[Build 129] More stats about genetic optimization

1. Add statistics 

1a)  which generation in average gen.optimiser gives us strategies (median , arithmetic average)
1b)average time of one cycle of gen optimisation  /// maybe irrelevant stat
1c) how often gen optim restarts optim after stagnation in time ( average duration of gen optim cycle in time)




2. Better visualization of gen optim. -- see pls how this problem is solved in adaptrade
2a)  configurable x axis ( hours, gens)


3 - any ideas???

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  • Votes +16
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

IH
#1

clonex / Ivan Hudec

06.03.2019 11:20

Task created

BS
#2

BobS

06.03.2019 11:28
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IH
#3

clonex / Ivan Hudec

06.03.2019 11:53
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l
#4

Loonly

06.03.2019 12:11
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m
#5

mabi

06.03.2019 13:32
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#6

nitroz

06.03.2019 16:42
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N
#7

nathan

06.03.2019 17:20
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m
#8

Martin

06.03.2019 18:04
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#9

VaderTrader

06.03.2019 20:01
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JF
#10

Honzik

07.03.2019 14:23
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HH
#11

Hans

12.03.2019 20:20
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IH
#12

clonex / Ivan Hudec

16.03.2019 14:21
hi. spent  tens of   hours of analyzing how  genetic  optim works in sqx. what we need: 

- better  visualization of gen optim fitness function in time. bigger or sepaete window. logs would be welcomed also

-x axis configurable by time and count of generation. best in new ,bigger or separate window

- average number of gen when strats are start to fallling from gen optim  ( to identify of settings of fresh blood) (median,avg)

- how fast avg gen fitness converge to maximum, in time ,  by generations 

- when are generations restarted in average ( this can have impact on effectivity of fresh blood btw)




SETtiNGS CAN HAVE huge impact. this i have confirmed  with my  hedt machine  on hard findable pairs and tfs over last three weeks during my vacation thanks to trial and error and later via analyzing and compring 10 hours  cycles with deterministic analytical approah. we are working with huge multdimensional problems so this is a must. if you guys make it ill write a post in forum or in  new part of web with my   recommendations and findigs. general recomeendatios from manual are partially wrong. thanks sorry form. Im writing from my phone.

Rr
#13

Partizanas

16.03.2019 19:25
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k
#14

Karish

25.03.2019 09:34
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DR
#15

mentaledge

11.04.2019 09:55
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IH
#16

clonex / Ivan Hudec

28.05.2019 12:46
Hi nothing new with this?
b
#17

bentra

23.08.2019 18:56
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a
#18

Venus

14.01.2020 19:22
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AG
#19

Tukirito

16.02.2020 21:04
Voted for this task.
MF
#20

Mark Fric

24.09.2020 12:53

Status changed from New to Fixed


Votes: +16

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