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Build Stratergys – Settings – Genetic Options

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David

Customer, bbp_participant, community, 15 replies.

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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

 

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tomas262

Administrator, sq-ultimate, 2 replies.

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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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