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Husain
2010-09-16 10:59:21
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So I have made a strategy and ran a GA to determine the best parameters defined by the best fitness function.
I had two questions .
When running the GA on a trading system made up through the rules analyzer , it defaults the number of positions to 4 or 5 ( not sure ) .
How do I have a rule to have no more than 2 positions at a time . Something like the Strategy Simulator .. ?
Also lets say the entry functions and the exit functions are like as below
Entry = Rule ( a) && Rule(b) && Rule (c)
Exit =Rule(a) || Rule(b) || Rule(c)
How do I setup when I run the GA on it that the a , b , c ( parameters which will be optimized ) have the same values in both the entry and exit .
So lets say if entry a = 5 , then exit a = 5 as well?
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QuantShare
2010-09-16 14:18:04
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For the first question: In the Settings tab, in the Optimizer, click on "Optimization", select "Number of Symbols" under the "Variables" column and set the min and max values to 2.
For the second question. I am not sure I understand exactly what you want.
Here is an example of buy rule:
Buy = rsi(14) > 50 && close > sma(20);
Please give me an example of a sell rule.
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Husain
2010-09-16 14:40:52
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Thanks
Sell = rsi(14)< 50 || close < sma(20);
where 50 and 20 is what you have obtained from your GA which applies to your entries as well.
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QuantShare
2010-09-16 16:56:52
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Best Answer
In order to perform this, we will add an option (in the next release) that instructs the application to select sell rules based on the index of buy rules.
Example List of Rules1:
rsi(14) > 50
rsi(2) > 70
close > sma(20)
Example List of Rules2:
rsi(14) < 50
rsi(2) < 70
close < sma(20)
If the optimizer select rsi(2) > 70, then it will automatically select rsi(2) < 70 as a sell rule because it has the same index (which is 2 here)
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Husain
2010-09-16 17:34:25
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Great . Thanks for the awesome support.
Looking forward to the next release. ( When is it planned ? )
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QuantShare
2010-09-17 03:40:24
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Between 2 and 3 weeks
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QuantShare
2010-10-11 15:21:05
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The synchronization feature was implemented in version 1.9.1
Right click on a sell rule to enable it.
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