Optimise an EA and get the best of the optimised ones. - page 46
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Here you go Alexey, your comments on the file name and the folder have been taken into account. It looks like it should work.
I'll fix anything wrong there.
XML files - I'll process them later, I'll take them into account.
And what are those new two variables?
Maybe it makes sense not to choose favourites, but to strengthen the overall strategy with sub-strategies?
the system optimization algorithm should be changed
interesting outcome (Pareto dominance) at the end
Maybe it makes sense not to pick favourites, but to strengthen the overall strategy with sub-strategies?
That's how the League works, isn't it? It works on all the TCs at once.
Moreover, now I'm refining it so that I don't have to run multiple instances of TS League on different charts for different magicians, but to simply write an ini-file, in which to list the necessary magicians, and the League - will run just these very TS. In this case the bonus is also the possibility for different TS to take different risk percentages, plus for each TS to assign an allowed direction of work (on another forum man made such a request, I personally do not see the point in forex separately in the longs or shorts, it's not a stock, but if an active participant wants - I will do it).
What are the new two variables there?
I forgot to take them out.
These are protective stoplosses. The League's part of the TS does not exhibit stoplosses. They are, say, SAR-systems or RTS-systems. However, for real work - you can't do without SL. Therefore, before putting the results of the XML file into the League - I'm still doing some research to see if it makes sense to have a SL. Also, even if it turns out to be a bad idea to have an SL, I'll place it at a distance where it won't get hit even once in the course of the year. In this case, knocking out the SL is a clear indication that the TC is out of order.
The same is with TP - some TS do not require TP, but I additionally conduct research, whether it will still be profitable to have TP. And if TP increases the quality of trade - I set it on the place found. If the TP does not improve the quality of trade - I set it so that it would never work in the annual period. And in theory, its hitting also means that the TS is out of order. But I don't want to stop it from trading. Why cut a chicken that has started laying golden eggs ?
Here's the latest version of the individual TS experts who write a full statistics file and don't have "extra" variables.
That's how the League works, isn't it? It works on all TCs at once.
Moreover, I'm refining it so that I don't need to run several instances of TS League on different charts for different magicians, but just write an ini-file, in which I list necessary magicians, and the League will run these very TS. In this case the bonus is also the possibility for different TS to take different risk percentages, plus for each TS to assign an allowed direction of work (on another forum man made such a request, I personally do not see the point in forex separately in the longs or shorts, it's not a stock, but if an active participant wants - I will do it).
I didn't read the topic carefully, I see.
But do the TS work on their own? Does it make sense to obtain generalized (averaged) signals? In this case an interesting paradox will occur (apparent), when weak systems may vice versa improve the cumulative result.
but do the TS still work on their own? Does it make sense to get generalised (averaged) signals? in this case you get an interesting paradox (seemingly), where weak systems can on the contrary improve the aggregate result
And how do you imagine it? One TS says we should go long. And the first one is going to trailing directly on a small timeframe, while the other one is going to TP-SL and wait on a larger one. What is the "average signal" here?
Right now I have these two systems working independently. One goes long, the other goes short. They both work with different magics and one trails while the other waits for TP or SL. And what would an "average" trade look like? Besides, the term "weak systems" is not quite clear - what does it mean?
Current CU on over-optimisation:
Can't put anything in mine yet - I'm redoing the code.
And how do you imagine that? One TS says to go long. And the first one is going to trailing directly on a small timeframe, while the other one is going to place TP-SL and wait on a large one. So what is the "average signal" here?
I have the two systems working independently at the moment. One goes long, the other shorts. They both work with different magics and one trails while the other waits for TP or SL. And what would an "average" trade look like? Besides, the term "weak systems" is not quite clear - what does it mean?
Well it's difficult to unify here, if only to average all characteristics and get the cumulative result, it will be the same, but the trade will always be 1. Weak systems are those that perform badly at the moment. In short it's from game theory and intuitively poorly understood - why weak strategies increase (can increase) system stability on new data.
I just have a dilemma that I haven't solved speculatively yet. There is some analogue of your League, but it works by the averaging method above, I can't see if there is any point in separating into separate orders, if there are any principal advantages.
Well it is difficult to unify here, if only to average all characteristics and get an aggregate result, it will be the same but the deal will always be 1. Weak systems are those that perform poorly at the moment. In short it's from game theory and intuitively poorly understood - why weak strategies increase (can increase) system stability on new data.
I just have a dilemma that I haven't solved speculatively yet. There is some analogue of your League, but it works on the averaging method above, I can't see if it makes sense to split into separate orders, if there are any principal advantages.
Let's keep it on a "first name" basis, we'll be "yukking it up" to seniors or ladies, we're kind of roughly equal here.
With "weak" systems - got it. In my opinion, they should be applied along with the others - just to "smooth out" the overall balance curve. But for this purpose there should be a clear criterion of choosing the TS to work with, when one can already have a big enough deposit and consequently a lot of TSs.
As for dividing or averaging - I told above that I came to the conclusion that there is no point in complicating the TS too much. Because the time of its profitable work does not depend on it. And therefore - the system should be as simple as possible, and therefore I see no point in "combining" and "averaging". In the League - all the TCs will work independently.
Let's keep it on a first-name basis and "yell it out" to seniors or ladies, since we're kind of equal here.
With "weak" systems - got it. In my opinion, they should be applied along with the others - just to "smooth out" the overall balance curve. But for this - there has to be a clear criterion of choosing the TS to work with, when one can already have a big enough deposit and consequently a lot of TS.
As for splitting or averaging - I said above that I came to the conclusion that there is no point in making TC very complex. Because the time of its profitable work does not depend on it. And therefore - the system should be as simple as possible, and therefore I see no point in "combining" and "averaging". In the League - all the TCs will work independently.
ok, let's do it. I see, I will try later to propose some variations of optimization of suggested strategies through NS, maybe something interesting will happen :)