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PostPosted: Mon Feb 01, 2010 1:46 am 
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Joined: Fri Jan 15, 2010 11:25 pm
Posts: 54
Hi, I am new to OQ and just started trying the demo version. Everything worked fine at the beginning, I could run my strategy in all the three modes. Then I tried running the optimizer on couple days of tick data, which I captured from IB. I choose "SimulatedAnnealing" since I have too many setting combinations to loop all. The optimizer also worked fine. Then I switched to another instrument for my strategy. Suddenly I found the performance chart stopped working. It's always empty, although the result tab showed me the executed orders. Now even if I switched back to the original instrument(both are forex pairs), the performance chart won't display anything during or after the running. Did anyone get the same issue and know how to fix it? I attached the screen shot here.
Another question is, how could I run the same strategy on different instruments with different settings? I saw I could add instrument to the list but the settings are binded with the strategy. Of course I could duplicate my strategies for each instrument but it doesn't seem like a good way to me.
Thanks!


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PostPosted: Mon Feb 01, 2010 11:30 am 
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Joined: Wed Sep 23, 2009 10:05 am
Posts: 66
Location: The Netherlands
Hi GP2X,

About the performance chart: It looks like you switched the option "Tools/Options/BackTesting/Statistics" off and/or used the statement "Performance.IsEnabled = false;". The first is working on Solution level, the other on Strategy/Project level. With these options you turn the performance statistics collection off. The gain is performance but the pain is no OpenQuant statistics :?

About running the same strategy/project with different instruments and properties. It's not 1:1 possible but there are several workarounds. When you search on the forum you can find them easily.

Succes with OQ, regards,
Rob.


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PostPosted: Tue Feb 02, 2010 12:12 am 
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Joined: Fri Jan 15, 2010 11:25 pm
Posts: 54
Yes, that's the reason. Thanks!
For the second question, could you give me a link to the post? I don't know which keyword to search.

RSC wrote:
Hi GP2X,

About the performance chart: It looks like you switched the option "Tools/Options/BackTesting/Statistics" off and/or used the statement "Performance.IsEnabled = false;". The first is working on Solution level, the other on Strategy/Project level. With these options you turn the performance statistics collection off. The gain is performance but the pain is no OpenQuant statistics :?

About running the same strategy/project with different instruments and properties. It's not 1:1 possible but there are several workarounds. When you search on the forum you can find them easily.

Succes with OQ, regards,
Rob.


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PostPosted: Tue Feb 02, 2010 12:45 am 
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Joined: Wed Sep 23, 2009 10:05 am
Posts: 66
Location: The Netherlands
Ok, maybe not so easy...

http://www.smartquant.com/forums/viewtopic.php?p=23223


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