Build Stratergys – Settings – Genetic Options
1 replies
David
5 years ago #233041
Hi Fellow traders,
I am new to Stargy Quant and am starting to understand workflow of program. Can anyone advise me some simple settings for;
1. Initial Population settings – Dismiss stratergies where ? (Or is best to dismiss in ranking options ?)
– Can i add robustness tests
2.Evolution Management – Restart evolution after (5) generations if ?
I have added word file of current settings.
Kind Regards,
David
tomas262
5 years ago #233093
Hello David,
1) you can dismiss strategies for the initial population having Net Profit (IS) < 0 – you only want strategies to make money. The robustness testing can be done later. Disabling will speed up sampling process – you will get more strategies in the same period
2) you can setup for example to restart if Profit Factor < 1.3 or similar …
The whole idea is that you start with money making strategies only and after 5 generations then need to be good having profit factor > 1.3
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