Adding more control for WFA/WFM optimization parameters.
Problem description:
When building custom strategies using (AlgoWizard) with many parameters/periods etc.. named using CUSTOM labels (like Param1, Param2, Param2), it is not possible to run automated WFA optimization (using Automatic mode) ONLY using these CUSTOM parameters labels. For now the only option is to run WFA in manual mode and manually select CUSTOM parameter labels + their ranges and disable all other unwanted parameters.
50% workaround:
After inspecting .xml files I managed to disable/hide some of the unwanted optimization parameters using
< makeExternal > false < / makeExternal >
However
this works only when strategies are 'loaded' using MANUAL optimization
mode (parameter table visible), it doesn't work in automatic
optimization mode.
Solution proposal 1:
Please
add CUSTOM parameters option to 'Your own settings selection window',
so users will have 100% control over parameters that need to be
optimized in both: manual and automatic mode: See Figure1.
Solution proposal 2 (much better!):
Please
add CUSTOM parameters mode with an option to specify your own
parameters and their optimization ranges in {Param1[START,STOP,STEP]}
fashion. See Figure2.
Solution proposal 3 (THE BEST option):
Please add CUSTOM parameters mode + ranges as configurable XML fields. This will allow to control all parameters and ranges without using any GUI. In ALL cases please make sure this option works:
*
In Manual WFA/WFM mode (where optimization parameter table is
automatically filled ONLY with parameters and ranges specified by:
{Param1[START,STOP,STEP]})
* In Automatic WFA/WFM mode
(parameters table not visible, but also here ONLY custom parameters used
with ranges specified by {Param1[START,STOP,STEP]})
* With custom strategies built directly in AlgoWizzard
* With strategies built by standard SQX GA builder, in case custom blocks are used that contain CUSTOM parameter labels.
Thank you!
Chris
Attachments
-
Votes +6
-
Project StrategyQuant X
-
Type Feature
-
Status New
-
Priority Normal
History
Kc
Kc
coensio
03.12.2022 18:45
E
IH
Kc
Kc
coensio
03.12.2022 19:10Description changed:
Problem description:
When building custom strategies using (AlgoWizard) with many parameters/periods etc.. named using CUSTOM labels (like Param1, Param2, Param2), it is not possible to run automated WFA optimization (using Automatic mode) ONLY using these CUSTOM parameters labels. For now the only option is to run WFA in manual mode and manually select CUSTOM parameter labels + their ranges and disable all other unwanted parameters.
50% workaround:
After inspecting .xml files I managed to disable/hide some of the unwanted optimization parameters using
< makeExternal > false < / makeExternal >
However
this works only when strategies are 'loaded' using MANUAL optimization
mode (parameter table visible), it doesn't work in automatic
optimization mode.
Solution proposal 1:
Please
add CUSTOM parameters option to 'Your own settings selection window',
so users will have 100% control over parameters that need to be
optimized in both: manual and automatic mode: See Figure1.
Solution proposal 2 (much better!):
Please
add CUSTOM parameters mode with an option to specify your own
parameters and their optimization ranges in {Param1[START,STOP,STEP]}
fashion. See Figure2.
Solution proposal 3 (THE BEST option):
Please add CUSTOM parameters mode + ranges as configurable XML fields. This will allow to control all parameters and ranges without using any GUI. In ALL cases please make sure this option works:
*
In Manual WFA/WFM mode (where optimization parameter table is
automatically filled ONLY with parameters and ranges specified by:
{Param1[START,STOP,STEP]})
* In Automatic WFA/WFM mode
(parameters table not visible, but also here ONLY custom parameters used
with ranges specified by {Param1[START,STOP,STEP]})
* With custom strategies built directly in AlgoWizzard
* With strategies built by standard SQX GA builder, in case custom blocks are used that contain CUSTOM parameter labels.
Thank you!
Chris
LP
Kc
coensio
04.12.2022 14:36Another idea: you could easily combine solution proposal 1 and 2, by implementing something like:
* {Param1[START,STOP,STEP]},{Param1[START,STOP,STEP]} = Only Param1 and Param2 used for optimization with ranges and steps defined by [START,STOP,STEP]
* {Param1[]},{Param2[]} = Only Param1 and Param2 used for optimization with ranges defined automatically by SQX settings like Up=20, Down=20 and steps=10
TM
4
Votes: +6
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