• Registered: 2018-05-13
  • Posts: 10

Topic: Optimizer issue, how work?

hi!

in the video I show a test strategy, with different number in the "N bars" give diferent win/loss ratio, the best result is 20, ok. so I proceed to leve the number at 10, and do a optimizer from 1 to 35 with step of 1, and "search best" win/loss ratio. and nothing hapen, so I dont undestand how work this.


https://1drv.ms/u/s!AvwpFG6cgwsGjx6oetx6PI41c4RD


here is the strategy:

https://www.sendspace.com/file/9qjire


someone understand what happen?

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

Re: Optimizer issue, how work?

The strategy may not fulfill the Acceptance Criteria and that to prevent the Optimizer to validate it.

I loaded your strategy and tested to optimize it, but it dis not produced results (as you have noticed)
So I removed the "Strategy fulfills the acceptance criteria' from the "Settings" button of the Optimizer.
Now it produced an optimized strategy:

https://image-holder.forexsb.com/store/fsb-optimizer-settings-acceptance-criteria.png

The best N Bars param for my case is 33:

https://image-holder.forexsb.com/store/fsb-optimizer-test-strategy-n-bars-33.png

Popov's Website

  • Registered: 2018-05-13
  • Posts: 10

Re: Optimizer issue, how work?

Hi Popov,

Thanks, yes I have the same setup, but after testing several time in a VM and another computers, to replicated this issue, I notice that if the strategy was generated with the Generator using EURUSD 5M (this is the case with this strategy), the optimizer will work only with EURUSD and TF 5M, also work with USDJPY TF 5M, but NOT working with GBPUSD, USDCHF, EURGBP, I dont test the anothers pairs. but is strange.

maybe you will have the explanation for this behaviour.

pd. you can test with the FSB Demo Data to replicated.

thanks