AV arrays during Optimization

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Michael Kucks
Last seen: 4 days 12 hours ago
Joined: 05/27/2015 - 10:07
AV arrays during Optimization

V# variables are great tools and absolutely indispensable for Trade Systems and Backtesting and Optimizations. But to have access to historical values of V# variables I need to create User Variable Arrays (AV arrays). Then I can use those historical values in my coding of the trade system (AV.1 or AV.2 or REF(AV,func)). This has proved very useful.

But AV arrays do not update automatically with new values if I change my code or set some new parameters within the trade system. I find that once the AV array has been populated with values during a backtest those values continue to be used even if the actual V# variable values change due to coding updates or parameter updates. In order to see the new AV array values I need to manually delete the AV array in the object manager window. Then, when I run the new code or new parameters in a backtest the new V# variable values populate the AV array.

My question is this: During an optimization there are parameters that change as part of the optimization. This will alter the V# variables from run to run of the optimization. Will the AV arrays created by those V# variables update properly because an optimization is running? Or will the AV arrays be populated with values on the first run of the optimization and then remain static for the rest of the optimization runs? In other words, does IRT automatically delete any AV arrays created during an optimization before running the next iteration of the optimization?

Thanks for sharing insights on this issue.

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