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Forums>StrategyQuant>Application Support>Genetic generation does not work on portfolio

  • #114386 |
    Customer
    168 Posts

    Hello.

    My problem appear when I try to generate Genetic strategies with few additional data sources.

    The initial population has been created good, as Portfolio, with all of data sets.
    But when SQ tries to generate next generation steps, then it only generates them for Main Data set (without additional datas).

    Can it be fixed?

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    #133851
    Moderator
    1559 Posts

    Additional data is used for testing only not as in-sample data for strategy development. Can you provide more info of what you mean by that?

    #133862
    Customer
    432 Posts

    Just like most of us, he wants that this works on portfolio-level as well, not just on one pair. I noticed the same problem too.

    #133945
    Mark Fric
    Administrator
    1182 Posts

    what exactly is the problem?

    when I use genetic evolution it tests the strategy on additional data also in the next generations.

     

    Doesn’t it work for you?

    I tried it just now, for example strategy with number 6.14 (6th generation) shows equities for all the additional data when I switch to Portfolio in equity chart.

    So it tests the strategy on additional data too. 

     

    Or do you mean something else?

    Mark
    StrategyQuant architect

    #133947
    Customer
    168 Posts

    So, maybe You Mark uses some “secret” version of SQ! :) Please check same on older/newer Java or ZULU Java too…but as I remember, this wasn’t make diffirence.

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    #133952
    Customer
    432 Posts

    It´s the same problem here. If for example using EURUSD (main pair), AUDUSD, USDJPY, USDCAD as additional data, strategies that are NOT from the random initial population do not hold any equity curves or infos at all (profit, drawdown?) for the additional data. Only the “0.X” generations do.

    #133960
    Customer
    168 Posts

    Yes, Indeed. Only Main Data have chart of equity. All other additional data not. And Yes, only “0” generation has all properly.

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    #133965
    Mark Fric
    Administrator
    1182 Posts

    can you post one such strategy here? it is really strange that it works for me.

     

    I tested it many times and I use SQ for development of strategies based on multiple data, but I never experienced this problem.

     

    When you retest the strategy will it compute results for additional data or not?

    Mark
    StrategyQuant architect

    #133970
    Customer
    168 Posts

    Im away from SQ for a few days. Maybe Geek can send some earlier. But when I retest strategies then it good. (as far as I remember)

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