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Auto-optimization

  #1 (permalink)
erdocdpb
phoenix arizona
 
Posts: 6 since Apr 2015
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Is it possible to code for automatic optimization in easy language? Does anyone have have an example of code?

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  #3 (permalink)
 ABCTG   is a Vendor
 
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erdocdpb,

that depends on what you mean with automatic optimization. John Clayburg did something what he calls parallel systems (or functions). That could be described as a self-optimizing system of sorts.
With TS 9 you have access to the optimization API and you could probably code something that would optimize your code.
While the idea sounds intriguing one should keep in mind that it's similar to every other optimization - even if you come up with a system that finds the best input parameters for the previous bar, this is no guarantee that the next bar will have the same characteristics.

Regards,
ABCTG

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  #4 (permalink)
erdocdpb
phoenix arizona
 
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Thank you ABCTG. While its obvious that optimization is no guarantee of success in most cases it is a necessary evil to some degree. I have a system that works well on very short time frames with frequent optimization. Tired of the optimization process and thought it would be a worthwhile project to attempt this or at least explore it. I was really looking for someones input who had ever tried something similar or had some input on how it might be accomplished. Thanks again.

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  #5 (permalink)
 GuppyDRV 
Seattle
 
Experience: Intermediate
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Broker: InteractiveBrokers, IQFeed
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@erdocdpb

Any luck with this project in MC?

Murray Ruggiero has a platform called TradersStudio which uses an EasyLanguage/VB based system that supposedly has this capability! I have no experience with it but have exchange emails with Murray regarding this question.

I trade a system that also requires frequent re-optimization. I trigger it manually but am trying to automate. I have been doing it for years with constant success but have never been able to cross this obstacle.

Recently I have been thinking that maybe there might be some executable file that could be triggered programmatically. I have had success using the command line to trigger chart reloads etc....

Can you keeep me posted. I'm going to make a concerted effort the next month to soleve this. I'm not a programmer by trade rather a trader so coding is not my forte, although, I have learned enough to be dangerous! If Murray' system will work I'll make the switch but for me learning a new language is a major undertaking.

Thanks for the help.

GuppyDRV

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