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Historical Tester Opimization only 5 time periods are availble
 Post subject: Historical Tester Opimization only 5 time periods are availble Post rating: 0   New post Posted: Fri 27 Apr, 2012, 05:23 

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when trying to optimize a strategy the only time periods availble are ticks, 1 minute, 1 hour and days. 5 minute, 10 minute, 15 minute and 30 minute time periods are not listed.


 
 Post subject: Re: Historical Tester Opimization only 5 time periods are availble Post rating: 0   New post Posted: Mon 30 Apr, 2012, 09:18 
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Yes, this is true. The tests will be possible only on 4 periods.


 
 Post subject: Re: Historical Tester Opimization only 5 time periods are availble Post rating: 0   New post Posted: Mon 30 Apr, 2012, 14:27 

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Dear Support

>Yes, this is true. The tests will be possible only on 4 periods.

Is it serious? why?

testing with optimization
-> 4 periods
testing with no-optimization
-> 18 periods
what difference is this?

and, periods of data to be used (two right of "Instruments" button) are 4 periods too.
it slow test when testing with 10mins or 15mins bar.

I hope turning back both.


 
 Post subject: Re: Historical Tester Opimization only 5 time periods are availble Post rating: 0   New post Posted: Tue 01 May, 2012, 11:33 
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"testing with no-optimization
-> 18 periods
what difference is this?"

There are no 18 periods. You must have been looking into Visual mode settings under Custom settings menu. These are the settings for the Visual mode only. They just display the trading activity on e.g. 15 min chart, which you can switch to any other timeframe during the test.

The "real" test periods on which the test is performed are those which you select in the main HTester screen. There are 4 of them.

Our platform works with only 4 timeframes. All the other periods are derived (calculated) from these. If we allow the test on the custom periods, the testing process will be very slow as the custom period needs to be derived and interpolated then. This is useless.

We recommend to test on the 4 periods. The most precise would be the ticks timeframe. Enabling the Visual mode would make the test slow.


 
 Post subject: Re: Historical Tester Opimization only 5 time periods are availble Post rating: 0   New post Posted: Mon 07 May, 2012, 15:17 

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I sometimes would like to optomize the time period of an indicator within a strategy. I think that is when all of the time periods should be availble.


 
 Post subject: Re: Historical Tester Opimization only 5 time periods are availble Post rating: 0   New post Posted: Mon 07 May, 2012, 21:50 

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The 4 mentioned timeframes in the optimizer are only for granularity of precision.
If you set your period in your EA to say 15 mins, filter OnBar ticks accordingly, and set the optimizer to tick or higher, it'll work properly.

Suppose your OnBar event has the following filter:
Period myPeriod = Period.FIVETEEN_MINUTES;
...
onBar(Instrument instrument, Period period, ...) {
  if (period != myPeriod) {
    return;
  }
  ...
}


ofc, if you pick a timeframe for input in the optimizer thats higher than tick data, you'll have deviations from "reality" since your EA wont get updated as frequently as it normally would.


 
 Post subject: Re: Historical Tester Opimization only 5 time periods are availble Post rating: 0   New post Posted: Wed 09 May, 2012, 19:28 

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filson, in your example you picked 15 minutes as "myPeriod". perhaps i want to optomize "myPeriod".


 
 Post subject: Re: Historical Tester Opimization only 5 time periods are availble Post rating: 0   New post Posted: Thu 10 May, 2012, 22:15 

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If you want to run the same EA on different timeframes (the myPeriod bit), youll have to do it manually.

The optimizer will help you with other parameters of your EA, like Moving Average settings or similar.
All public variables except the timeframe.


 
 Post subject: Re: Historical Tester Opimization only 5 time periods are availble Post rating: 0   New post Posted: Fri 11 May, 2012, 23:50 

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I already use a work around that allows me to optomize time periods. I was just wanting an more direct way of doing it.


 

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