1 Topic by geektrader (edited by geektrader 2022-01-07 21:16:59)

  • From: Germany
  • Registered: 2010-04-05
  • Posts: 788

Topic: Optimization has strange results sometimes

Hi Mr. Popov,

I wanted to report this for a while already. It´s not a big problem, but I am wondering why this happens. See the attached screenshot. I was optimizing for "Net Balance", yet the optimization finds and ends up with a reduced "Net Profit". Why is that? Rounding errors because the difference is so small?

Thank you.

https://forexsb.com/forum/misc.php?action=pun_attachment&item=4635&download=0

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  • Popov
  • Popov
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,885

Re: Optimization has strange results sometimes

When you use OOS, you optimize the target param at the OOS bar.

On the other hand, the Backtest output shows the complete backtest stats.

Probably I have to make it with two tabs: "Complete result" and "OOS Result" when OOS is active.

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  • From: Germany
  • Registered: 2010-04-05
  • Posts: 788

Re: Optimization has strange results sometimes

Ahhh, makes sense, you are absolutely right :-) Sure, more stats are always good of course ;-)

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