I know this is an option for Genetic Evolution, but it should be an option to check existing DB strategies to remove and replace existing strategies with better strategies when this happens.
I also know that I could potentially set DB max to 20 strategies and set Total strategies (that passed filters) to 100 strategies and have this eliminate what is perceived as worse strategies and give me more variety based on my Strategy Quality Ranking (fitness) settings. However, with this method, I run the risk of eliminating strategies that may not be the best from a fitness perspective (and get deleted) that may have done very well in the robustness tests (MC Spread, Parameters and WFM), so this is not a great way of overcoming this problem either.
Example attached where I have a very large amount of similar strategies from the builder task in my project + project attached.
Thanks :)
Attachment More of the same problem.png added
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Attachment More of the same problem.png added
Attachment genetic settings.png added
Attachment More of the same problem 4.png added
The "best" strategy will be based on Fitness.
For option 2:
For option 3:
Hi,
I think this could be a good new feature. But should be an easy option to activate or deactivate. I mean, do not overcomplicate it with setup and parameters just check the correlation %. Simply; i) add a boolean on the Builder to be able to On/Off this option, ii) New field where you can setup which is the maximum % correlation allowed.
i dont think so, that its reasonable to solve the similarity only on used building blocks...different parameters and mostly different used SL ant PT values means that even the strategy is using "same" building blocks could be totally diferent
for me the similarity is more equatation of correlation or RDD vs number of trades
and for now we have bigger problems - because there is not solved the simplifier of strategies - because we can see building blocks in the strategy which is doing nothing - https://roadmap.strategyquant.com/tasks/sq4_3807
Attachment Example of strategy with same text.png added
These 2 strategies (attached) are exactly the same strategy (one strategy). Both have exactly the same variables, but different parameters. I only need one of these strategies to remain in my databank, not both
because I will optimise these parameters during WFM assuming this strategy passes all robustness tests
Subject changed from Replace similar strategies in databank to Replace similar strategies in databank (Psuedo Text comparison and Fitness rank to make decision for add / replace)
Subject changed from Replace similar strategies in databank (Psuedo Text comparison and Fitness rank to make decision for add / replace) to Replace similar strategies in databank
Status changed from New to Refused
Small chanes in parameters can create strategy that trades very differently.
fit to existing portfolio cant be used for our purposes