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I ran Random, so now what?

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Jer99

Customer, bbp_participant, community, 5 replies.

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8 years ago #111262

I’ve run a ton of random tests using the ICH Cloud and MA as Indicator building blocks.

I have a few strategies that look promising that I would like to maximize, either by variables contained therein or by adding some more indicators to help “tweak” the results.

 

For example, one of the strategies has fixed pips for stop loss and profit target. I would like the system to come up with the optimum for this. Do I just eliminate all the other ones from the result set and use the Genetic Builder option?

 

Lets say I wish to add more indicators – Do I just do the same as above?

 

Jerry

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Mark Fric

Administrator, sq-ultimate, 3 replies.

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8 years ago #121903

Hi Jerry,

 

there are several options:

  1. you can run genetic evolution on these strategies to see if it’ll make any improvement. This requires you to have relatively big pool of initial strategies. It will not work to run genetic evolution on 5 strategies.
  2. you can try to improve the strategies using the Optimize strategy parts build goal. In settings you can choose which parts of the startegy you want to regenerate, and the program will then randomly generate new parts of the strategy and possibly find some improvement. This functionality will be even more improved in the new version of GB.
  3. if you want to optimize indicator parameters, you can optimize them in MetaTrader. New version of GB will have its own optimizer.

 

I personally would be careful with optimization, optimization is not a key to profitability, you are risking that the strategy will be curve fitted to history data. So I’d go mainly with step 2.

Mark
StrategyQuant architect

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