1 (edited by yonkuro 2016-09-05 11:14:58)

Topic: Unexpected Optimization Result

Hi Popov,

I optimized a strategy for best net balance, and I got a setting with 4.38 System Quality Number (SQN)
https://s11.postimg.org/t09gkcokv/SS_05092016_Net.jpg

Then I optimized the original strategy again for best SQN, expecting a higher SQN or at least same. But the best strategy I got only had 3.84 SQN, which was lower than the previous "net balance" optimized strategy.
https://s22.postimg.org/ydkq12hxp/SS_05092016_SQN.jpg

Both optimization processes used the same data, same parameter range and the acceptance criteria was also very loose
https://s18.postimg.org/y55ul2iid/SS_05092016_Acceptance.jpg

I thought if I used "Best SQN" method I would get the best setting with highest SQN but I was wrong. I read the wiki section again but got no idea or maybe I missed something here. So how does the FSB optimizer work?

BTW the strategies are attached

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I’m working on improving my English and trading skill

Re: Unexpected Optimization Result

When the program starts the optimization from the initial strategy, it makes many intermediate optimization steps until it reaches the highest Net Balance. Normally the Net Balance is in direct proportion to the SQN, so it is not surprising that the first optimization reaches a high SQN result.

When you start the optimizer to optimize SQN, it tries to change the parameters in order to reach the highest possible SQN. However, it may miss some step from the first optimization and to not be possible to reach so high SQN. For example it is possible to have an intermediate step where the Net Balance to be higher than the Net Balance from the previous optimization step, but the SQN to be lower than the previous. In such case, the optimizer will accept this step only if it searches for higher Net Balance, but not when searches for higher SQN. The opposite case is also possible.

3 (edited by yonkuro 2016-09-06 11:29:09)

Re: Unexpected Optimization Result

Is there any way to avoid the missing steps in FSB Pro optimization?
And could you please give me some advice so I can maximize the optimizer potential?

I’m working on improving my English and trading skill