Topic: Strategy Collection Behavior with filtered records

Hi Popov,

l've been using EA_Studio since February of this year and loves every seconds of it and thank you for all your hard work. 

I've noticed somethings that is strange lately and potentially may be a bug relating to the Collection records while running the EA studio on chrome. When I run the Reactor strategies generation after a few hours or overnight, I would then click on the Collection/Refresh button while it is still doing background strategies generation/optimization or I would go back to the Reactor tab and back to the Collection tab, the original strategies that was there is no longer there and is replaced by the new set.  That is fine except the original strategies had filtered records of 3 and then the new filtered records had 2.  I am expecting the filtered records to go up in value since I am accumulating more filtered strategies. 

I've seen this issue occurring more frequently this week. I typically would run EA_Studio simultaneously on multiple chrome windows (10-20) and run them several hours or few days. I have observed this behavior when I set COLLECTION tab with FILTERED RECORDS set to Minimum Sharpe Ratio=1. TOOLS/Acceptance Criteria are set to Reset or default values.  I am running with full set of Reactor inputs(Generator, Optimizer, Data Validation, Monte Carlo, and MMV).

In the current case that I am running, I am only interested in filtered records that meet the minimum Sharpe ratio=1 and so the raw set of unfiltered could run into hundreds but the post-filtered strategies could only be 10-20.  I am running with REACTOR INPUT/Generator Settings with Search best with SYSTEM QUALITY NUMBER and REACTOR INPUT/Optimization setting with Search Best with WIN/LOSS ratio. 

Could this behavior shows up because I am not setting the Reactor Input/Generator Setting to Search best with SHARPE RATIO?  I did not see this behavior this often before(1 month ago) since I have been running with Generator: Search best with System Quality/Optimization: Search best with Win/Loss ratio.

Re: Strategy Collection Behavior with filtered records

Hello Kasyd,

The sorting and filtering options in the Collection serve only to manage what you see in the screen. These options are not responsible to the way the strategies are pushed to the Collection. 

When the Generator adds strategies and the count of the Collection excceeds 100, the Collection engine removes the excessive strategies with the lowest net profit.

If you want to collect strategies with certain metrics only, the best way to do it is by setting proper Acceptance Criteria.