Hi there, Im currently running strategyquant to build a few strategies based on the genetic principle. I have a question regarding the filter parameters though.
So far everything has been rejected as a strategy but there’s on particular rejection value which I don’t really get, it’s initial population. (I attached a screenshot). What does that exactly mean?
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there can be many dismissal rules set… first of all there are some auto-rules that can be switched on/off … see here https://strategyquant.com/doc/strategyquant/understanding-automatic-dismissal-rules/
The initial population filter can be set on the Builder -> “Genetic options” tab
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