Add an option under Build --> Ranking --> Maximum top strategies to store --> Stop Generation When for Databank Minimum or Average Fitness

Hi guys,



One of the features I'm finding very useful to speed up my creation of strategies process immensely is limiting the number of strategies that goes into my databank and letting it run for a few hours, which helps gradually increase the fitness of strategies over time in the databank as strategies get replaced with better strategies with a higher fitness. 


Can you please add an option to the Stop Generation When section for "Databank Fitness"  with an option for "Minimum" or "Average" and allow a 2dp input from 0 to 1.


Example: "Stop Generation When Databank Fitness Minimum = 0.8"


This way I don't have to guess a time limit with the "After" option e.g. "After 0 days, 5 hours, 0 minutes"... it will simply hit my requirement of "Databank minimum fitness = 0.8" and stop / move on to my next project task.


Thanks :)

Attachments
Reaches Minimum Fitness.png
(116.14 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

History

JK
#1

Insanity82007

16.04.2020 13:01

Task created

m
#2

Mariano

16.04.2020 13:12
Voted for this task.
h
#3

hankeys

16.04.2020 19:48
how the fitness is computed for the first strategy that meet the ranking criteria?


what value of 0.8 means? i am afraid that nothing...there is no minimum or maximum value....its only some ranking ratio





JK
#4

Insanity82007

17.04.2020 08:21
Voted for this task.
JK
#5

Insanity82007

17.04.2020 09:51

Attachment Stability Example.png added

hankeys... an interesting question. The dev team will be able to answer definitively, and I hope they do.


This is my theory:

  • It depends on the statistics used e.g. if only R squared was used to determine fitness, then this would be easy as R squared only goes up to 1. 
  • Stability will also be easy as it's a deviation from the linear average (trend line) and if there is no deviation then this will be 1. 
  • Something like Ret / DD ratio on the other hand looks to be calculated based on an exponential scale e.g. 0.95 appears to be around a Ret / DD ratio of 23, 0.9 is around 12, 0.85 is around 7 and 0.8 is around 5
MF
#6

Mark Fric

26.02.2021 13:26

Status changed from New to Refused

I understand your point, but we have different priorities and new config for this would further complicate the UI

Votes: +2

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