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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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?
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.
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 architectSo, 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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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.
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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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 architectIm 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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