Asymmetric strategy rules and variables

The builder generates many strategies with completely asymmetric rules or variables. There needs to be an option in the builder to force symmetric rules and variables in the strategy building process. Otherwise you end up with many strategies that are not symmetric and thus more prone for overfitting, because both long and short conditions are fitted in one trading direction.



Opened up a thread in the application support section as well.

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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority High

History

T
#1

TANGO

13.03.2018 19:33

Task created

MF
#2

Mark Fric

17.04.2018 10:57

Status changed from New to Fixed


Votes: 0

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