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Turn Conditions on and Off
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Turn Conditions on and Off

  #1 (permalink)
Elite Member
Houston, Texas, United States
 
Futures Experience: Beginner
Platform: TradeStation
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Posts: 25 since Jun 2013
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Turn Conditions on and Off

Is it possible in strategy optimization to input easy language code to toggle certain conditions on and off. Say I am interested in running a scenario of approximately 14 conditions. Condition1, Condition2, etc. But at some point their are going to be too many so I would like to be able to turn conditions on and off to test the multiple combinations of conditions all while doing optimization.

Thanks

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  #2 (permalink)
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haonkered View Post
Is it possible in strategy optimization to input easy language code to toggle certain conditions on and off. Say I am interested in running a scenario of approximately 14 conditions. Condition1, Condition2, etc. But at some point their are going to be too many so I would like to be able to turn conditions on and off to test the multiple combinations of conditions all while doing optimization.

Thanks

Just use the "and" operator and comment out the conditions you want to skip for a certain test run. For example,

If condition1
// and condition2
and condition3 then
action

would perform the action (buy, sell, ... etc) if conditions 1 and 3 were met. "//" takes the "and condition2" out of the picture. I think that should work. There are much more efficient ways of doing this, but I think this is the simplest.

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  #3 (permalink)
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Yes that would work but it is too labor intensive to try to go through all the possible combinations which is why I was trying to toggle between condition on/off through some type of optimization code

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  #4 (permalink)
Market Wizard
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Use your own variables for the conditions and use 0 for false and 1 for true. Then you can optimize for that.

Regards,
ABCTG

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  #5 (permalink)
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ABCTG View Post
Use your own variables for the conditions and use 0 for false and 1 for true. Then you can optimize for that.

Regards,
ABCTG

took the words outta my mouth.

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  #6 (permalink)
Elite Member
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Makes sense but I am still confused. Could you show me a simple example

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  #7 (permalink)
Market Wizard
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
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I don't know if this example helps you, as we don't know what you are trying to do exactly.

Where you would usually have something like:

 
Code
if Condition1 = true then
 Buy next bar market;
you would change this to

 
Code
if MyCondition1 = 1 then
 Buy next bar market;
In this case MyCondition1 would be an input and if it's 1 it's true, otherwise it's false. This can be optimized now.

Regards,
ABCTG

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