for example TP - i set that i want TP required, i can see the TP in the strategy in pseudo code, but if i look to list of trades i can see, that the TP was never reached
and thats true for every building block - filtering conditions, exit conditions, trailings, etc.
please add to the building process this simplifier function, so the building process will go through every building block and try to erase each of them and if the netprofit is the same of the strategy (with and without each building block), so the building block has never been used and can be erased from the strategy
and if i have TP set as required for example and simplifier will find, that the TP was never reached and the TP can be deleted from pseudo code, this strategy could be deleted at all, because TP was never used and i set TP as required, but simplifier find that its not true
this function is crucial for me, because we need to see in pseudo code only what has impact to a strategy
and we will be running this only on the final strategies - something like "last" task of a workflow
if the building block have no impact on net profit, it should be deleted
if the SL will be deleted (because it could happen too - you have to widen SL settings, so it will never be hit) - we must get some warning, that this strategy is actually withnout SL
for example TAKEPROFIT - why i see in pseudo code, that i have strategy with takeprofit even if this TP was never used in list of trades
some simplification could be done very easily
is in pseudo code TP - are in list of trades some TP close types? NO - delete TP from the strategy, it was never used - have i turned on that i want TP required? dismiss this strategy, because TP in pseudo code was never reached
etc...the same for SL and other exit types
You could take this idea even further...and implement some kind of "parameter sensitivity test". For example sweeping across all parameters of a given strategy e.g.: using a simplified MC-like test and testing the outcome sensitivity vs variation of each parameter . This could give us an overview of all parameters and their impact on the final result. In the example above when TP is never reached, then it would have probably very small sensitivity figure since its change would not affect (much) the final result (at least on the positive side of parameter variation).
Attachment EU_D1_112403962_S_Ic_SQX_ASYM.sqx added
and i dont think so, that my SL and TP settings are too high - for daily strategy....exit type exit bars or exit indicator were hitted sooner than any SL and TP
if i set that i want SL and TP required, i need strategy with these values, which are USED in strategy
Attachment EU_D1_112423816_S_Cl_SQX_ASYM.sqx added
i have set, that i want to build SYMETRIC strategies - OK, i am getting them, i see in the pseudo code - BUY and SELLS
but if i look at this strategy, it has only LONG SIDE, because the short side is never TRUE
why i see some pseudo code for SELL? when the sell conditions was never true
this strategy is not symetric, i have set, that i want symmetric strategies but i dont get one
DISMISS or SIMPLIFY
i am building multiTF strategies with filter for example on D1, i see in pseudo code that i have some filter in D1 chart - OK
but is this filter STRONG or not? what job is the filter doing in the strategy? isnt it useless?
here https://roadmap.strategyquant.com/tasks/sq4_5771 is strategy with D1 filter, if i remove the D1 filter from strategy i am getting better RDD - this kind of multiTF strategy is nonsense for me - i have in pseudo code something, which is worsens my results
with D1 filter i need better strategies than without it
Attachment B.png added
Attachment A.png added
It's very important to fix it.
another example is that if i want to build multiTF strategies like H1 with D1 filter i need to know that D1 filter is doing some job in the strategy. i see many where D1 filter is always true so i dont have H1D1 strategy but only H1 strategy
Attachment AC_H1_230106322_L_Op_CF_SQX.sqx added
even if traders has STOP LOSS is required, this does not mean, that this stop loss is working in the strategy...
i could have exit signals in the strategy and from the list of trades i see, that it was never used
i could have trailing stop in the strategy, and from the list of trades i see, that it was never used
i could have take profit in the strategy and again, i can see, that it was never hitted
our strategies are full of building blocks and only few of them are making the edge for us...it could also happen, that some custom blocks could make strategy worse, etc. etc.
think about it to add asap, thx.
sending one strategy which is full with not used building blocks
we cant see false positives in the pseudo code, like never used SL
However this would be an additional step after the strategies hit the databank between generations and may slow down the work flow. So I recommend implementing this in the robustness testing rather than the storing of the databank itself during genetic evolution/random generation.