OmniTrader Professional Forum OmniTrader Professional Forum
forums calendars search
today this week
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.

Only Forum Moderators, Administrators, and the owner of this message may delete it.


Posts: 555

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

User Profile
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

Nirvana Systems
For any problems or issues please contact our Webmaster at