B126 - Result of Sys. Param Permutation - Incorrect - random

Hi,



I optimize 1 strategy with total combinations 3825 with max optimizations 20000. Top strategs to store: 3826
Every time I optimize with the same strategy and the same parametres (all indentical), always generate the same strategys optimized.


But the problem is in the Result of Sys. Param Permutation.
Every time I optimize with the same strategy and the same parametres (all indentical), always generate different distributions and different median values.

Sometimes I don't wait for it to finish and I see the results. Other times I wait for it to finish to see the results. It doesn't matter, the random effect is the same.



I think it's is incorrect because if generate the same strategys optimized, the distributions would be the same.


Can you see this issue?


Build 126
Regards,

Attachments
opt3.png
(40.78 KiB)
opt1.png
(21.09 KiB)
opt2.png
(6.46 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

m
#1

Mariano

11.04.2020 19:07

Task created

m
#2

Mariano

11.04.2020 19:24
Voted for this task.
m
#3

Mariano

11.04.2020 19:27

Attachment opt4.png added

I add the same effect on Optimization Profile.

If I look at the results before I finish then it doesn't update with all the iterations.

Total: 3825

Image: 349 and then I never get to see the others.

TT
#4

Tamas

14.04.2020 09:01

Status changed from New to In progress

BS
#5

BobS

14.04.2020 15:35
Voted for this task.

Votes: +2

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