custom projects_filter strategies ——sorting strategies with fitness and select top N

It is suggested to add the function of sorting the strategies in the databank according to fitness in the "filter strategies" task of custom projects, and then select the specified number of options ranking in the top according to the order from large to small or from small to large. For example, select the top 100 with the smallest "alignment" in the databank.
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  • Votes +3
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

4
#1

Jordan

08.03.2022 06:59

Task created

b
#2

bentra

08.03.2022 16:24
Move x strategies in filter task doesn't move the top fitness? I assumed it would...
4
#3

Jordan

09.03.2022 03:42
Voted for this task.
E
#4

Emmanuel

10.03.2022 04:06
Voted for this task.
4
#5

Jordan

15.03.2022 03:55
Hi bentra,After testing, I found two problems. Problem 1: for example, if I set net profit as fitness, the result generated by the strategy may be that net profit is the highest, but fitness is not necessarily the largest. The ranking according to fitness is sometimes different from that according to net profit. This situation is particularly likely to occur when the number of strategies generation is not so large. Question 2: you said that if you use "move" or "copy" in the filter task of custom project, sqx will automatically select the top fitness, which is not the case in my test results. For example, I set fitness as net project and select move 3 of 100. The three results of move are neither the top three selected according to fitness, Nor is it the top three selected according to net profit.I don't know what its selection criteria are. 
b
#6

bentra

15.03.2022 04:05
For question 2, thanks for letting me know I assumed otherwise.

For problem 1 yeah fitness is buggy in the generator:
https://roadmap.strategyquant.com/tasks/sq4_8649
https://roadmap.strategyquant.com/tasks/sq4_8417
https://roadmap.strategyquant.com/tasks/sq4_8321

or it can be rounding:
https://roadmap.strategyquant.com/tasks/sq4_8549




CG
#7

Chris G

01.02.2024 14:22
Voted for this task.

Votes: +3

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