Topic: Statistical database
Hello!
Is it possible to know more or less how it works?
Cheers
N.
- Popov
- Lead Developer
- Offline
Re: Statistical database
It helps the Generator to generate a profitable strategy faster.
The more you use the Generator, the better it becomes.
By using the Data Base, you increase the Generator performance without restricting its creativity.
How it works:
The Data Base stores ranks of the indicators.
Every time the Generator finds a strategy that passes the Acceptance Criteria, it increases the ranks of the indicators of this strategy.
The greater the indicator rank is, the higher is the probability an indicator to be used by the Generator.
The data Base doesn't restrict the Generator to use new indicators or indicators with lower rank.
Re: Statistical database
It's a very interesting idea. However one must not forget than a good indicator in sample could be bad out of sample.
I would like to ask you if it is possible to export statistics for all created strategies (let's say some 5000) at once into Excel. For each parameter, we would have IS and OS results. For example, a table with columns like:
Symbol, IS_CAGR, IS_Profit/trade, IS_Total Trades, IS_Max DD, IS_R^2, IS_Sharpe, IS_SQN, OS_CAGR, OS_Profit/trade, OS_Total Trades, OS_Max DD, OS_R^2, OS_Sharpe, OS_SQN
In practice, the fields would be the ones already in FSB.
Is it easy to do, or is there already a way?