[VIDEO] Optimizer Doesn't Find the Better Points

Check the video:

https://youtu.be/HcadQYMsrXs



As you can see, you have to manually narrow the range of points.
This thing doesn't happen all the time, but happen 20% of the time.
I've attached the strategy.

Attachments
19 Highest H8.sqx
(291.18 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

CG
#1

Chris G

18.06.2021 16:26

Task created

CG
#2

Chris G

18.06.2021 16:28
Voted for this task.
CG
#3

Chris G

19.06.2021 00:01
MF
#4

Mark Fric

28.06.2021 10:04

Status changed from New to Refused

it is as same as in this task: https://roadmap.strategyquant.com/tasks/sq4_8110


there is a penalty for too little trades when computing fitness, it doesn't matter if you use SQN or any other metric. 


Save all your optimized strategies to databank and you can compare fitness and SQN.


CG
#5

Chris G

28.06.2021 14:56
I didn't know that there was a penalty.

Thanks for the explanation.


Votes: +1

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