Topic: Generator Results = 100% Time in Position


I have one question concerning the Time in position.

As I read several times I want to make strategies as simple es possible.

So for example I fix one opening condition in generator and allow one additional to be used by generator.

When I do so more than 95% of the found strategies have "Time in position" of 90-100%.

This results from very simple opening logics like "MACD Histogramm falls" + opening point like "Bar Opening".

Here it will be in time always long or short, but 100%.

Do I have a possibility to filter these results out because I think it is not a good idea to always open a position.

Maybe some other users with more experience with Generator could help avoiding this problem.

Thanks delta

Re: Generator Results = 100% Time in Position

When you lock conditions, don't use logic, which is bound to give signal at every bar. Rises/falls logic, for example, signals at every bar theoretically (in practice 99% of the time). Therefore, use more strict condition like crosses level/signal line as a locked condition.

Re: Generator Results = 100% Time in Position

If you want to avoid many positions, you can use for instance a 200 period MA as the opening point, that will cut down the number of entries also.

Re: Generator Results = 100% Time in Position

Thanks. first post was clear, I already was thinking about that. I think the second one is very good idea for Fitlering. Thanks a lot. I will start trying.