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.


  Current location        Thread information  
OmniTrader Professional Forum
Feature Requests
Improving the GA
Last Activity 2/2/2020 12:22 AM
1 replies, 75 viewings

Jump to page : 1
Now viewing page 1 [25 messages per page]
 
back reply
Printer friendly version

^ Top
John W

Regular
2525
Posts: 73

Joined: 6/18/2011
Location: Sydney, NSW, Australia

User Profile
 
Subject : Improving the GA
Posted : 2/1/2020 10:36 PM
Post #30770

When training GA's I often notice that some of the intervals being trained are just fantastic, others are so-so and others worsen the training result.

Here's a simple example when training for 300 iterations and re-initializing every 100 iterations.
In the first 100 iterations the rules formed didn't do much to improve the equity curve.
The rules generated in the 101-200 iterations caused a dramatic lift in performance, and the 201-300 iterations caused a performance decline.

Wouldn't it be great if the settings used by the GA in the period 101-200 could be extended for more iterations because it appears those settings are finding valuable rules and getting good training results?



Question - would adding an 'n' bar extension period (e.g. 2X the interval size) using the settings for the 'best' re-initialization interval result in better rules?
In this simple example after 300 bars had been run, the interval 101-200 settings would be applied to see if further valuable rules could be gleaned by running a further 200 iterations.
Or could the GA automatically use the best interval settings and then let it decide when to terminate - when those settings no longer generate rules that improve results at a rapid rate?


[Edited by John W on 2/1/2020 10:39 PM]

Attached file : BestGAMove.png (17KB - 69 downloads)

^ Top
Jim Dean

Sage
200010001001002525
Posts: 3272

Joined: 3/13/2006
Location: L'ville, GA

User Profile
 
Subject : RE: Improving the GA
Posted : 2/2/2020 12:22 AM
Post #30771 - In reply to #30770

I like this idea!
Jump to page : 1
Now viewing page 1 [25 messages per page]
back reply

Legend    Action      Notification  
Administrator
Forum Moderator
Registered User
Unregistered User
E-Mail this thread to a friend
Toggle e-mail notification


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.