Crosschecks Dont work when using Gen Evo

Crosschecks does not work in Genetic Evolution mode ! . There also seem to be a bug in regards to Global filters under Genetic EVO. It discards profitable strategies if +500  > -5000 the strategy is disregarded which is the default settings.
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

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m
#1

mabi

29.04.2018 14:20

Task created

m
#2

mabi

29.04.2018 14:47
It seems it was set to throw away and not keep strategies that fits the Global filters I did not see that. However it would be nice if Crosschecks is implemented for GEN EVO as well and not only for Randomize  settings. 
MF
#3

Mark Fric

01.05.2018 19:37

Status changed from New to Confirmed

I checked it, cross checks are not applied only to initial generation, they are applied to consecutive generations.


It is made on purpose - if we'd apply cross checks also to initial generation, it would take forever to generate it. Initial generation shouldn't be perfect, 

genetic evolution should take care of improving the strategies.


I think the solution is to not send initial generation strategies to the global databank.

MF
#4

Mark Fric

02.05.2018 07:40

Status changed from Confirmed to Fixed

fixed, initial population is now not saved to Results databank

Votes: 0

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