When i set only Maximize # of Trades, The fitness Column wont sort the # of Trades Column correctly, they wont got from the highest to lowest, as if they was not following the fitness function..
Please fix this..
Subject changed from b130 fitness is not calculated correctly in custom projects builder with a custom column to b130 fitness is not calculated correctly in custom projects builder
Description changed:
Description changed:
Description changed:
Status changed from New to Waiting for information
there could be reason for this discrepancy, ut it works the same in Builder and Custom project Builder.
Fitness is always computed from the configured metrics - be it number of trades, Profit factor, or whatever else.
But there is a special handling that applies a coefficient to the fitness if number of trades is too small, see below.
The reason is to penalize strategies that have very good result (for exmaple Net profit) but on low number of trades, which makes the results strategically insignificant.
The coefficient applied to the computed fitness is:
if(trades < 20) {
fitness *= 0.3;
} else if(trades < 30) {
fitness *= 0.4;
} else if(trades < 50) {
fitness *= 0.6;
} else if(trades < 70) {
fitness *= 0.8;
} else if(trades < 100) {
fitness *= 0.85;
} else if(trades < 150) {
fitness *= 0.9;
}
Attachment bugged_fitness.cfx added
It is applied the same for both simple and weighted fitness, and as same in custom project and main builder.
If you think it is not please attach a screenshot of databanks from main builder and custom project builder where I can see this..
Attachment Screenshot 176.png added
Attachment Screenshot 177.png added
Status changed from Waiting for information to Fixed