I am trying to access the following items in an optimization run; Avg. Trade, Avg Loss, and Average # Bars in Winners.  I received the following from tech support:

Tech support recommended the use of custom optimization criteria but did not elaborate.  Unfortunatly, this is currently beyond my level of expertise with TS.  Would it be possible to point me to a specific section of the documentation or provide a piece of sample code on how to do this?  Thank you.

 

This is how to use a custom optimize creteria. ' TradersStudio(r) (c) 2005-2007
' Sets optimize factor for custom optimize as Optimal f for a session.
' System is channel breakout
Sub OptimizeFactorExample(SLen)
    Dim MinMove
    Dim Hi, Lo
    Dim OFactor As Double

    MinMove=GetActiveMinMove()
    Hi = Highest(High,SLen,0)+MinMove
    Lo = Lowest(Low,SLen,0)-MinMove

    Buy("ChanBuy", 1, Hi ,Stop, Day)
    Sell("ChanSell", 1, Lo , Stop, Day)
   
    OFactor = CalcOptimalf_Sess(0.05, 20)
    SetOptimizeFactor(OFactor)
End Sub

Here how to access what you need. What not documented is you can access all this from a system using the following

 

Thismarket.Property.

You now can access all of the stats as you move forward. If you want to do at end of run then do it on the last bar.

 

ISummary -- Object

The ISummary object presents results of the Market, Session or TradePlan.  You can use IMarket.Summary, ISession.Summary and ITradePlan.Summary properties to get summary object.

ISummary has the following properties:

Property	Type	Description
Slippage	Double
Commissions	Double
StartDate	Integer
EndDate	Integer
NetProfit	Double
GrossProfit	Double
GrossLoss	Double
NoTrades	Integer
PctProfit	Double
Wins	Integer
Losses	Integer
LargestWin	Double
LargestLoss	Double
AvgWin	Double
AvgLoss	Double
AvgWinToAvgLoss	Double
AvgTrade	Double
MaxConWin	Integer
MaxConLoss	Integer
AvgWinStreak	Double
AvgLossStreak	Double
MaxDrawDown	Double
ProfitFactor	Double
OpenPosPL	Double
WinBars	Double
LossBars	Double
LNetProfit	Double
LGrossProfit	Double
LGrossLoss	Double
LNoTrades	Integer
LPctProfit	Double
LWins	Integer
LLosses	Ingeger
LLargestLoss	Double
LLargestWin	Double
LAvgWin	Double
LAvgLoss	Double
LAvgWinToAvgLoss	Double
LAvgTrade	Double
LMaxConWin	Integer
LmaxConLoss	Integer
LAvgWinStreak	Double
LAvgLossStreak	Double
LMaxDrawDown	Double
LProfitFactor	Double
LOpenPosPL	Double
LWinBars	Double
LLossBars	Double
SNetProfit	Double
SGrossProfit	Double
SGrossLoss	Double
SNoTrades	Integer
SPctProfit	Double
SWins	Double
SLosses	Double
SLargestWin	Double
SLargestLoss	Double
SAvgWin	Double
SAvgLoss	Double
SAvgWinToAvgLoss	Double
SAvgTrade	Double
SMaxConWin	Integer
SMaxConLoss	Integer
SAvgWinStreak	Double
SAvgLossStreak	Double
SMaxDrawDown	Double
SProfitFactor	Double
SOpenPosPL	Double
SWinBars	Double
SLossBars	Double
MaxContractsHeld	Integer
LMaxContractsHeld	Integer
SMaxContractsHeld	Integer

 

Thank you!

ok, this helped a lot. thank you and I am very close. I have decided to output the additional info I am looking for as a custom report rather than an optimize factor. I have attempted to increment the CellRow as a Gvalue+1 increment but this seems to reset for each optimization run as the first row is overwritten with the results of the last optimization run. Is there a way to increment cell row in a way that will be mainained across the different variable optimization runs? Is the optimize "Run Order" stored as a system variable that could be used to feed the CellRow?

I am not sure if there is a way to do this from a standard custom report. You could use the Excel interface and create the report in excel and have the last row as a cell in the spreadsheet you could read. We have complete OLE interface to excel.

I wanted to follow up with the solution to this question for anyone else attempting to do this.  The following code writes a custom report at the end of an optimization run that will give you additional information not presented in the main optimization results.  This code uses two variables and pulls them directly from the system parameters.

Sub System_Example(Var1,Var2)

The other thing I realized is that it slows things down a lot when this additional info is calcualted so the following code only calculates this info after the last bar of the last market of each variable run. This can be pasted in at the very end of a system. 

'CUSTOM OPTIMZAION REPORT

'Calculate and Store Data
Dim objNoTrades As Integer
Dim objWins As Integer
Dim objGrossProfit As Double
Dim objGrossLoss As Double
Dim objMaxDD As Double
Dim objWinBars As Integer
Dim AvgWins As Double

If BarNumber=LastBar Then
   GValue1=Gvalue1+1
   If Gvalue1=thisSession.MarketCount Then
      objNoTrades = thisSession.Summary.NoTrades
      objWins = thisSession.Summary.Wins
      objGrossProfit = thisSession.Summary.GrossProfit
      objGrossLoss = thisSession.Summary.GrossLoss
      objMaxDD = thisSession.Summary.MaxDrawDown
      objWinBars = thisSession.Summary.WinBars

      If objWins > 0 Then 
         AvgWins = objWinBars/objWins
      Else 
         AvgWins = 0
      End If
       
    'Write Custom Report
        Dim CellRow As Integer
        Dim OptimizeCount As TSProcessor.ISession
        OptimizeCount=thisSession.OptimizeCount
        CellRow=OptimizeCount+2
  
        SetTextValue("Variable 1",1,1,10)
        SetTextValue("Variable 2",1,2,10)
        SetTextValue("#Trades",1,3,10)
        SetTextValue("#Wins",1,4,10)
        SetTextValue("GrossProfit",1,5,10)
        SetTextValue("GrossLoss",1,6,10)
        SetTextValue("MaxDD",1,7,10)
        SetTextValue("WinDays",1,8,10)

        SetTextValue(Var1,CellRow,1,10)
        SetTextValue(Var2,CellRow,2,10)
        SetTextValue(objNoTrades,CellRow,3,10)
        SetTextValue(objWins,CellRow,4,10)
        SetTextValue(objGrossProfit,CellRow,5,10)
        SetTextValue(objGrossLoss,CellRow,6,10)
        SetTextValue(objMaxDD,CellRow,7,10)
        SetTextValue(AvgWins,CellRow,8,10)
        Gvalue1=0
    End If
End If