How to Use Console Optimizer?

Discussions of tools and methods to backtest and optimize strategies.

Moderator: admin

Re: How to Use Console Optimizer?

Postby Kingpin » Mon Jun 24, 2013 12:46 pm

dtb71fxcm:

I´ve tried PowerShell. The 64bit is using all 4 cores but NOT all 8 threads (Intel Hyper Threading). 32bit SDK is using all 8 threads...

Do you have a CPU with Hyper Threading?
Kingpin
 
Posts: 51
Joined: Tue Nov 22, 2011 3:14 am

Re: How to Use Console Optimizer?

Postby Kingpin » Thu Jun 27, 2013 4:54 am

I found another problem. The link on fxcodebase.com is for the old version of SDK (V2.1: http://www.fxcodebase.com/documentation.php).

The link on fxcodebaseWIKI is the new one (V2.2: http://fxcodebase.com/wiki/index.php/Wh ... re_SDK_2.2). Please adjust the link on FXCodebase.com ;-)

I´ve installed SDK V2.2, but now even this is working only on 4 cores/threads no more on 8 :-( The 64bit SDK is also working only on 4 cores/threads like the old one.

Thx
Kingpin
 
Posts: 51
Joined: Tue Nov 22, 2011 3:14 am

Re: How to Use Console Optimizer?

Postby sunshine » Fri Jul 05, 2013 7:27 am

Kingpin wrote:I found another problem. The link on fxcodebase.com is for the old version of SDK (V2.1: http://www.fxcodebase.com/documentation.php).

Indicore SDK 2.2 currently is in the beta stage. The URL you specified is the link to the production version.
sunshine
 

Re: How to Use Console Optimizer?

Postby sunshine » Fri Jul 05, 2013 7:27 am

The new version of Console Optimizer is released.
Changes:
  • Increased time interval for optimization (27 years for one instrument);
  • Ability to optimize on more than 3 instruments. Additional instruments can now be specified in the command line. For more information, see .chm help file.
  • The fix of the issue with not using of all threads.
The download link is the same.
sunshine
 

Re: How to Use Console Optimizer?

Postby mstreck » Thu Aug 22, 2013 7:02 am

Hi,

I would like to repeat my request to have a sorting added for ranking the Output results. Is this possible near-term?

Also, if you could finally add a relative draw-down percentage and Output the Maximum this would be great since this is my most important design Parameter for my risk Management.

In the 32-bit Versions for backtesting, a graph of relative draw-down would be most appreciated!

I know that these are a lot of requests, but they are really essential to work with automated strategy design.

Best regards,
Martin
mstreck
FXCodeBase: Initiate
 
Posts: 161
Joined: Wed May 30, 2012 1:42 am

Re: How to Use Console Optimizer?

Postby Kingpin » Thu Sep 12, 2013 5:45 am

I want msstreck´s requests (sorting results in the browser after output and max drawdown in percent) too.

It is possible to include an option for completely ignoring negative results for faster optimization and using less hardware resources like in MT4?

WBR
Kingpin
 
Posts: 51
Joined: Tue Nov 22, 2011 3:14 am

Re: How to Use Console Optimizer?

Postby rrrix1 » Thu Sep 12, 2013 2:46 pm

Hi guys,

Attached is a zip with replacement .XSL file with a JQuery plugin .js file. The JQuery main plugin is pulled from Google CDN.

The new .XSL file automatically sorts results by the "RESULT" column.

The .js file is for dynamic sorting, just click the column header to switch sorting ascending/descending on that column.

Also, this .xsl only picks the top 500 results, and always ignores results where the final balance is less than the initial balance.

let me know if this helps or you want a change.
Attachments
Result2HtmlSort.zip
(9.63 KiB) Downloaded 1528 times
rrrix1
 
Posts: 11
Joined: Fri Jan 27, 2012 1:33 pm

Re: How to Use Console Optimizer?

Postby Kingpin » Tue Sep 17, 2013 1:14 am

Thx rrrix1

How I have to install this?
Kingpin
 
Posts: 51
Joined: Tue Nov 22, 2011 3:14 am

Re: How to Use Console Optimizer?

Postby rrrix1 » Thu Sep 19, 2013 2:15 pm

Unzip into the ConsoleOptimizer64 directory, and replace the existing .xslt file.
rrrix1
 
Posts: 11
Joined: Fri Jan 27, 2012 1:33 pm

Re: How to Use Console Optimizer?

Postby mstreck » Fri Sep 27, 2013 1:41 am

Hi rrix1,

thank you for this tool. It makes the Analysis of the results really that much easier for me, and I am sure for others using the 64-bit optimiser as well!

Cheers,
Martin
mstreck
FXCodeBase: Initiate
 
Posts: 161
Joined: Wed May 30, 2012 1:42 am

PreviousNext

Return to Backtesting and Optimization

Who is online

Users browsing this forum: No registered users and 1 guest