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Buffalo

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Posts: 555

Joined: 7/11/2007
Location: stafford, va

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Subject : RE: Improving the GA
Posted : 2/29/2020 4:44 PM
Post #30945 - In reply to #30943

Be great if the GA could use a form of walk-forward testing like ATM

First hold back some symbols from all testing for validation

Say you use a 10 yr BT - first 5 yrs it trains then starts walk-forward testing of old rules as it finds new rules for the next 5 years, maybe on a yr-to-yr basis

Then it compares the end result - surviving WF rules to the fresh data from the symbols it didn't look at to validate the end result. HR +- 5%, ppt +- .25% IDK - have them meet some validation criteria

Just spitballin but I love the idea of validating the result

I currently don't train on approx 30% of my symbol list. Then I compare the results from the trained data to results on just the untrained. If they're not close I start over - it's curve fit
Deleting message 30945 : RE: Improving the GA


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