Backtest -> Expert Properties -> Optimization -> Limitation ..?

New comment
 

Hi,

Do the Limitaions of the Backtest Expert-Setup window (it has three tabs: Testing, Inputs and Optimization) really work (and how)?

I tried to use e.g. "Maximal drawdown". :(

So I first enabled "Maximal drawdown" and then tried to change the default value 70 to 90. But as soon as I left the value field my 90 switched back to 70?

Ok, I let it run with "Maximal drawdown" enabled and its value 70, but I got many results with a max dd more than 70?

Thanks in advance,

Carl

 
  1. Balance minimum, maximal drawdown, etc. means the optimizer stops that set of parameters when the condition is reached as opposed to letting it run until the end 'to date'. Of course you will get many results like that, the setting doesn't remove them. Did you right click on the results tab and select Skip Useless Results at the beginning of the run? Then you won't see non-profitable results.
  2. 70 to 90 works fine. Did you Install in \program files* on Vista/Win7?
 
gooly:

So I first enabled "Maximal drawdown" and then tried to change the default value 70 to 90. But as soon as I left the value field my 90 switched back to 70?

Ok, I let it run with "Maximal drawdown" enabled and its value 70, but I got many results with a max dd more than 70?

Hi!

1. If you change any of the default values then press Enter, and it won't switch back.

2. Do you mean you "got many results with a max dd more than 70" PERCENT?
 
WHRoeder:
  1. Balance minimum, maximal drawdown, etc. means the optimizer stops that set of parameters when the condition is reached as opposed to letting it run until the end 'to date'. Of course you will get many results like that, the setting doesn't remove them. Did you right click on the results tab and select Skip Useless Results at the beginning of the run? Then you won't see non-profitable results.
  2. 70 to 90 works fine. Did you Install in \program files* on Vista/Win7?

yes Win 7 64bit
 
LordoftheMoney:
Hi!

1. If you change any of the default values then press Enter, and it won't switch back.

2. Do you mean you "got many results with a max dd more than 70" PERCENT?

add 1. Right, Entter accepts the other value.

add 2. PERCENT? We have (on the first tab of the opimization) optimize Maximal DD and DD percent. So I assume Maximal DD of the Limitations is not (?) max DD Percent but Max DD??

Am I wrong?

Carl

 
gooly:
add 2. PERCENT? We have (on the first tab of the opimization) optimize Maximal DD and DD percent. So I assume Maximal DD of the Limitations is not (?) max DD Percent but Max DD??

Hi!

The optimized parameter setting on the first tab does not matter in this case. Setting "maximal dd" on the 3rd tab will always mean percent of the ballance. After setting a maximal dd percent value on the 3rd tab i would really wonder if you got any result having more percent dd than that setting.

 
gooly:

yes Win 7 64bit
You may want to install it outside C:\Program Files, we read so many problem when MetaTrader were installed in C:\Program Files :(
New comment
Reason: