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Forums>StrategyQuant>Application Support>Efficiency of elimination

  • #114109 |
    Customer
    26 Posts

    The question I pose refers to the stage just after strategies generation.  There is quite a bit of them in the Datebook.  Is there a utility that would allow to set the criteria to temporarily or permanently eliminate the duds?  Clicking or Shift-clicking through scores and scores of rows  is so boring and time consuming.

    #132235
    Moderator
    1559 Posts

    Rom, have you tried to set rules to dismiss strategies that does not make sense? Like for example strategies with OOS Net Profit is less than 0 USD?

    You do it in Build -> Settings -> Ranking Options (left side). This way only strategies that meet your criteria will appear in databank …

    #132300
    Customer
    432 Posts

    You need to set some filter criterias and possibly use the custom weight function for sorting, this way you don´t have to sort for hours.

    #132313
    Customer
    557 Posts

    As the others have said, apply the filtering before generation using custom conditions in the ranking options.

     

    If you already have a huge pool of strategies generated, you can use them as initial population with Genetic build mode with the custom conditions added, in this way you can throw away all the duds and save the results into a new folder on your computer.

    #132315
    Customer
    432 Posts

    Yes, or you load your already existing pool into the Re-Tester and play with the weighted fitness function, sort the strategies by it, then see if the ones you personally like are at the top. if not, tune the weighted fitness until they are. Then start generating again…. It´s about refining….

    #132330
    Customer
    26 Posts

    Thank you guys.  

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