1 Topic by imasri (edited by imasri 2015-06-29 00:28:06)

  • imasri
  • Licensed Member
  • Offline
  • Registered: 2015-02-15
  • Posts: 19

Topic: Strategy Generator

How long should it take the strategy generator to create some strategies for 1 hour and 15 minute bars ?  I can create daily strategies in a reasonable time periods (10 - 30 minutes), however, when trying to generate 1 hour or 15 minutes strategies I run it for several hours, however no strategies are generated.  In the videos that Milosev Popov posted, he generated several 15 minutes strategies in under 60 minutes.

I'm using version v2.7.4.4. My machine is an older Icore7 with 6 GB of memory.  I haven't changed the strategy acceptance criteria.  Please note that I'm using the defaul Dukas Copy data that can be download via FSB.

Thanks,

  • Blaiserboy
  • Blaiserboy
  • Junior Part-Time Aspiring Space Cadet
  • Offline
  • From: Toronto
  • Registered: 2010-09-06
  • Posts: 2,848

Re: Strategy Generator

I have found that I have to sometimes develop the start of a strategy and then use the optimizer.

Develop the strategy a bit, add a couple indicators with the 'chain' and then start the optimizer.

Best to use only a couple indicator slots as the generator has to do so many iterations if you have many slots open.

Perhaps you want to have a look at some of the strategies in the online repository. download a couple and start to improve on those using the generator.

The generator is not necessarily designed to dream up a strategy without anything to start on.. you may have to provide some help to get results.

Blaiserboy's Website

3 Reply by GD (edited by GD 2015-06-29 04:18:04)

  • GD
  • GD
  • Licensed Member
  • Offline
  • Registered: 2015-05-22
  • Posts: 444

Re: Strategy Generator

You have to think different methodologies.

Do you use default parameters?

Are your lots small?

Use minimum or takeout acceptance criteria

Try only LONG

Make only trades and exit on something stable

Many tricks exist.

Also check repository.

Think  i.e. for breakout what to use ...

For trend etc.

4 Reply by imasri (edited by imasri 2015-06-29 04:35:13)

  • imasri
  • Licensed Member
  • Offline
  • Registered: 2015-02-15
  • Posts: 19

Re: Strategy Generator

I've reinstalled the product and wipedy old configuration and it's working now.  Testing this again, the problem seems to be related to the account size...  I modified my account size to be $1,000 USD ans set the amounts in the strategy properties to 0.01 which are a micro lot.  The strategies are now no longer generated even after i reset the account size to the default of $10,000 USD.

Needed to unistall wipe all configuration to get things working again.

5 Reply by GD

  • GD
  • GD
  • Licensed Member
  • Offline
  • Registered: 2015-05-22
  • Posts: 444

Re: Strategy Generator

imasri wrote:

I've reinstalled the product and wipedy old configuration and it's working now. It looks like when using smaller lots (0.01 or microlot) things slow down for some reason.

Check what parameters use in generator.

Maybe this is the reason.

  • Blaiserboy
  • Blaiserboy
  • Junior Part-Time Aspiring Space Cadet
  • Offline
  • From: Toronto
  • Registered: 2010-09-06
  • Posts: 2,848

Re: Strategy Generator

I think a couple screen shots posted in here would get you a solution...

Blaiserboy's Website

  • Blaiserboy
  • Blaiserboy
  • Junior Part-Time Aspiring Space Cadet
  • Offline
  • From: Toronto
  • Registered: 2010-09-06
  • Posts: 2,848

Re: Strategy Generator

here is a couple pics that show what the optimizer can be used for...

It can take a mess and make it into something  that is relaible.

Check out the difference.

http://s22.postimg.org/cj7zz8nm5/Dave_M_0221.jpg


http://s3.postimg.org/qc9vt6jv3/Dave_M_0220.jpg

I don't think any of the other softwares on the market can transform junk into something usable. I would be very surprised.

Well worthwhile to learn how to use the optimizer effectively, a person can build a strategy using it instead of the generator.

Blaiserboy's Website

  • Blaiserboy
  • Blaiserboy
  • Junior Part-Time Aspiring Space Cadet
  • Offline
  • From: Toronto
  • Registered: 2010-09-06
  • Posts: 2,848

Re: Strategy Generator

When using the generator, some people may see a benefit to using each of the options for a while to get a good selection of candidates.

Each of these settiings will give a different result...... thereby a better selection for further work.

Personally, I exploit the Generator and the Optimizer as much as I can before trying Multi Markets and then I go right back to them when Multi Markets does not like what I submit.

Judicious use of these three will save a lot of time.



http://s12.postimg.org/tud5mb3ux/Dave_M_0222.jpg

Blaiserboy's Website