Too many errors optimization is stopped

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Too many errors optimization is stopped

Postby TakisGen » Sat May 31, 2014 9:35 am

How much is "too many"?
Who decides that an assertion is an error?
How do you prevent the optimizer from displaying results when certain criteria are met?
How would youu and how do you make your optimizations faster when for example you know that a max dd point is reached?
Why host:execute stop displays results?
Why host:trace does not display messages?

thx for your patience
Takis
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Re: Too many errors optimization is stopped

Postby moomoofx » Sun Jun 01, 2014 2:56 am

Hi Takis,

Yes that error annoys me too.

I can't answer all your questions, but here is what I know.
- An assert throws an error if the condition is false. That is what it is for, it's in the documentation. (http://www.fxcodebase.com/documents/Ind ... ssert.html)
- I have noticed that the optimizations run slow depending on the trades, not so much the data. If your strategy was to disable trading after it's max dd was reached, it would run through the rest of it's data pretty fast.
- The optimizer runs many jobs in parallel, I don't even know you would display such a log not to mention the amount of memory that would be required to load it all into memory if you are running thousands of optimizations.
- It's fairly easy to add code to log to a file, so that's what I do ensuring that each instance's file has a unique name that allows me to narrow down which file belongs to which set of data.

Good luck!
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Re: Too many errors optimization is stopped

Postby TakisGen » Mon Jun 02, 2014 3:09 pm

Thx for your responce moomoofx,

I am not complaining for slow running, the optimizer runs perfectly fast!
But i am complaining about programmers trying to protect programmers from doing mistakes :)
That is true all over the application. To give another example of this, save a profile and then go and remove a parameter. The profile is unusable. You can add parameters tho!

Indeed, the more trades the optimizer has to deal with, the longer the run will be.
I am doing exactly what you are sudgesting, i am dissabling the process as soon as the max dd is reached. But this does not solve my problem. You see, i have 100% "green" lines and stopping does not unclutter the results tab from those trades. Then i though i could use the assert function but my idea to quickly get rid of unwanted processes even if they are positive seems to be in conflict with the optimizer :)
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Re: Too many errors optimization is stopped

Postby moomoofx » Tue Jun 03, 2014 7:57 am

I'm quite certain the optimizer discards results from runs that terminate in error. In fact, I just tested it.

I added a boolean parameter and logic that would
Code: Select all
error("Error Test!");

when the parameter is set to true and a certain loss situation arises.

I then ran the optimizer with only two possible passes, the boolean parameter true, and false. I only get a result when the parameter is set to false.
Errors.png

Doesn't this solve your problem?

Cheers,
MooMooFX
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Re: Too many errors optimization is stopped

Postby TakisGen » Tue Jun 03, 2014 2:06 pm

Hi MooMooFX,
no, not working. Someone is counting in the background to 100 :lol:
Thx for the try!

Takis
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Re: Too many errors optimization is stopped

Postby moomoofx » Wed Jun 04, 2014 1:50 am

Ah well - works for me! I'm using the optimizer in Market Scope not the SDK's one.

If I set the flag to true, it throws an error once a certain number of loss trades are made. The run that threw the error does not have any results.
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Re: Too many errors optimization is stopped

Postby TakisGen » Wed Jun 04, 2014 5:38 am

Yes, you are right.
Now try throuing 101 errors!!
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Re: Too many errors optimization is stopped

Postby Valeria » Fri Jun 06, 2014 7:04 am

Hi guys,

I have discussed the issue with the developers. They decided that the ability to set the limit of the optimization errors should be added in the future releases of Trading Station and Indicore SDK.
Thank you that raised this topic.
Valeria
 

Re: Too many errors optimization is stopped

Postby TakisGen » Sat Sep 06, 2014 7:52 am

Thank you Valeria!

moomoofx: fyi i have figured it out.
have lowered the initial capital to max 10 times the mmr on all pairs.
after all it was rather easy :)
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