Project: 5M Build Optimise WFM USDCAD Log file: /global_log_20200615_125931.log -------------------------------------------------------------------------------------------------------------------------- TASK STARTED at 2020.06.15 12:59:31.598 Task: Build strategies, Type: Build Databanks before start: Results (0), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (0), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (0), MC Price (0), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) TASK FINISHED at 2020.06.15 18:59:31.680 in 6 hrs. Databanks after finish: Results (400), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (0), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (0), MC Price (0), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) Strategies generated: 744659, Time per strategy: 29 ms., Time per accepted strategy: 75 ms., Accepted: 285196, Rejected: 459447, Strategies per hour: 124110, Accepted strategies per hour: 47533 Time per strategy details: Main test: Count: 303177, Avg. time: 1.5219 s., Total time: 461417.2730 s., % of all: 100.00 % Rejected details: Automatic filter: too little trades, Count: 60019, % of all: 13.06 % Global filter: Avg. Trades Per Year[Main data] >= 50.00, Count: 17934, % of all: 3.9 % Automatic filter: outlier trade - one exceptionally big trade, Count: 236, % of all: 0.05 % Automatic filter: too many trades closing at the same bar, Count: 24091, % of all: 5.24 % Automatic filter: no trades, Count: 356482, % of all: 77.59 % Automatic filter: too many ambiguous trades, Count: 683, % of all: 0.15 % Accepted details: In databank, Count: 400, % of all: 0.14 % Replaced with better strategy, Count: 2622, % of all: 0.92 % Strategy is too similar or the same as some other strategy in databank, Count: 282101, % of all: 98.91 % -------------------------------------------------------------------------------------------------------------------------- TASK STARTED at 2020.06.15 18:59:31.681 Task: Optimise strategies, Type: Optimize Databanks before start: Results (400), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (0), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (0), MC Price (0), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) TASK FINISHED at 2020.06.15 23:35:44.334 in 4 hrs. 36 min. Databanks after finish: Results (400), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (400), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (0), MC Price (0), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) Total steps: 501 -------------------------------------------------------------------------------------------------------------------------- TASK STARTED at 2020.06.15 23:35:44.334 Task: Auto Retest Fit Avg. Trades, Type: AutomaticRetest Databanks before start: Results (400), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (400), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (0), MC Price (0), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) TASK FINISHED at 2020.06.15 23:36:30.171 in 45 s. Databanks after finish: Results (400), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (400), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (250), MC Price (0), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) Total tested: 3841321, Time per strategy: 114 ms., Passed: 250, Failed: 150 Time per strategy details: Main test: Count: 400, Avg. time: 2.1240 s., Total time: 849.5910 s., % of all: 100.00 % -------------------------------------------------------------------------------------------------------------------------- TASK STARTED at 2020.06.15 23:36:30.171 Task: Go To Start - Cloned, Type: GoToTask Databanks before start: Results (400), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (400), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (250), MC Price (0), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) TASK FINISHED at 2020.06.15 23:36:30.171 in 0 ms. Databanks after finish: Results (400), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (400), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (250), MC Price (0), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) Condition 'Number of results in databank HPSFTMC = 0' not met. Going to next task... -------------------------------------------------------------------------------------------------------------------------- TASK STARTED at 2020.06.15 23:36:30.171 Task: Auto Retest MC Price, Type: AutomaticRetest Databanks before start: Results (400), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (400), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (250), MC Price (0), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) TASK FINISHED at 2020.06.16 00:51:01.745 in 1 hr. 14 min. Databanks after finish: Results (400), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (400), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (250), MC Price (82), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) Total tested: 3891821, Time per strategy: 17 s., Passed: 82, Failed: 168 Time per strategy details: Monte Carlo retest methods: Count: 250, Avg. time: 494.8896 s., Total time: 123722.3980 s., % of all: 99.55 % Main test: Count: 250, Avg. time: 2.2440 s., Total time: 560.9980 s., % of all: 0.45 % -------------------------------------------------------------------------------------------------------------------------- TASK STARTED at 2020.06.16 00:51:01.745 Task: Go To Start - Cloned, Type: GoToTask Databanks before start: Results (400), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (400), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (250), MC Price (82), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) TASK FINISHED at 2020.06.16 00:51:01.745 in 0 ms. Databanks after finish: Results (400), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (400), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (250), MC Price (82), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) Condition 'Number of results in databank MC Price = 0' not met. Going to next task... -------------------------------------------------------------------------------------------------------------------------- TASK STARTED at 2020.06.16 00:51:01.745 Task: Clear Databanks - Cloned, Type: ClearDatabanks Databanks before start: Results (400), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (400), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (250), MC Price (82), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) TASK FINISHED at 2020.06.16 00:51:01.751 in 6 ms. Databanks after finish: Results (0), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (0), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (0), MC Price (82), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) Databanks cleared: Results, Opt, OptOth, OptOthRet, Opt2, HPSFTMC, MCSpread, MCParams -------------------------------------------------------------------------------------------------------------------------- TASK STARTED at 2020.06.16 00:51:01.752 Task: Optimise WFM, Type: Optimize Databanks before start: Results (0), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (0), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (0), MC Price (82), WFM (0), MCSpread (0), MCParams (0), WFM2 (0) TASK FINISHED at 2020.06.16 08:06:27.965 in 7 hrs. 15 min. Databanks after finish: Results (0), Last generation (0), Initial population (0), Strategies to improve (0), Strategies to optimize (0), Opt (0), OptOth (0), OptOthRet (0), Opt2 (0), HPSFTMC (0), MC Price (82), WFM (5), MCSpread (0), MCParams (0), WFM2 (0) Total steps: 5595