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Forums>StrategyQuant>General Discussion>No strategies left in final step of workflow – what’s next?

  • #254759 |
    Customer
    24 Posts

    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?

    #254760
    Customer
    337 Posts

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

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #254761
    Customer
    24 Posts

    Hi there hankeys, that is a WFM test.

    #254762
    ivan
    Participant
    108 Posts

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

    Timisoara, Romania
    3700X 3.6 Ghz 8 cores, 64GB RAM DDR4 3000Mhz, Samsung 970 EVO Plus M.2 NVMe

    #254767
    Customer
    337 Posts

    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? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #254770
    Customer
    24 Posts

    @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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    #254771
    Customer
    337 Posts

    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? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

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