New "Fresh blood" genetic evolution settings

see screenshot - we will add these settings to UI.




Attachments
fresh_blood_genetic_setting.png
(194.81 KiB)
  • Votes +8
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

MF
#1

Mark Fric

17.01.2019 10:29

Task created

g
#2

geektrader

17.01.2019 10:51
Voted for this task.
g
#3

geektrader

17.01.2019 10:52
Perfect :-) And "fresh blood", hahaha :-) Great work!
IH
#4

clonex / Ivan Hudec

17.01.2019 11:57
Voted for this task.
KL
#5

kainc301

17.01.2019 16:15
Voted for this task.
KL
#6

kainc301

17.01.2019 16:40

Good job Mark and Geektrader!


This is a very base level practical implementation of what I was trying to suggest earlier with the eventual implementation of Neural Networks. Later expanding on this feature in the future, you can use a neural net to generate the fresh blood instead of generating it randomly https://roadmap.strategyquant.com/tasks/sq4_3785


This would be separate from using neural networks to train strategies. This would only allow for better selection of what fresh blood gets added so that better strategies can be added straight out of the gate. Just a suggestion to improve this feature later down the line. A neural net for strategy selection and one for strategy training should really beef up the capability of the evolution process of any strategy. 


My suggestion for anyone considering implementing this in the future is using a Convolutional Neural Network for the training (reduces time complexity and outperforms other models on time series data), and for strategy selection, a Feed Forward Neural Network (for simplicity/ speed) or a Kohonen Neural Network (for performance) would probably work best. 

Rr
#7

Partizanas

17.01.2019 16:41
Voted for this task.
BA
#8

Grandmamoses

17.01.2019 19:23
Voted for this task.
a
#9

Ash24FX

17.01.2019 20:00
Voted for this task.
M
#10

MKquant

17.01.2019 22:06
Voted for this task.
TB
#11

Tomas Brynda

18.01.2019 08:10

Status changed from New to Fixed

IH
#12

clonex / Ivan Hudec

18.01.2019 14:12
we should respect vegans ! https://www.youtube.com/watch?v=z0O_VYcsIk8
MG
#13

maegop

03.02.2019 05:27
Voted for this task.

Votes: +8

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