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Forums>StrategyQuant>Pre-Sales Questions>Moving from Random to Genetic Creation to Improve sample

  • #247173| Reply
    Participant
    23 Posts

    Hi,

    So, I have created 50 or so decent strategies which I would like to build on genetically. Once the genetic option is enabled and I have loaded in my initial population, there are two different windows to enter in conditions.

    • 1. Genetic Options Tab : Only strategies which fulfill the conditions below will be accepted
    • 2. Ranking Tab : Configure which Strategies will be saved into the Databank (the conditions I used to create the original sample are contained here) 

    Are these not effectively saying the same thing?

    Im confused over which tab I should be using once I move over to genetic creation. It will be clear once someone points it but its currently not that obvious.

    – Should I move the same conditions from the Ranking to the Genetic tab?

    – Which tab should I be using to set an objective? E.g. if I want to breed strategies to concentrate on a specific trait -e.g. increase stability – where do I state that?

    Thanks,

    Matthew

     

    #247196 Reply
    tomas262
    Administrator
    1116 Posts

    Hello,

    using the genetic options tab you can set filtering on strategies that are generated into the initial population by SQ. So lets say you want SQ to use only strategies having Net Profit > 0. If you set so only these strategies will be used as the “initial population”

    The Raking tab filters serve purpose of filtering strategies generated in any other following generation (or using random generation)

    #247210 Reply
    Participant
    23 Posts

    Ah, I see – thank you.

    So I guess if I have an initial population already, I dont need to filter anything on the genetic tab, only select those strategies which then pass the filters in the ranking tab?

    Bentra
    #247231 Reply
    0 Posts

    I think with an initial pop, the gen tab is still used to filter each new mutated or copulated strat during generation. The ones that fail gen tab filter are not used to mutate or copulate further, they are discarded. The ones that pass can be used for further generations…. The ranking tab filter is used as a check before they appear in the results tab.

    #247237 Reply
    Participant
    23 Posts

    Thanks, Bentra – thats helpful!

Viewing 5 posts - 1 through 5 (of 5 total)
Reply To: Moving from Random to Genetic Creation to Improve sample

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