Optimise an EA and get the best of the optimised ones. - page 54

 
Aleksey Vyazmikin:

What is the idea behind the new selection criteria?

This is an improved algorithm for processing XML files. Only now - I don't do it with a separate script, but I have made calculations directly inside the Expert Advisor.

A stable TS is a TS which changes results slightly due to small market changes. My idea is not to change the market but the parameter sets themselves and estimate how far the results deviate from the best one.

So, after selecting the best combination - you have to estimate what proportion of all parameter combinations give not very different results from the best. Tests show that some TCs have quite a lot of close positive results (some up to 60%). My hypothesis is that the first TCs are more stable than the second ones.

All that remains is to put this estimate into the calculation block, and reoptimize all the systems anew, taking into account the changes. Which is what I am doing now.

Let's see how fruitful this idea is.

 

The topic is great, as soon as I get a chance, I'll get involved in the optimisation too. Only figured it out myself before optimising 1000 neural network owls and selecting the best one. Turns out not so much(

Finally got to the end of the thread)) Got it

 
Artem:
The topic is super, as soon as the opportunity arises, I'll get involved in the optimisation too. I myself have only figured it out before optimising 1000 neural network owls and selecting the best one. Turns out not so much(

I've already got plenty of power due to computer upgrades.

At the moment, as I said above - the system computational kernel is being redesigned. When it is reworked, I will start posting reports again.