Topic: Strategy got worse after running Optimizer
Seems that the Optimizer's only objective might be to improve the win:loss ratio (can anyone confirm?) I just had a strategy that become slightly worse after the optimizer ran. I checked all the metrics before and after and the only improvement I could find was the win:loss ratio.
I'm trying to come up with a general structure for creating a totally new bot. I'm sure I'll be tweaking it more, but here is what I have so far:
STAGE 1: let Generator find a new base strategy (from random universe)
In "Strategy Properties" section, set it to 3% equity, and Add: Nothing, Reduce: Nothing
Lock the "Strategy Properties" section (only) in the Generator
Run Generator until a decent strategy shows up
efficiency: 0.0808909
STAGE 2: let Generator find the best Strategy Property settings
Lock all slots EXCEPT the "Strategy Properties" top box
Make sure "max # of opening/closing logic slots" is equal to locked count on left (nothing new added)
efficiency: 0.1910946 (note the improved curve)
STAGE 3: Optimizer
All parameters checked
efficiency: 0.0891364