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Optimizing #449104
03/04/15 17:08
03/04/15 17:08
Joined: Feb 2015
Posts: 652
Milano, Italy
M
MatPed Offline OP
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MatPed  Offline OP
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Milano, Italy
Hi, just started with Zorro and it looks promising...
In a testing strategy I have declared the following parameters:

var slATR = optimize(2,1,3,0.1);
int tpMtp = optimize (3,2,5);
var ratioATR = optimize(2.0,1.5,7.0,0.1);
int adxFilter = optimize (9,5,30,1);

After the optimization process I receive the following optimized values:

EUR/USD:VB 1.198 4.30 5.91 7.00=> 3.774

The first and third parameter should be a multiple of 0.1 , but they are not. What am I missing?

Even the fourth parameter has an issue because it should be an integer while is represented as a decimal. But I understand that this could be just the preferred format to store the parameters in the .par file and the appropriate conversion is done when loaded.

Thank you in advance

Re: Optimizing [Re: MatPed] #449145
03/05/15 17:22
03/05/15 17:22
Joined: Jul 2000
Posts: 27,982
Frankfurt
jcl Offline

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jcl  Offline

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Posts: 27,982
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The optimize results are not a multiple of the step width. They can have any value, even between steps.

Re: Optimizing [Re: jcl] #449147
03/05/15 17:50
03/05/15 17:50
Joined: Feb 2015
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MatPed Offline OP
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MatPed  Offline OP
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Ok, gotcha. I had misunderstood what stated in the manual. Thx

Last edited by MatPed; 03/05/15 17:50.
Re: Optimizing [Re: MatPed] #457614
01/24/16 16:46
01/24/16 16:46
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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The manual states at a lot of indicators "int TimePeriod", so I wonder if Zorro really uses decimales in lengths of time periods according to the results of optimizing and the content of .par files? Is a moving average of 5.34 time periods defined anyway?

Re: Optimizing [Re: Sphin] #457640
01/25/16 10:11
01/25/16 10:11
Joined: Jul 2000
Posts: 27,982
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jcl Offline

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jcl  Offline

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It is theoretically possible to define a MA with a non-integer time period, but all Zorro indicators use integer time periods.

Re: Optimizing [Re: jcl] #457653
01/25/16 20:51
01/25/16 20:51
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Okay, the optimize function writes the following .par file:

AUD/JPY 10.8 50.2 120=> 8.705
AUD/USD 8.11 70.7 140=> 2.156
EUR/AUD 9.81 70.1 270=> 1.770

where the first and second parameter are time periods of SMAs. I guess they are rounded to int when used in test & trade according to your answer? 10.8 to 11, 8.11 to 8?

Re: Optimizing [Re: Sphin] #457679
01/26/16 14:46
01/26/16 14:46
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Posts: 27,982
Frankfurt
jcl Offline

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jcl  Offline

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Posts: 27,982
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No, they are truncated, not rounded. For rounding you must explicitely use the round() function.

Re: Optimizing [Re: jcl] #457690
01/26/16 17:25
01/26/16 17:25
Joined: Dec 2013
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Fuerth, DE
Sphin Offline
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Sphin  Offline
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SMA = series(SMA(Price, round(optimize(10,10,200),1)));

This way for rounding to the nearest integer?

Re: Optimizing [Re: Sphin] #457698
01/27/16 09:56
01/27/16 09:56
Joined: Jul 2000
Posts: 27,982
Frankfurt
jcl Offline

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jcl  Offline

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Yes.


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