1 Topic by SurfingWave (edited by SurfingWave 2024-07-22 21:05:16)

  • Registered: 2022-12-13
  • Posts: 46

Topic: Correlation bug?

Just recently, notice, if I set the correction value below 0.80 I get fewer strategy GBPUSD close 30 max strategies for one hour. When I increase back to 0.98 get 100s strategies. This is the explanation on help guide:

"You can see how a higher coefficient of 0.96 in Settings results in fewer strategies found. EA Studio now shows only 56 strategies as being correlated. If we change the coefficient to a lower value - 0.56 this results in more strategies (95) being found as correlated."

  • Registered: 2023-11-26
  • Posts: 96

Re: Correlation bug?

I can give you one. Tip: disable value correlation and leave only the trading rules the same

Sometimes I have. It seems that he throws away valuable extracts

  • Registered: 2022-12-13
  • Posts: 46

Re: Correlation bug?

gabdecsters wrote:

I can give you one. Tip: disable value correlation and leave only the trading rules the same

Sometimes I have. It seems that he throws away valuable extracts

Thanks! But that's defeat the purpose of correlation. Specially, your running 10 to 100 EA in a portfolio. I want all my strategies almost no correlation as possible. 75 to 98 percent don't correlate.
.

  • Registered: 2023-11-26
  • Posts: 96

Re: Correlation bug?

Then you can use another technique answer me please do you use indicator exit on exit only on TP and stop or use INVERSE or no stop tell me your trading style please to know if my decorrelation style will suit you

  • From: Germany
  • Registered: 2010-04-05
  • Posts: 817

Re: Correlation bug?

It's the other way around: if you set a higher correlation value, it means less strategies will be filtered out. E.g., if you set it to 0.99, it means that any strategy that has an equity curve that is at least 99% similar to another strategy equity curve in the current collection will be filtered out. If you set it to 0.9, it means that any strategy that is at least 90% close to another strategies equity curve will be filtered out. So the lower you set it, the MORE strategies will be filtered out.

geektrader's Website