In the attached screenshots you can see that I have only selected one (custom) databank column "TTHFitness" which always returns a static value of 0.5. There is no logic to it, I only created it to test this.
In the screenshot showing a sample set of strategies, you can see that the TTHFitess is always returning 0.5 as expected. However, the Fitness column is calculating values that deviate from 0.5, and they seem to be correlated with a higher net profit (or profit factor, ret/dd). This should not happen!
I understand that SQX is using multipliers to lower the Fitness scoring when trades are < 150 (I have seen this in another comment by Mark), but these Fitness values don't align with this, so I have no idea how it is calculating them.
If I tell SQX to calculate a Fitness score using column X, then this should be the only thing used. I do not want/need SQX to try and supplement the Fitness scoring with unknown variables as it interferes my workflow.
Please inform us how Fitness is calculated. I haven't provided strategy or configuration files since it's very easy to reproduce the problem. It will apply to all configurations and all strategies.
* EDIT: See the attached screenshot "variable input" where you can see that whilst the "TTHFitness" column is select as the only input for the custom weighting, I set the value of TTHFitness to the value of stagnation (so the value is now not only 0.5, but a value in the hundreds, variable). The Fitness score is still sorted by Profit Factor with the TTHFitness value seemingly ignored.
Description changed:
In the attached screenshots you can see that I have only selected one (custom) databank column "TTHFitness" which always returns a static value of 0.5. There is no logic to it, I only created it to test this.
In the screenshot showing a sample set of strategies, you can see that the TTHFitess is always returning 0.5 as expected. However, the Fitness column is calculating values that deviate from 0.5, and they seem to be correlated with a higher net profit (or profit factor, ret/dd). This should not happen!
I understand that SQX is using multipliers to lower the Fitness scoring when trades are < 150 (I have seen this in another comment by Mark), but these Fitness values don't align with this, so I have no idea how it is calculating them.
If I tell SQX to calculate a Fitness score using column X, then this should be the only thing used. I do not want/need SQX to try and supplement the Fitness scoring with unknown variables as it interferes my workflow.
Please inform us how Fitness is calculated. I haven't provided strategy or configuration files since it's very easy to reproduce the problem. It will apply to all configurations and all strategies.
* EDIT: See the attached screenshot "variable input" where you can see that whilst the "TTHFitness" column is select as the only input for the custom weighting, I set the value of TTHFitness to the value of stagnation (so the value is now not only 0.5, but a value in the hundreds, variable). The Fitness score is still sorted by Profit Factor with the TTHFitness value seemingly ignored.
Attachment variable input.png added
Assignee changed from Mark Fric to Mark Fric
Status changed from New to In progress
Milestone changed from None to Build 136
Status changed from In progress to Waiting for information
if(trades < 20) {
fitness *= 0.3;
} else if(trades < 30) {
fitness *= 0.4;
} else if(trades < 50) {
fitness *= 0.6;
} else if(trades < 70) {
fitness *= 0.8;
} else if(trades < 100) {
fitness *= 0.85;
} else if(trades < 150) {
fitness *= 0.9;
}
> Turns out SQX was not saving the Fitness function changes.
can you please describe more in detail what you mean? We will fix it, but I don't know what doesn't work from your description.