Reports inconsistent

• 04/08/2020 at 4:10 PM #125265
  Bard

  Hi, Does anyone know why I have a fully populated Optimise report but no trades in the Detailed Trade report when doing an optimised backtest? Pls see images, one with red numbers the other in white.

  Cheers,

   

   

   

  

  Bard

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  04/08/2020 at 4:21 PM #125267
  GraHal

  If you click on the 2nd row you should see 76 trades … but at an overall loss?

  0 trades is what gives you highest gain – 0??

  PRT is  trying to tell you to stay out of the market! 🙂

  

  GraHal

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  04/08/2020 at 5:05 PM #125293
  Bard

  Thanks @GraHal, I thought the Detailed Report still showed you your loss figures?
  If only you could get the system to self determine parameters – like the Dominant Cycle RSI does – then PRT would be saying stay in the market! Lol: pls see image.

  

  Bard

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  04/08/2020 at 5:13 PM #125296
  GraHal

  Bard wrote:

  I thought the Detailed Report still showed you your loss figures?

  Yes it does, but you selected the top row which has 0 loss (and 0 trades).

  The top row is telling you that no combination of values for your variables makes a profit.

  What do you see in the Detailed Report when you select the 2nd row down??

   

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  GraHal

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  04/08/2020 at 5:23 PM #125298
  GraHal

  Bard wrote:

  If only you could get the system to self determine parameters

  Did you check out JuanJ Heuristics Algo … it changes variable values on the fly / while the System is running based on the last 3 trades performance etc.

  

  GraHal

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  04/09/2020 at 1:44 PM #125431
  Bard

  Thanks for the suggestion @GraHal, it’s quite a topic to get your head around.. I’ve only just scanned Juanj’s interesting work here: https://www.prorealcode.com/topic/machine-learning-in-proorder/
  but you’re saying it should be possible theoretically to optimise either the PivotBar and/or Look back OR both from the system I had been working on? Using this very effective Pivot indicator Robertogozzi coded here: https://www.prorealcode.com/prorealtime-indicators/pivot-support-resistance-zones/

  Not sure if this is the place to continue this machine learning (ML) discussion but out of interest has the ML been improving your strategies? (I’ll see you over on Juanj’s thread hopefully later). 🙂
  Cheers,

  

  Bard

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