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Random Thought 1 – Simplifying Custom Ranking Filters

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Michael47x

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1 month ago #277585

I have gone from the standard 3 filters upwards to 7-10 but, if you have done anything similar you know there is always a tradeoff price to be paid. When I have done this in the past, I simply start the workflow and walk away letting it run until something is produced.

When in development mode, coming back several days later is not always an option, so tonight I simplified the process down the least number of filters for the build process. The rest of the workflow is pretty much set, so my focus is on getting a good build population.

As I look at this, I scratch my head and ask, didn’t I do this approach when I was wet behind the ears the first week of my SQ3 experience?

No matter, here is tonight’s venture…

 

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Michael47x

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1 month ago #277586

Oh yes, the build is still running, the clips were taken at the 52-minute mark

I’ve attached the view so you can see through my eyes.

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Michael47x

Customer, bbp_participant, community, sq-ultimate, 44 replies.

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1 month ago #277587

let’s see if the view uploads this time.
It is in the attachments so If it does not make after I hit submit, it’s not meant to be.

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AlgotradingDE

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1 month ago #277588

Hi Michael,

I must say I came to the same conclusion. And this was mainly because I didn´t fully understand the power of custom projects. Now, after getting familiar with these workflow, I have moved to a completely different setting in the Builder: I want the builder to have only really essential filter conditions and produce a hell of a lot of systems during the day. In my case it is around 2000 per day.

Then my workflow steps in: it automatically starts when 1 day has passed and filters out typically just 1 to 4 systems out of those 2000. But 1-4 systems a day is great.

Gerhard Frischholz
https://Algotrading.de

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Michael47x

Customer, bbp_participant, community, sq-ultimate, 44 replies.

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1 month ago #277602

I find myself constantly in a loop, start out simple, generate 3-10k strategies, push through a workflow reviewing each step for patterns, select filters based on the end result to be applied to the next iteration. When I reach a wall take 1 or 2 of the promising filters and start again.

I’ve hit on ideas generating 1k builds as well as 20k builds, 1 filter, 10 filters, no additional markets, 28 markets (forex, have yet to venture outside fx).

But I am constantly surprised when I keep it simple and focus on the main goal being sought.

btw I love the auto-translate in the edge browser when I jumped over to the site you had tagged.

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