Cheers again @nicolas, I see you have different profits/losses and dev stop values. I’d kill to get an optimisation result like that! I’ve done a hundred plus optimisations before with no problem. I’ve sat here for two hours looking at this thread, your PRC code and doing optimisations trying different things to get it to work but I just get lots of identical profits with lots of different dev stop p values…

I’ve optimised only p3 and n in my strategy as my image indicatorstrategy.png shows yesterday. The p2 value is now fixed and p3 is optimised between 0 and 10 in steps of 0.1 std deviations. I have REM’d the p3 and n values in the indicator. P3 (and the other p values) are written next to the indicator name in the strategy (as per your image above) and in the optimisation window with p3 (and n) set as “optimised.”
(I only used p3 instead of p2 because that is – in a typical Kase Dev Stop – the last of four lines and the 99.7% point of no return line. It’s also the middle value and easy to spot quickly when including dev stop 4.5 and 6.0).

I still am unsure why it hasn’t optimised, it should work and yet it doesn’t?

I looked at the PRC strategy you uploaded a while back and had wondered why all the p values from p1 to p5 are all being optimised in the optimisation window and not just p2 (or p3) and why the indicator has all the p values REM’d out? (I know including all the p values was originally my attempt at optimising).

The PRC strategy didn’t work for me (once I REM’d the p2 and n values in the indicator code and optimised the p2 and n in the variable optimisation window), in that it gave a profit of £8,612k on the 4 hour Swissy, (4th Jan 2015 – 29th June 2018), when I know manually using different dev stops made more profit as the screenshot I posted earlier shows: https://www.prorealcode.com/topic/how-do-you-optimise-atr-stops-around-price/page/2/#post-80533. 

I notice you left all the p values and the n value in the uploaded PRC strategy code written next to the indicator name that is being called. 

Why then doesn’t the optimisation work when everything is REM’d and optimised in the same manner albeit switching everything that happened to p2 now for p3 as in your optimisation image yesterday (10th Oct)?

Does your indicator code look like my code and variables? Pls see screenshot below.

Thanks once again for your patience because I realise to you this must look simple but I’m just going round in circles here and I genuinely can’t figure it out.

Ps/ Pls ignore first image. See “//p2 image.”