Genetic evolution with Tradestation Engine only does Random generation

I am trying to build strategies for EURUSD hourly bars in America/New_York time zone (using clone data of Dukascopy) with Tradestation Engine. Here, I enable Genetic evolution: 4 islands, 50 initial strategies for each island. However, StrategyQuant will only do random generation of upto 500 strategies, after which it keeps replacing oldest strategy. This means, only Random generation, no evolution in this case
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  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

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m
#1

murty

06.04.2019 08:39

Task created

m
#2

murty

06.04.2019 08:39
Voted for this task.
MF
#3

Mark Fric

10.04.2019 14:13

Status changed from New to Waiting for information

this is strange, I don''t think you are reading it correctly. Can you attach your builder config and some screenshot or video explaining what you mean?


Aren't you looking at the Last population databank?


When your databank is full SQ wil replace the weakest strategies, but it doesn't replace the oldest strategy.

m
#4

murty

11.04.2019 14:54

Attachment sq1.png added

Attachment test.cfx added

Attached my settings file. Here, EURUSDe refers to EURUSD Dukascopy data cloned to America/New_York timezone. (Suffix 'e' at the end of symbol means "Eastern Time Zone")


The expected behavior in this case is: Generate 20 strategies (2 islands; 10 per island) and then start evolving with initial population. However, it keeps generating random strategies upto 500, and after that, replacing the weakest strategy. The "initial population" tab is always empty.

MF
#5

Mark Fric

12.04.2019 09:36

Status changed from Waiting for information to Refused

ok,you misunderstand how exactly it works.


It works as you say, but you don't see it:


1. Initial population databank is there for you to load strategies if you want to use some existing strategies as initial generation for evolution. If there are no strategies, or less than required then SQ will generate the initial population randomly.

But strategies generated by SQ are not stored into this databank. Initial databank is for input, not for output of strategies


2. you don't see the genetic evolution in results databank. With your setting the genetic evolution in SQ is very fast, you don't see how it works. All strategies from genetic evolution are sent to Result databank. 

You have Result databank configured to contain 500 strategies (Settings -> ranking), and when the databank is full and new strategy arrives then it replaces the weakest strategy in databank.


3. if you want to see the generations you can turn on "Show last generation in databank" option in Settings -> Genetic options -> Evolution management.

But in your case it runs so fast that you'll not see anything meaningfull.


I woudl recommend you to increase the population, 10 is very little. You can have 100 strategies per island.


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