Topic: Explanation of FSB Generator Logic?
I am running Generator on 1 1/2 years worth of 15 min. data for almost two days now.
In the first 2,000 calculations, it managed to generate a single strategy which is mediocre.
As of this writing, it is in its 70,000th calculation and it did not manage to produce a better strategy, which I believe it should because I set up loose limitations, i.e. max. drawdown = 45%, min trades =100.
I am at conflict now whether to stop the Generator or let it run more in hope it will generate better strategy.
Hence, I would really like to know the logic behind the Generator so I can anticipate what it is doing.
Hopefully, the developers would find some time to explain how Generator works. I have some specific questions in mind:
1. When Generator produces a strategy, does it continue further calculations for finding better strategy?
2. Also, when it produces initial strategy, does it work on it further trying to improve it by adding or removing further indicators and doing initial optimization or does it go completely in new direction with set of new indicators.
2. Does one calculation mean only one search for indicator rule or does it also include initial optimization of parameters? If the optimization is included in no. of calculations, then it will influence the number of calculations to be much higher.
3. Do discarded calculations repeat themselves? For example, if Generator skips over set of certain indicator rules because they are unprofitable, does it return to these same rules after a while or does it exclude them from further calculations? If it comes back to these again, then it would be wasting a lot of time.
4. What is the logic behind generating strategy? Does the Generator go over each indicator rule and matches it with a rule from different indicator? How does this matching process work?
I think Generator is a very unique and useful tool and never seen before in any of trading software. Hence I really like what it does, but I would also like to familiarize myself with the basics of how it performs its functions so I can now what to expect from it.