How to Use Console Optimizer?

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Re: How to Use Console Optimizer?

Postby Kingpin » Wed Feb 08, 2017 10:05 am

I know this. Did this the last years in the SDK 2.0. But how do I create a optimization project file in the SDK 3.3.0? I can only create a backtesting project file
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Re: How to Use Console Optimizer?

Postby Konstantin.Toporov » Thu Feb 09, 2017 11:21 am

Hello Kingpin

Indicore SDK 3.3.0 now includes Console Optimizer.
You can use an optimizer project file from FX Trading Station or create your own with a simplified human friendly format.
The details of the format are here:
http://fxcodebase.com/bin/products/Indi ... mizer.html

Also Indicore SDK now contains a bunch of samples (including for Console Optimizer) and you can use them as templates for your own projects.
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Re: How to Use Console Optimizer?

Postby Konstantin.Toporov » Thu Feb 09, 2017 11:26 am

Also I wrote an article about a useful application of Console Optimizer.
Feel free to ask any questions.
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Re: How to Use Console Optimizer?

Postby lavolpe » Mon Dec 03, 2018 1:27 pm

I think there is a problem on the last consoleoptimizer (version 3).

changing values of genetic passes limit, the process continue processing all the combinations without stop.

for eaxmple:
<genetic-passes-limit value="100" />
<genetic-population-size value="100" />
<genetic-generations-limit value="5000" />

it process all 5000 combinations and not 100 as desired. I have tried to change all value setting population-size to 0 (like default) or generations-limit to 100 and so on, always with the same result... process don't stop.

I run it on windows 10 console as administrator. The same file works perfectly on trading station optimizer.
i can attach my opj file.

can you help me?
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Re: How to Use Console Optimizer?

Postby lavolpe » Thu Dec 06, 2018 8:33 am

lavolpe wrote:I think there is a problem on the last consoleoptimizer (version 3).

changing values of genetic passes limit, the process continue processing all the combinations without stop.

...



Same problem using IndicoreBacktestUtils 32 and 64 bit version.
It's not yet supported?
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Re: How to Use Console Optimizer?

Postby PetroIV » Tue Jan 08, 2019 12:31 am

lavolpe wrote:
I run it on windows 10 console as administrator. The same file works perfectly on trading station optimizer.
i can attach my opj file.

can you help me?


Hello, lavolpe
Yes, Please attach your opj file.

I launched the optimization for MA_ADVISOR(attached MA_ADVISOR.opj), for a lot of parameters. The number of combinations was more than 5000(see combinations_count.png ). The genetic algorithm performed about 150 passes. MA_ADVISOR.opj and combinations_count.png contains in MA_ADVISOR.zip
Attachments
MA_ADVISOR.zip
Optimizer Project and screenshot
(37.51 KiB) Downloaded 33 times
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Re: How to Use Console Optimizer?

Postby lavolpe » Mon Jan 14, 2019 2:09 pm

opt1.png
Sorry in advance for english, i try to explain...

I noticed that the number of combinations is wrong only when less than 200 (or close). But now i don't care becouse i have a large number of combinations and 200 is far from my minimum value.

But i have another big problem... comparing result from consoleoptimizer and FXCM trading station (same obj file) and developing all the possible combinations (herefore with the same processing) i have totally different results.

Could it be possible that the trading station works on m5 as set on the obj in the TF1 parameter, and instead the consoleoptimizer use another timeframe (like m1 as default)?

just as additional information: I'm not using simplified process, so i haven't the <simplified-format value="1"/> line in my obj file for compatibility with trading station, and i have tried to set <default-period value="" /> with m5 but the process in this case breaks down.

can you help me? i attach my obj

thanks!
Attachments
opt2.png
working file
EURUSD.zip
(68.58 KiB) Downloaded 26 times
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Re: How to Use Console Optimizer?

Postby lavolpe » Thu Feb 14, 2019 4:50 pm

sunshine wrote:Console Optimizer is Windows 64 console application for optimizing strategies that are written in Lua and can be used in FX Trading Station II with Marketscope 2.0.
Optimizer here:
http://fxcodebase.com/wiki/index.php/Console_Optimizer


This is the result of my test:

same OPJ file executed with consoleoptimizer.exe (64bit version) and FXCM trading station.

result from consoleoptimizer with an initial balance of 400€ (as you can see in attached EURGBP_OPTIMIZER.zip file):

<14-02-2019 20:30:32> Pass 1 : 22 -> 439.58
<14-02-2019 20:30:35> Pass 2 : 20 -> 439.58
<14-02-2019 20:30:35> Pass 3 : 21 -> 439.58
<14-02-2019 20:30:35> Pass 4 : 19 -> 439.58
<14-02-2019 20:30:35> Pass 5 : 18 -> 439.58

result from trading station with an initial balance of 400€ (as you can see in attached EURGBP_FXCM.zip file):

<backtest-result pass-number="0" result="397.0321165" interrupted="false">
<backtest-result pass-number="1" result="397.0321165" interrupted="false">
<backtest-result pass-number="2" result="397.0321165" interrupted="false">
<backtest-result pass-number="3" result="397.0321165" interrupted="false">
<backtest-result pass-number="4" result="397.0321165" interrupted="false">

so with consoleoptimizer i have a profit (39.58€) and with trading station i have a loss (2.968€)
same custom indicators (files copied before in C:\Gehtsoft\IndicoreBacktestUtils_x64\indicators\custom folder to be sure), same strategy (copied in C:\Gehtsoft\IndicoreBacktestUtils_x64\strategies\custom folder).
Attachments
EURGBP_OPTIMIZER.zip
result by consoleoptimizer 64bit
(5.21 KiB) Downloaded 6 times
EURGBP_FXCM.zip
result by trading station
(2.86 KiB) Downloaded 6 times
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Re: How to Use Console Optimizer?

Postby Konstantin.Toporov » Fri Feb 15, 2019 12:59 am

We will investigate this discrepancy.
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