'Code out' redundant or conflicting conditions

Hi. I've noticed in some of my strategy generations for multiple conditions that SQX will select two conditions where one is redundant. For example RSI > 80 and RSI > 20 (all other settings, e.g. shift, level etc, the same). It should be pretty simple to 'code out' those combinations from the strategy generation and it would reduce the amount of time to generate strategies as the evaluation of a condition should be much faster than the evaluation of the whole strategy.



I've not seen any examples of conflicting rules being generated, e.g. change up and change down on same bar, but that's probably a result of me having a filter to ensure trades > 0. If this is still possible then this would be another way to reduce the amount of time it takes to generate strategies.


I recognise that evaluations of conditions would apply to every strategy permutation that is generated and this may in fact take longer overall than the time saved by not evaluating some strategies. However, I figured you might be able to write the random gen or genetic evo code to ensure it never picks a redundant or conflicting set of conditions and thhat might be fastest. Anyway - you guys are the experts :-)

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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

History

PJ
#1

gottogethelp

04.05.2020 15:23

Task created

m
#2

Mariano

04.05.2020 20:06
Voted for this task.
b
#3

bentra

19.09.2020 05:30
Voted for this task.
MF
#4

Mark Fric

23.09.2020 09:17

Status changed from New to Refused

we wil not do this, it can be complex and it will not solve all cases. YOu can easily edit your strategy in AlgoWizard.

Votes: +2

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