It appears optimize() can't be used with BarPeriod? (& other System Variables?) Is this correct? Are there any other optimize() limitations?

AFAIK there are no optimize limitations. Maybe you've changed BarPeriod at the wrong moment, such as after loading the asset?

I've tried with exactly one BarPeriod = optimize(...).

With no if(is(INITRUN)), Train works but the parameter graph is identical for all values, no matter what optimize settings I've tried (so far).

With the BarPeriod = optimize(...) inside an if(is(INITRUN)), Train gives an error 040, Bar 1:2 - Bar 2:0.

Zorro 1.12.

You can find the meaning of all error numbers in the manual under "Error messages". Error 040 just means a wrong number of optimize calls. You can not sometimes optimize and sometimes not - either you call optimize in every run, or not at all.

http://manual.zorro-trader.com/optimize.htm

If you can't find the problem, please post your script here and I'll look over it.

Thanks jcl. I've been to the manual many times. But that doesn't mean I understand it all!

First, shouldn't the error/result be the same no matter where BarPeriod is set?

As for the example code, this:


gives identical results for all optimize parameters I've tried so far.

This:



gives the Error 040.

The Error 040 is because you called optimize() only in the first run. It is not allowed to have a different number of optimize calls in different runs.

As to why you got identical results, I'll have to ask. Maybe once the bars are built, subsequent changes to BarPeriod have no effect. If so, then you have to use TimeFrame instead of BarPeriod for optimizing the bar period:

Thanks jcl. It's so much fun being a junior programmer again & making such idiotic mistakes...

At least now it's maybe sunk in that optimize() is not a "meta" process set up once at the beginning of strategy execution, but rather implemented as a regular function call...

But BarPeriod may be... Thanks for the TimeFrame code.

jcl, I tried your TimeFrame optimization above but am suspicious of the results. Every odd parameter value (e.g., 1, 3, 5, ... 23) has exactly the same result. Some of the other results are duplicated too, but not that often. This has happened with every asset I've tried so far. Do these results really make sense?

I also had to ask and learned that they are correct, but do in fact not make much sense. Reason is that for TimeFrame only the time frames on the Period slider are supported. Inbetween time frames are ignored, so as if you had not set time frame at all.

This was not documented and is in fact an unnecessary limitation in my opinion, so in the next Zorro version all time frames will be supported, even odd values.

Thanks jcl. Please clarify what the "time frames on the Period slider" are. I though the Period slider set BarPeriod, not TimeFrame. For a given BarPeriod, what TimeFrames are currently supported in 1.12?