Optimization: system results over a test period

[Esteban]

Hi everyone.

I executed an optimization run on my EA over full year 2011 (I didnt include first quarter 2012 and reserved it for testing), and got about 3000 results.

I was wondering if there was an automated way (couldn't find it in the optimizator nor these forums) to get the projected balance of all these 3000 results over the test period.

In other words, after having the optimization run all over 2011, doing this automatically for every result of the simulation:

1.- Set optimizated input parameters for EA, result "i"

2.- Run Tester over first quarter 2012 for input parameters "i"

3.- Get results (balance, profit factor, payoff, drawdown) for configuration and get them pasted to excel

4.- go to 1 and repeat on the following result until all results have been used

The main goal is to see the sensibility/correlation of the results in the test period to the perfomance metrics in the training period and eventually make a regression formula to choose the best strategies for mi EA.

Thanks very much in advance. EN.-

[Esteban]

Oh, wait, as soon as i stopped thinking about it, it came to me the way to do it easily ... Thanks anyway.

[Simon Gniadkowski]

re-run the optimization for the first quarter of 2012

[Esteban]

Yeah, i thought about that and then matching the two datasets with a string composed of the concatenation of the parameters configuration as key. Thanks.