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Indicator Weight – Building Strategies > Building Blocks

2 replies

9 years ago #113599

Under the Building blocks section there is a option next to the indicators that says weight… The default is set to 1.

Does any one know what the Weight is referring to? Does it have anything to do with the period time frame?

9 years ago #129819

no, it is the probability that the given building block will be selected when the rule is randomly constructed.

If all blocks have the same weight then they will be chosen with the same probability.

By increasing the weight of some block you’ll make it more probable that this block will be chosen as a part of your strategy.

Mark
StrategyQuant architect

9 years ago #129844

Thank you Mark

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