128: Optimizer: Big differnece in the optimizer results

I have big difference in the results of the Optimizer:
- Equity Chart ending balance = $ 7457
- List of trades ending balance = $ 1648
- WF NEt Profit = 3194166

Attached the strategies and the config file of the optimizer
Attachments
Config_Optimizer.cfx
(2.79 KiB)
difference1.jpg
(310.63 KiB)
difference2.jpg
(158.02 KiB)
WF Optimization - Strategy 493113.sqx
(167.88 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

Dw
#1

Diwi

22.06.2020 11:51

Task created

TT
#2

Tamas

24.06.2020 09:25

Status changed from New to Refused

Attachment WF.jpg added

WF.jpg
(558.56 KiB)
It is not a bug. You have compared WF results with the original strategy. 

To see the correct results you need to change Data option to WF.


Comparing equity chart / trade list. Equity chart is displayed from 0 balance. Balance on Trade list tab is computed from the value set in Initial capital on MM tab.

Dw
#3

Diwi

24.06.2020 15:13
Thank you Tomas, I will try this.
E
#4

Emmanuel

25.06.2020 08:22
Voted for this task.

Votes: +1

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