V12 – Odd or Annoying Happenings!?
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Had a look around, couldn’t get the error message you showed.
Only things I came across was, If you choose the top,(default) option in the ‘save result’ window, it creates a new trading system which appears in the ‘Indicator & Trading System’ windows list. This will be different to the one(s) you ran.
The other option creates a new ‘set’, with, displayed settings, which appears in all the set lists.
However, doesn’t appear in ‘Definition of variables’ window set list, if its open. Appears when re-opened.
Regarding the “easy way to delete” all the sets…
If you choose the top option in the ‘save Results’ and create a new system file, then there won’t be any optimised variables and only default set.
In the new file, all the original variables appear at top of code file with a preceding ‘ONCE’ keyword which can be easy cut from code.
If next question is, that’s good but I want to keep the optimised variables’ , I only can think of save a file version before creating all the sets.
I suppose if you have a version with just optimisation variables and default set, then revert to that when you want to dump all the sets.
I know I’m simplifying it a lot, and more likely the process is a lot more messy and doesn’t lend itself well to the simplification.
But, as my boss says, ‘Adapt, Modify and Succeed’, the other thing he say’s is ‘Yes’ a lot, and when you ask how!, he reply’s Somehow!
regards
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After trying different things and combinations, I eventually got the error message. image1
Could not isolate down why, or re-create it again, yet!.
The error message came up when I pressed OK to create a new ‘set’ using the ‘save result’ option in the ‘Optimize Report’.
At this point I only had the default set and 1 variable, but I had been creating and deleting sets, variables, trading systems all from the one original backtest file.
I did find other error message if you click on a result line ‘To backtest with tick by tick data’ as commented at the bottom of ‘Optimized Report’, and you have deleted those variable and/or set, out of the ‘Definition of variables’ list. image2
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Use case of the Sets (my idea of that) :
(not really how you use it 😉 )Along the way I have normalised all program code plus their Parameters, so that one code can serve one physical market. Example : All what is Financial Future. So that Nasdaq, Russel, (Eurex) Dax, Stoxx and a few more, are served by one code. This is physical too because it is one Strategy (one itf when saved).
The Strategies are made unique by means of their parameter settings. Thus, Trailing could work differently for S&P vs Nasdaq vs (for sure) DAX. This is thus all differentiated in the Parameters and the code obviously is consistent with all the parameters.
A new Future (e.g. DJI) should work with the same code but with new Parameter values. Maintenance is now suddenly doable.Precious metals require a different base code, but Gold vs Silver expresses by Parameter set.
Precious Metals Futures again require different code (but mostly the same – hey, where are these due Functions hanging out ?!?).
Forex Spot will again bear very different code, but all Forex pairs should work with the same code.
Currency Futures will again require new code.
Etc.What does NOT work in this (ahem) concept is that production versions require the proper Set selected. This NEEDS to be saved in a separate .itf, or else mistakes will be luring. Once saved in an .itf, the selected Set will be saved with it (thus, which one was the active one, is saved with it). Thus, restarting the Strategy will not require the reselection of the Set (but I always check it).
What runs where and when (or was stopped) is maintained in a redundant list (per account) of which you see a snippet below. Without that list, it is impossible to deal with it all. But on-topic : besides the name you also see the Set. The name (of which I promised it was general like “Financial Futures”) is made dedicated to the saved production version because else I won’t know what runs where. Remember, the code of all of them is the same. The set is indicated in the list too, like Std (for Standard first Set) or QO (for in my case “Quick Out”).Another dimension lies in the fact that the code may change in areas where the Parameters do not. Typical example would be the new covering for a (newly found) broker anomaly, such as not trading at Broker reset times (like 06:30 Amsterdam for IBKR). This will create a new code + name, but is unrelated to the Parameters hence how the particular instrument behaves for Trailing in relation to the Timeframe used.
So as you have seen I do not use the Sets for backtested versions. Maybe some times I do that, but it is way too dangerous because it is too easy to select the wrong one and before you know it you work with the wrong set and head a wrong direction without you realising.
This is personal of course.All summarised : I use the Sets only to have one code for the same “physical” market (e.g. Financial Futures). This is really worth while for maintenance.
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the saved System Sets > 5 is not to do with the 34 Sets of variable values in the Definition of Variables (DoV) window.
Wrong again GraHal! 😀
I duplicated the System and then deleted 34 Sets of variables (so back to default Set only) and the Save function (via icon in the optimise results table) was restored for this particular System.One mystery solved!
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