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No strategies left in final step of workflow – what’s next?

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Venus

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4 years ago #254759

Hi, i’m looking for advice regarding the following situation. I have had plenty of times where I run the builder for many hours which resulted in 1000 or more strategies.

i added them to my workflow to retest them according to several tests. So far so good. With one task to go, i still had  approx 30 to 50 left. But None of these strategies survived the last task, so I end up with no strategies.

I was wondering if it is possible to start the genetic building proces based on the 30 to 50 i had left in the single last step? I assume that will bring me faster to a strategy that survives the last step than starter over from scratch. Any thoughts or advice?

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hankeys

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4 years ago #254760

and what is the last step? 🙂 knowing nothing about your worklow its hard to advice anything

You want to be a profitable algotrader? We started using StrateQuant software in early 2014. 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.

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Venus

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4 years ago #254761

Hi there hankeys, that is a WFM test.

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ivan

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4 years ago #254762

most of the times, 1000 strategies is not enough, try at least 3000 or 5000

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hankeys

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4 years ago #254767

WFM but with what setting?

bigger packs of strategies will be most probably very corelated…better to buil more basic packs of strategies with different settings

You want to be a profitable algotrader? We started using StrateQuant software in early 2014. 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.

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Venus

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4 years ago #254770

@Ivan, Thanks for the feedback. I will have a look at that? With how many islands do you often work? I ask this question because of what hankeys said about similar strategies/correlation.

 

@hankeys, see attached the settings. It is a WFM test with a maximum of 5000.What amounts of strategies do you have in mind if you talk about “basic packs”? And do you achieve different settings with a certain number of islands? Or do you have other approach in mind?

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hankeys

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4 years ago #254771

about WFM – for me its simple, i dont use it, because i hasnt prove, thats this method have some value added for us

but its everybodies choice…user need to know why he does what he does and what are his settings – what are you trying to find with only 5000 combinations in WFM through the whole history and parameter ranges? and why do you use the settings you sent – for me they are very compicated? you know these answers?

for me the BASICS is diversification – and this is made with different settings though the markets, TFs and each setting – TP, SL ranges, building blocks – in one run i use for example TP required, in another run i use trailing stop required, etc.

doesnt make sense to me generating for hours or days with one setting only

 

You want to be a profitable algotrader? We started using StrateQuant software in early 2014. 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.

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