Stop Generation When...x strategies have been tried

As a new option for the "Stop Generation When" options beneath Builder -> Full Settings -> Ranking, please consider adding "Stop generation when [x] strategies have been tried". (As opposed to "strategies (that passed filters) were generated".



The reason for this is, I'm personally more interested in strategies that pass filters at a certain frequency (i.e. 1-5%, given my configuration). Above, say 5%, I feel like I can increase my filtering settings and demand higher performance. Below 1%, I feel like I'm running the risk of curve fitting by selecting only the strategies with the magical parameters that just happened to achieve desired performance.


By just stopping after x number of strategies have been attempted, I can ascertain how appropriate my filtration settings.


Also, I'm building this into a Custom Project, and this is necessary in order to achieve the flow I'm after in an automated fashion.


Thank you.

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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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RH
#1

rhartstein

21.07.2023 23:26

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