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Inital population and Fuzzy logic

You cant build fuzzy logic strategies using Loaded initial population strategies. This way we can build fuzzy logic strategies using only signals we know works. When merging strategies to a portfolio using fuzzy logic i can find some really nice ones but it is very difficult knowing what strategies to merge ( close to impossible) to have an excellent performance so i tried to use good strategies only and genetic builder but this does not work.
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  • Votes +4
  • Project StrategyQuant X
  • Type Bug
  • Status Archived
  • Priority Normal
  • Assignee Mark Fric

History

m
#1

mabi

16.11.2020 02:47

Task created

b
#2

bentra

16.11.2020 02:59
Voted for this task.
JH
#3

Jabezz

16.11.2020 07:59
Voted for this task.
k
#4

Karish

16.11.2020 08:19
Voted for this task.
m
#5

mabi

18.11.2020 06:34
Voted for this task.
TB
#6

Tomas Brynda

18.11.2020 16:53

Assignee changed from Mark Fric to Mark Fric

Milestone changed from None to Build 131

MF
#7

Mark Fric

19.11.2020 09:48

Status changed from New to Waiting for information

Milestone changed from Build 131 to Build 130

I don't understand what you mean that you couldn't use fuzzy strategies in genetic initial population.


You can use fuzzy strategies as initial population. 


You cannot use standard (non-fuzzy) strategies as initial population for fuzzy strategies generation, and we don't plan to support it, they are two different strategy architectures.


m
#8

mabi

19.11.2020 22:37
Hi,  yes you can build fuzzy logic strategies using fuzzy logic strategies only. This i had not tried. It do not honor the settings for fuzzy logic though it just copy the old fuzzy logic signal and add another entry. 


My thought was to join sevral signals to one using Fuzzy logic on exisitng demo traded strategies with some history since when i did this in Expremental portfolio merge i got a merge with 73 % win and payout of 2 by accident but manually finding more good merges  seems difficult.

MF
#9

Mark Fric

25.11.2020 08:57

Status changed from Waiting for information to Archived

Milestone changed from Build 130 to None

I'll archive it, maybe we'll look at it later.
Votes: +4

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