[SQ4 B9] Please add this effective duplicate filter for the genetic evolution

An effective duplicate filter to filter out identical strategies would be needed for the genetic evolution. As you can see, the genetic evolution fills up the databank with the exact same strategy over and over. I would highly suggest that you filter out such strategies directly from within the population of the current generation and replace them with new ones. That is how the other trading system builder that I am using does it.



1) At the end of each generation, the whole population is checked for duplicate members.
2) If a duplicate member is found, it is replaced by a completely new randomly generated member (strategy in our case).
3) The evolution continues with a de-duplicated population into the next new generation.
4) This duplicate check/replacement is repeated at the end of EACH generation.


This way we can avoid such scenarios easily and it also inserts some completely "fresh blood" into each generation in case it begins to create many duplicates (which is a sign of stagnation too).

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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

g
#1

geektrader

22.04.2018 01:12

Task created

Attachment Untitled.jpg added

Forgot the screenshot...
MF
#2

Mark Fric

03.05.2018 15:49
good idea, we'll see if we'll be able to add it to the next release
c
#3

cullo6

21.05.2018 14:51
Hello Mark, is it possible to add this function as soon as possible? If I set databank size to 5 000, SQ fill databank with 2 types of strategies for example with 20 R/DD and other good strategies with 15 R/DD are thrown away, because have smaller R/DD.
h
#4

hankeys

21.05.2018 14:54
určitě je potřeba tohle vyřešit - viz. návrh https://roadmap.strategyquant.com/tasks/sq4_1519
MF
#5

Mark Fric

24.05.2018 16:17

Status changed from New to Fixed

implemented, it takes Net profit and Number of trades as strategy fingerprint and doesn't allow to save too similar strategies.
c
#6

cullo6

24.05.2018 18:44
Thanks, you are doing good job Mark. 

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