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Optimize BarPeriod #472744
05/19/18 20:06
05/19/18 20:06
Joined: Apr 2018
Posts: 37
S
sdelatorre Offline OP
Newbie
sdelatorre  Offline OP
Newbie
S

Joined: Apr 2018
Posts: 37
hello,
i'm testing optimize everal vars, like stop and others but when I try to optimize BarPerdiod:

BarPeriod=optimize(60,15,90,15); Is is posible ??

......Zorro shows:
Check Loopback,settings asset order
Error 047 . no bars to plot

--> ANy idea ? Of course I changed loopback..


Thanks in advance

Re: Optimize BarPeriod [Re: sdelatorre] #472749
05/20/18 08:55
05/20/18 08:55
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
The bar period cannot be directly optimized. What you could do is optimizing the slider(0) position, but this works only under special circumstances, since the bar period is very fundamental to a system.

Better optimize time periods of indicators.

Re: Optimize BarPeriod [Re: jcl] #482445
02/07/21 11:31
02/07/21 11:31
Joined: Feb 2021
Posts: 19
C
CpOo Offline
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CpOo  Offline
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C

Joined: Feb 2021
Posts: 19
Hi!

I am trying to use the BarPeriod = optimize(...) but it seems that is not working as I thought and can't find any example of that.

I read the docs and found that it should be possible after Zorro 1.14 (https://zorro-project.com/manual/en/new.htm):

"The BarPeriod variable can now be set from an optimize call, except for WFO."

And also show some forum examples that are working (https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=431959) but I try several variations without any luck so far:

BarPeriod = optimize(60,60,240,10);

The script in train mode starts but after Step 1 stop with the following message:

Error 030 - check order of settings


I would like to use that to find the best timeframes for the strategy as described in the above post. Not really to optimize anything but as a first strategy design step.

I know that I can use TimeFrame without limitations and it works, but as BarPeriod and Timeframe are not really the same thing the results are not as expected.

Any help or hint would be much appreciated


Last edited by CpOo; 02/07/21 11:35.
Re: Optimize BarPeriod [Re: sdelatorre] #482450
02/08/21 11:40
02/08/21 11:40
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Early Zorro versions could indeed optimize the bar period. This was later removed because it had unwanted side effects. The bar period is fundamental to a trading system, so changing the bar period produces a very different system.

But you can optimize anything derived from the bar period, like time frames or time periods.

Re: Optimize BarPeriod [Re: jcl] #482456
02/08/21 19:49
02/08/21 19:49
Joined: Feb 2021
Posts: 19
C
CpOo Offline
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CpOo  Offline
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C

Joined: Feb 2021
Posts: 19
Thank you very much for your help!


Moderated by  Petra 

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