[SeqOpt] (parameters categories sorting) Not sure if it is already implemented this way but here's a suggestion
[SeqOpt] Not sure if it is already implemented this way but here's a suggestion:
Create an option to select the "Preferred Sorting" way of parameters categories,
i'm in a worry because Strategies should be optimized by their Entry + Exit(if any) rules,
EXAMPLE as for Default parameters categories sorting:
Im not sure if it is already built like this in mind behind the scenes into SQ,
Create an option to select the "Preferred Sorting" way of parameters categories,
i'm in a worry because Strategies should be optimized by their Entry + Exit(if any) rules,
It makes no sense to optimize for example the Trade Management (StopLoss, TakeProfit, TrailingStop, BreakEven) and only then optimize the Strategy's Rules...
* again, Im not sure if it is already built like this in mind behind the scenes into SQ,
EXAMPLE as for Default parameters categories sorting:
- Periods
- Constants
- Shifts
- Other params
- Entry (levels)
- Entry (logic)
- Exit params (SL, PT,...) only used
- Exit params (SL, PT,...) unused
- Boolean params
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Votes +3
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Project StrategyQuant X
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Type Feature
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Status New
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Priority Normal
History
k
b
bentra
08.06.2022 20:19
Standard optimizations optimize all selected parameters simultaneously... or are you talking about seqO?
k
Karish
08.06.2022 20:53
@bentra Yes, Sorry i forgot to mention that is SeqOpt i'm referring to, ill update the Topic of this Task, thanks for mentioning.
k
Karish
08.06.2022 20:54Subject changed from [Optimization algorithm engine] (parameters categories sorting) Not sure if it is already implemented this way but here's a suggestion to [SeqOpt] (parameters categories sorting) Not sure if it is already implemented this way but here's a suggestion
Description changed:
[SeqOpt] Not sure if it is already implemented this way but here's a suggestion:
Create an option to select the "Preferred Sorting" way of parameters categories,
i'm in a worry because Strategies should be optimized by their Entry + Exit(if any) rules,
EXAMPLE as for Default parameters categories sorting:
Im not sure if it is already built like this in mind behind the scenes into SQ,
Create an option to select the "Preferred Sorting" way of parameters categories,
i'm in a worry because Strategies should be optimized by their Entry + Exit(if any) rules,
It makes no sense to optimize for example the Trade Management (StopLoss, TakeProfit, TrailingStop, BreakEven) and only then optimize the Strategy's Rules...
* again, Im not sure if it is already built like this in mind behind the scenes into SQ,
EXAMPLE as for Default parameters categories sorting:
- Periods
- Constants
- Shifts
- Other params
- Entry (levels)
- Entry (logic)
- Exit params (SL, PT,...) only used
- Exit params (SL, PT,...) unused
- Boolean params
b
b
bentra
08.06.2022 21:32
I think I slightly prefer entry logic before entry levels.
It might be nice to have a cfg file we can use to edit the order of priority so we can experiment.
It might be nice to have a cfg file we can use to edit the order of priority so we can experiment.
k
E
Votes: +3
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