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How MulticoreOptimizer.Optimize finds out the best values?
http://www.smartquant.com/forums/viewtopic.php?f=86&t=14969
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Author:  dave10030 [ Tue Oct 08, 2019 9:26 am ]
Post subject:  How MulticoreOptimizer.Optimize finds out the best values?

In the default SMACrossover solution I can run Optimization project.

The console output result is like this:
Code:
Best Objective Length1 = 2 Length2 = 3 Bar = 60 Objective = 0
Optimization done


So how does function MulticoreOptimizer.Optimize(...) find out the best parameter values like Length1 = 2 Length2 = 3 ?

And what should I implement if I want to optimize parameter values in my own strategy?

Thanks

Author:  skuvv [ Tue Oct 08, 2019 10:05 am ]
Post subject:  Re: How MulticoreOptimizer.Optimize finds out the best value

Hi,
it depends on what type of optimizer you select before starting.
That window available in menu View-Optimizers.
Eg, Brute Force Multicore will iterate all cases and choose the best.

Author:  dave10030 [ Tue Oct 08, 2019 11:39 am ]
Post subject:  Re: How MulticoreOptimizer.Optimize finds out the best value

skuvv wrote:
Hi,
it depends on what type of optimizer you select before starting.
That window available in menu View-Optimizers.
Eg, Brute Force Multicore will iterate all cases and choose the best.


We are currently using OQ2014 version 1.0.5744.18357 which doesn't contain View->Optimizers in UI, but I can still run Optimization in SMACrossover, I have two questions:

1. How do I select Brute Force or Stochastic in the sample project:SMACrossover ->Optimization?
2. In my own strategy(not the sample SMACrossover), I can also feed many parameter like Length1,Length2,Length3... to MulticoreOptimizer and OptimizationUniverse, but there must be a parameter like TotalProfit for optimization to compare, so how do I feed this TotalProfit to the Optimizer?

Thanks

Author:  skuvv [ Tue Oct 08, 2019 11:52 am ]
Post subject:  Re: How MulticoreOptimizer.Optimize finds out the best value

dave10030 wrote:
We are currently using OQ2014 version 1.0.5744.18357 which doesn't contain View->Optimizers in UI
Thanks

Hm, this is very old version, I advice you to update OQ2014.
All my answers are actual for latest version of OQ2014, now it is 1.0.7216

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