Brute Force Optimization in S#.Designer ?
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01.10.2016
Hola1212


Hello everyone,

How does one do Brute Force Optimization in S#.Designer?

I can't seem to find any buttons/info related to it when I look through S#.Designer's GUI.

Thanks

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Спасибо:


Юрий Басангов

Фотография
Дата: 07.10.2016
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Hello, First of all you need to make some steps before starting Optimization process.
Here i will describe common way to do it.
1. After starting Designer, you have to click "Finam button" and than click "Find" button with an empty field.
c6f1d4f9fc9974f9aca6b3c98331fab4.gif
2. After it Designer will download information about securities from "Finam" source. It's provide historical data on Russian market, but for our example purposes we can use it. After finising adding you will get an alert from Designer with information how much securities have been added.
3. Then you have to download historical data. For doing that let's type SPFB.BR (historical data for Brent futures) and find it in the window below.
8858eae232e98024d05bc868a7305989.png
Then you need to select security and move it into the right window.
d0a8836841a19d8e116817906f8ed334.gif
At the top of right window you will find parameters of downloading historical data. After setting it click "Start" button.
4. When all necessary data will have been downloaded you can go to "Sma" scheme and try to backtest it.
234b36e5ee9d1518041747dcabc7d2df.gif
There you need to set parameters of backtesting, select a path to downloaded data, select security and click start button.
Notice: "If you doing backtesting for the first time you will not get trades but only orders, so it'll be no results. It is a bug.
For fixing it you will need to restart Designer. After it all backtesting will be done correctly".

5. After making backtesting we can start optimization. For selecting parameters which will be optimized, we need go back to "Sma" scheme and set checkbox at the "Parameters"
b598c59a2d5da3912ca0f3325a8598d3.gif
Then we need click "Optimized backtest" button set all necessary parameters and start brute-force optimization.
9a9dce81f84bcdacbc16a1963febb863.gif

Спасибо: Mikhail Sukhov Hola1212

Hola1212

Фотография
Дата: 12.10.2016
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Thanks Yury.

Steps 1-3 worked fine, however i could not get step 4 to work.

In step 4 I pressed the "start" button to begin the backtest, but that backtest never ended and the chart stayed blank. Attached 1.jpg shows what happened after I pressed the "start" button.

Any idea what the issue could be?
1.JPG 210 KB (362)
Спасибо:

Юрий Басангов

Фотография
Дата: 13.10.2016
Ответить


Hola1212
Thanks Yury.

Steps 1-3 worked fine, however i could not get step 4 to work.

In step 4 I pressed the "start" button to begin the backtest, but that backtest never ended and the chart stayed blank. Attached 1.jpg shows what happened after I pressed the "start" button.

Any idea what the issue could be?


Hello, Matt
Have you downloaded the latest version of S#.Designer? On your pic i see that you use 4.3.14.2, but the latest is 4.3.17.


Спасибо:

Hola1212

Фотография
Дата: 14.10.2016
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Thanks Yuri. I Installed the new version and was able to run an optimization that included 10 tests.
However, when I tried to run an Optimization that included 100 tests S#. Designer stopped running when in reached test 36 (as shown in the attached screenshot 2.jpg).

My computers memory was only at 9% capacity when this happened.

Any idea what the issue could be?
2.JPG 257 KB (370)
Спасибо:

Юрий Басангов

Фотография
Дата: 16.10.2016
Ответить


Hola1212
Thanks Yuri. I Installed the new version and was able to run an optimization that included 10 tests.
However, when I tried to run an Optimization that included 100 tests S#. Designer stopped running when in reached test 36 (as shown in the attached screenshot 2.jpg).

My computers memory was only at 9% capacity when this happened.

Any idea what the issue could be?


Hello,
Sorry, but just now, no idea.
You can try to restart optimization process and if this happen again write me. We will try to check it.

Спасибо:


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