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  • #259787 |
    Participant
    86 Posts

    Sq generates thousands of the same strategies

    How to diversify them without using random option?

     

    #259796
    Customer
    256 Posts

    increase mutation probability . but depends on more factors. it is always better to post here your settings and not let others to guess

    • This reply was modified 11 months, 2 weeks ago by clonex.
    #259800
    Participant
    86 Posts

    good idea , will try

    #259815
    tomas262
    Administrator
    1827 Posts

    Simply you can select higher amount of building blocks being actively used. When only few are selected, as the time passes your strategies obtained will tend to converge since you have limited space of possible setups

    #259823
    Participant
    86 Posts

    SQ finds a good params and sticks to it

    thus thousands of similar strategies param by param

    can you stop SQ to spam and do more diversification

    lets say if found 100 strategies that fit params then move on to new ones with new indicators

    SQ strategies are lacking diversification… literally 9000 strategies which are the same

     

    #259837
    Customer
    256 Posts

    I have no problem like this. So you have to improve your setting and it will work

    #259843
    Participant
    86 Posts

    How to improve

    Give me tips please

    #259858
    Customer
    797 Posts

    without your building settings no one will tell you anything – post here something

    i am using SQX for many months and i have no problem with diversification – it looks like to me, that you dont know what you are doing…

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #260168
    Participant
    86 Posts

    yes, I am learning, still the same problem, tried your ideas, did not work

    can you show me your params?

    how do you diversify strategies?

     

    #260171
    Customer
    797 Posts

    its better to start with your settings, it will be better – its not effective to copy someone – you need to find your own way

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #260361
    Insanity82007
    Customer
    28 Posts

    Make sure to use lots of building blocks as suggested

    Also use 1 to 3 or 1 to 4 conditions for entry and exit to add even more diversification

    Either use very strict ranking or limit databank size to a low number and generate strategies for a period of time where databank fitness will continue to improve as older strategies get replaced with newer strategies.

    I’ve attached some example screenshots from a project I’m using at the moment that is providing some nice diversification

     

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    #260362
    Insanity82007
    Customer
    28 Posts

    I would also suggest you click on the help button in the genetic options menu and have a good read of that to help you set this up correctly.

    The other thing to do is experiment and build your settings up based on trial and error

    #260390
    Oliver
    Customer
    117 Posts

    Ive had success in using random gen and back testing them on previous data. they perform on such data i use them in genetic engine and decimate them to find good un correlated strategies that pass all tests

    #260394
    Participant
    86 Posts

    random brute force is not working

    it takes 6 days of searching at 3 million strategies per hour to get 0 strategies with filter pf 1.3

     

     

    #260401
    Customer
    797 Posts

    random brute force is not working it takes 6 days of searching at 3 million strategies per hour to get 0 strategies with filter pf 1.3

    really? i dont trust your opinion, because for me it works – you are doing something wrong, because simple filter for profit factor is nothing, this is an easy one

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

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