"Replaced with better strategy" - question

I'm not sure how it works. What means better ?

I'm using random generation to check all combinations. Often worse strategies pas the robustnes tests because are 'not perfect' and this filter may delete them.

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Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

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czykier

03.08.2019 14:13

Task created

kainc301

03.08.2019 17:28

From what I understand, if two strategies have identical code and one has higher fitness, the one with higher fitness is considered better and will replace the one that is less optimized.

czykier

03.08.2019 21:22

If code is identical result should be also identical so fitnes too

kainc301

04.08.2019 14:48

Incorrect. You can have a slight tweak in a similar strategy and improve fitness by a lot. You should play around with improving strategies for yourself and see how much tweaking small parameters can drastically improve a strategies performance. This would change the value of certain parameters without changing the underlying code much at all.

Mark Fric

06.08.2019 08:17

Status changed from New to Refused

task system is not for questions, use forum for that.

Replaced with better strategy means that these two strategies are very similar - for example they differ in one parameter only - and the other one has better fitness.

Votes: 0