Topic: Generator Settings

First of all, let me say that you have a marvelous backtesting product here.  It has allowed me to come up with quite a few profitable strategies that have worked in the live market. 

What I wanted to ask about today was the possibility of some new generator settings.  I believe that these would make the program even better.  Let me elaborate. 

1)  Option for minimum win/loss ratio:

For some strategies that I develop, I'd rather have a minimum % victory versus maximum drawdown to the account.  Mainly as if there is less risk in the trade, I can use more lots without worrying as much. 

2)  Maximum additions to current logic:

Because I analyze in the long term in terms of bars (30-50k), sometimes the generator crashes itself because it loads up 5-6 logic rules for opening and 2-3 more for closing, and it gets a giant X over the graph.  Not so good.  Plus, in some cases, I don't really want to worry about trying to read 5 indicators in real life. 

So, an option to set a maximum number of logic rules for opening and closing would be nice.  It might also optimize the generator a bit, in that, there would be less maximum combinations in the end. 

3)  Minimum number of trades:

In some of the generated strategies that the program comes up with, there are only 2-3 trades for an entire year.  Yea, it might be the most profitable settings possible.  But I'm not the type to sit around and wait 3-4 months for a single trade.  So, an option to set a minimum number of trades in a time frame would be nice.


This is all I have for now, and I'll say it once again.  Thanks for making such a great product!

Re: Generator Settings

Hello  zazabar,

Thank you for the creative feedback. I can include these settings in the generator

Minimum number of trades: 35 [10 - 500]
Minimum Win / Loss ratio: 0.5 [0.30 - 0.80]
Maximum opening logic condition slots: 2 [0 - 4]
Maximum closing logic condition slots: 1 [0 - 2]

I'll publish a newer beta tomorrow and I expect that the next stable version will be ready at the beginning of March. In that connection these new features of the strategy generator will be included in a beta version probably in a month.

I'm a little bit surprised because of the bug you reported. Can you give me more information about it. Does it happen with a particular data set or a particular Strategy/Indicator? Does the generator continue running or it stops also?

Every bug report or features request are highly welcome.

Best regards from Bulgaria!

Re: Generator Settings

For the specifics of the bugs, I was running at 50,000 bars.  On the self-generating chart in the generator window, at the point it bugged out, several logic conditions were loaded.  The visual on the chart at first showed that the optimizer worked up to about 30% of the graph, then it flat lined after that.  I thought at first maybe something was just up with the strategy, and it just didn't work past that. 

So, I saved the strategy and opened it up normally on the main window, and it did the same thing.  Got to a certain point, and flat lined.  So, I tried to open up the indicator window, and the window appeared with a giant red X on the graph, and the program came up with an error message of some sort (forgot to get a SS, I'll get one next time if it happens again), and the program closed.  I reopened the program, and the red X was now on the opening graph, but the program didn't crash unless I actually tried to open it in the indicator window.

Re: Generator Settings

Can you send me the data set and the strategy?

Re: Generator Settings


Re: Generator Settings

The bug has been found out and fixed.

It's about Division by Zero on bar No: 184
Open = High = Low = Close

and Balance of Power indicator:

afBOP[iBar] = (Close[iBar] - Open[iBar]) / (High[iBar] - Low[iBar]);

Thank you for the report!

Re: Generator Settings

Nice.  I look forward to that beta!