, 2018, 13:17 
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We tested on several different strategies, all works properly.
Seems what issue can be related with some specific parameters used in your strategy. Write [email protected] and attach your strategy sample, so we will be able to investigate deeper and give an accurate answer.
 
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