Failed to reuse optimal result

 

Any body get similar issue on it ?

As I want to verify the old test result again,the setting get failed like this. ( I guess maybe because I have new args so loading old setting get failed) ..

I get failed to use old optimal result ><. The arg always shift.  But this time , I am sure that there is no new arg here and no new code also. But failed to load optimal test result by get the arg  set to run by double click .

The arg will set to strategy test and will run it. But I get trouble on it. One of the arg which is not in variable list will  get shift  !!! 


This is not the first time happen , but before this week . I modify code frequently, I guess because of I have add some arg ,so it impact to loading optimize result. (Even use old version can't get ) But I am not commit with optimize result in git ,it's not convenient to make sure it's same version code (as test I usually do some small modify also)


From July my main code is stable , the most of time is doing optimize and do small change with adding some test options.

This time I am sure ,The variable input set in optimal is PERIOD_M10 ,but get args by click I get PERIOD_M20  >,< So confuse about it.!

Even I don't have change any code and any version ,I get failed to load optimal result!!


After get this confuse status,  get some sock case. I need reboot and update software.(I don't want base on different version software ><) 

I made some arg sequence change .. and update from 2460 to >2464   (That 2460 some times stake in some where .... ) 

Not sure which is the key issue. 

Maybe next version update can to do new check for this.


I Make a note to check it later...

And maybe others arg still get same problem . but it's need time to check each parameters.

I will check it later.

Strategy Testing - Algorithmic Trading, Trading Robots - MetaTrader 5 Help
Strategy Testing - Algorithmic Trading, Trading Robots - MetaTrader 5 Help
  • www.metatrader5.com
The Strategy Tester allows you to test and optimize trading strategies (Expert Advisors) before using them for live trading. During testing, an Expert Advisor with initial parameters is once run on history data. During optimization, a trading strategy is run several times with different sets of parameters which allows selecting the most...
 
New args, you recompiled, all previous results are void.
 
Will to avoid this add some  dummy input args for later usage is good choose?
 
SungSungE: Will to avoid this add some  dummy input args for later usage is good choose?

You can't use your "dummy input args" unless you recompile. What part of "recompiled, all previous results are void" was unclear?

Reason: