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Subject: Optimize in the Trade Plan

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chenwen007
Posts:5
03-18-2010 11:20 AM Alert 
Hi,

Can I run optimize in the trade plan (rather than session)? I see the icon and do not think it works for trade plan. I like the equal-equity trade plan with mode=0 which is more realistic than one-lot in session, but I also want to optimize the session parameters. Anyway to do both? Thanks.
murray
Posts:519
03-18-2010 12:36 PM Alert 
You need to be running a tradeplan , have it be the active screen to optimize it. We can do both , but not at the same time without some programming tricks where the tradeplan does all the optimization including system parameters.
bumba
Posts:7
05-04-2010 4:05 PM Alert 
Dear Murray, Is there a way to get the value of current equity in the trading system code? I want to optimize the system risking equal percent of my current equity on each market not just trading one lot per market. (The reason is that I trade several markets where the prices differ quite a lot: on one market one lot equals 20 and on the other market one lot equals 1600. So, when I test a system trading one lot the second market influences the results much more than the first). If I use a trade plan (equal percent risk per market) it does not allow me to optimize the system. How can I get the value of current equity in the trading system code? My temporary solution for now is that I have set a fixed amount of money for a trade and calculate the entry lot number dividing it by the trade risk. This is more realistic than one lot trade, but it does not increase the entry lots number as my equity increases. Again, we do it not in a trading plan, but in trading system code. Thank you. Boris.
murray
Posts:519
05-04-2010 6:22 PM Alert 

You can pass parameters in the tradeplan optimization and then pass them to the system not as arguments but as MarketVar.  I am not sure if MarketVar need to be set on each bar or not, I don't remember but this is a solution so you can use optimization of the tradeplan to optimize your systems

 

So in tradeplan

IMarketObject.MarketVar("Parm1")=OptimParm1

 

In system we have a system with no argument but in the top of the code

Parm1=MarketVar("Parm1")

OptimParm1 is a optimizable parameter for a tradeplan
bumba
Posts:7
05-06-2010 10:35 AM Alert 
Dear Murray, thank you very much, it works fine. Hope that chenwen007, who started this thread will get your answer. Boris.
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