Topic: Normalize strategy

Can anyone explain what's Normalize strategy" for?
Thanks and happy Easter

Re: Normalize strategy

Hello Nuno,

Generator composes a strategy by selecting random indicators and random parameters in the corresponding limits. After calculating and checking the strategy performance,
Generator, normalizes the strategy if "Normalize" option is switched on.

It means:
- removing indicators that do not make difference on the strategy performance. (For example if you the strategy contains Day of Week filter (from Monday to Friday) and another one Day of Week filter (from Tuesday to Thursday), the program will remove the first filter.);
- clearing of Next same direction signals behaviour. (Example - if the strategy has Adding and it has same or better profit with "No adding", the program will select  no adding);
- clearing of Next opposite direction signals behaviour.
- removing Stop Loss.
- removing Take Profit.
- removing Break Even.
- reducing the values of the numeric parameters. (if strategy uses MA (250) and it is same or better with MA (50), the program will select MA (50).

Generally,  strategy normalization means strategy cleaning. Generator does it and after every change, it checks if the performance is same or better. It performs the cleaning only if the strategy performance is not worse.

Re: Normalize strategy

Thanks, it's a very good idea.