Click here to Login





                                                   Trading system optimization using the QuantShare API Simulator

Back to threads - Tags: --
  0

0
Borbely Zsolt
2020-06-05 08:44:28


Hi,

As I understood you can optimize a trading system using the QuantShare API Simulator object in the Script Editor. ("Tools -> Script Editor")

--------------------------------------------------------------------------------------------------------------------
SimulatorTask simulatorTask = Simulator.Optimize("Trading System-Long-Short v1.0.0", false);
while(!simulatorTask.IsCompleted){
App.Main.Sleep(100);
}
---------------------------------------------------------------------------------------------------------------------

Can I get the optimized parameters values from the SimulatorTask or from the reports?

My goal is to optimize programmatically a trading system for different symbols one by one and save to a custom report the variables values with the symbol for which my trading system performance is the best.
Please let me know what would be the best solution for my problem.

Thanks,
Zsolt



QuantShare
2020-06-09 11:15:04

  0

Hi Zsolt,

You can get the optimization index, not the variables.
simulatorTask.Reports[index]

In order to do what you want, you will need to create global variables, store these in a money management script then get the money management script variable using:
simulatorTask.Reports[0].Metrics["name"]

Use this item to pass a variable from the QS language to the money management script:
https://www.quantshare.com/item-1507-set-global-variable





No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"










QuantShare

Trading Items
Trading System Based on the CloseHL Percent Rank Oscillator
Adaptive Trading System - Percent Winning Trades for the Last N-D...
Trading Rules to use with the Trading System Optimizer
Trading System based on the Previous Week SPY Return
Trading rules using the VIX Index

How-to Lessons
How to debug a trading system using the money management tool
How to add a metric in the trading system simulation report
How to optimize the number of positions in a trading system
How to optimize the stop limit of a trading system
How to optimize an indicator in your trading system

Related Forum Threads
Trading System using multiple time frames
Add a trading system to the price volume chart
Simulator Trading System Report
Trading System Simulator reports into future
How to read the number of positions in trading system

Blog Posts
Basic trading system implemented using the money management tool
Optimization of a trading system
QuantShare Trading Software: New Features in the 3.4.2 Version
QuantShare Trading Software: New Features in the 3.3.2 Version
QuantShare Trading Software: New Features in the 3.3.1 Version









QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright © 2024 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.