[build 126] Optimizer refuses Strategies containing String-variables

From time to time my strategies must contain String-variables (for example to allow messaging between TradeOption-extension and StrategyBase via "variables()".

XML-snippet-EXAMPLE:

      <variable>
        <id>A01BC567-44DB-5F0B-6ADD-FDF7CD5F4FE3</id>
        <name>v_1_Message</name>
        <type>string</type>
        <value>Print this to separate logfile</value>
        <makeExternal>false</makeExternal>
      </variable>

But if such Strategy should be optimized, the optimizer refuses it by detecting a String-variable!!!

So it would be helpful to hide such String-variables for the optimizer, for exmple with an additional expression like:

"<makeVisibleForOpt>false</makeVisibleForOpt>"

Or may be better: Make String-variables generally unvisible for the optimizer (because they could'nt be "optimized")?
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

k
#1

kleva

16.04.2020 21:52

Task created

MF
#2

Mark Fric

23.04.2020 10:51

Status changed from New to Waiting for information

please attach an example of such strategy and your custom trading ooption. I don't know what you mean exactly.
k
#3

kleva

23.04.2020 13:44

Attachment SampleStrategy1_with_String.sqx added

Attachment Error.jpg added

Hi Mark,

please see files attached. Even if the String variable is deactivated in optimizer-settings, it refuses to start optimization. Seems to me, that optimizer refuses automatically ALL strategys, containing any string-variables. And that's so not wishfull ... .

TT
#4

Tamas

19.05.2020 14:47

Status changed from Waiting for information to New

TB
#5

Tomas Brynda

23.05.2020 17:41

Status changed from New to Fixed

Hi Kleva,

I have fixed this issue. String parameters won't appear in optimization params at all, because they can't be optimized.


Best regards,

Tomas


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