Two questions

4 replies

jpfx

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1 month ago #270795

Is there any chance that SQX could show estimated amount of all combinations to discover from chosen building blocks and how many of them has been already tested and how much more time deos it need to check them all?

Second thought: I would like to propose a creation of simple statistics indiactor of stagnation to ret/dd – just simply devide number of days in stagnation by ret/dd indicator. That will help us to find strategy with best profit/dd with shortest stagnation period. What do You think?

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hankeys

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1 month ago #270803

check all combinations – task for genetics algo is not to go through all combinations, because their number is almost infinite (depends on how many building blocks you have selected) – genetics algo is something like the “best and fast” way through all the combinations, because many combinations will not make any sense and they will be only waste of time

stagnation / ret/dd – for me its uncomparable – ratio of an another ratio. I dont care about stagnation a much for my strats

just my thoughts…

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YuL

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1 month ago #270903

There should be some way to estimate just how much of total solutions space was covered, to get some idea if there is a point to keep searching or we have already searched everywhere and go in circles.

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hankeys

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1 month ago #270925

combinations are endless and you need to know, that every geentics starts with random initial population

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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YuL

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1 month ago #270927

I understand that, but if for example with one parameter I could see a 2-d line with each parameter tried plotted as a dot, I would be able to see how much of total space was covered by the density of dots, even though total number of values is endless for float number. Or it could be a colored line with color intensity showing how many tests took place with parameter corresponding to each pixel.

This could be extended to multiple parameters space. Just for an idea if current search is worth continuing, or we should search elsewhere, try other blocks or change limits.

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