How to use Optimizer??
Author: fritz
Creation Date: 5/12/2010 9:36 AM
profile picture

fritz

#1
Can someone please explain the proper way to run the Optimization control?

I frequently run into frustrating problems with the Optimizer. I *must* be doing something wrong -- if everybody was having these problems you'd be hearing a lot more complaints. :-) Some of these issues are clearly bugs but I'd be satisfied if I could find a procedure that avoids the bugs.

I have many problems with the Optimizer, but the main ones that come to mind are:

* I often have multiple parameters on a script even though I only optimize one or two at a time. (For example I like to use "switch" parameters that turn features on or off, even though I might not use them in optimizations.) The only ways I can find to optimize only 1 or 2 params is to either 1) delete all other params in the Optimizer control, or 2) edit all other params to set start = finish. #2 seems like the only option if you want the non-optimized parameters to have a value that is not their default value. Both of these methods are a pain. Is there a better way?

* The process above is especially annoying since any time I touch the script -- edit it, save it, etc -- the optimizer control still shows the values I set, but it has invisibly reverted everything back to the settings defined in the CreateParameter calls in the script. (Bug.) I have to add or delete a parameter for it to suddenly admit it's reverted and display the values it's actually using. And then I have to edit/delete all the parameters again.

* I have never figured out how to use the "Apply changes to code" and "Rollback changes" buttons. When I use them, they seem to discard all recent changes to the script -- even, seemingly, changes that I already saved. I quit using them because I lost so many changes that way.

* I can't isolate what causes this, but: sometimes I run an optimization and the results are not available. The Results tab is empty, and the 1/2 parameter graphs show no values. Or sometimes the 1-parameter graph shows values but the others (even the Results tab) don't, which is clearly a bug. Usually I see this when there are no script errors. When it does this, I have to exit WL and restart in order to see any optimization results.

Is there a writeup somewhere that explains the steps and procedures to use the Optimizer successfully?? The online help doesn't go into much detail.

Gary
profile picture

Eugene

#2
QUOTE:
Is there a better way?

No. But I believe Fidelity should have a request sitting in their queue for quite a long time now - because this annoyance instantly hits the eye, as you see ;)
QUOTE:
And then I have to edit/delete all the parameters again.

Simply don't edit/compile a Strategy while working with the optimizer. Or copy the code to a new window if you plan to modify the code after having made changes with the Optimizer. Simple as that.
profile picture

fritz

#3
Sigh. Simple, unless I want to see the results of changing the code in my next optimization. Which is usually the case.

OK, at least I know I'm doing about as well as can be done. Thanks, Eugene.
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).