Topic: Generator trade limit setting fails

Can someone explain me please why the setting of minimum number of trades fails in the generator? I set it up to 200 but generated strats barely get to 100 trades... I remember similar behaviour since the early days, but as it has become beyond annoyance I decided to bring it up.

Is it a bug or intentional design?

Re: Generator trade limit setting fails

Hi Footon

I wondered about that as well! I assumed that the generator can't find a strategy with a profit that meets the minimum number of trades. I am sure there must be some priority in the parameters as there is no point generating a strategy that makes no profit just because it meets the requirement for the number of trades. I hate it when I end up with a strategy that has a large profit but where it all comes from just one trade.

Re: Generator trade limit setting fails

footon wrote:

Can someone explain me please why the setting of minimum number of trades fails in the generator? I set it up to 200 but generated strats barely get to 100 trades... I remember similar behaviour since the early days, but as it has become beyond annoyance I decided to bring it up.

Is it a bug or intentional design?

I believe generator counts to trades also when it add, remove or close the position.
Try to avoid ad, remove to the position.
Then number of trades should be 2 * count of opened positions

Re: Generator trade limit setting fails

Thanks for your answers!

I am sure there must be some priority in the parameters as there is no point generating a strategy that makes no profit just because it meets the requirement for the number of trades.

If I look at Top10 strats, that's exactly what it makes - there's no profit (meaning it is not larger than the current nr 1) but meets the requirement of my win/loss ratio setting. But that's a good thing actually, somewhat refreshing to look something other than the amount of profit.

I believe generator counts to trades also when it add, remove or close the position.
Try to avoid ad, remove to the position.
Then number of trades should be 2 * count of opened positions

I was thinking in similar lines...
Maybe it counts orders? There's a bunch of orders in FSB. I'll test and report back here.

Re: Generator trade limit setting fails

What I have found so far: it doesn't help to multiply the setting by 2, it still produces strats which are less "trady". What I did notice was that the setting indeed respects the number of orders! Very silly situation...

The order question has been discussed before, the thing I took notice of back then was that it doesn't represent anything vital, it adds no importance to development process, it just indicates how FSB performs (helpful only when something goes wrong AND for someone who knows the source code by heart). So, does anyone remember how many orders are there for one trade? It is a tricky question because for 149 trades I got 308 orders, 2.06 is not the right answer I'm afraid.

Re: Generator trade limit setting fails

I'll add that my testing was performed with bar opening and bar closing as opening and closing points. No transfers, addings, reducings, TPs/SLs.