Is it possible to add this option for the strategy evolver to use?
Rename
Going to add this new Evolver option to Build 5. Note, you won't be able to set this manually, but randomly generated and mutated Strategies will possibly switch this setting.
sounds great, more options for the evolver to evolve strategies from, thanks!
What about some money management options? Would it make sense to add?
Or else, could you please share some details about the current workings in this regard.
Or else, could you please share some details about the current workings in this regard.
It's currently using a % of equity, which is tuned to the number of symbols in the DataSet, and that value can be mutated during generations.
Thank you Glitch.
I mostly trade future and have a dataset with a few contracts, which I use with the Evolver.
Considering your reply, I assume that the algorithm will eventually find the optimal allocation anyway; and probably there is little added value adding complexity with extra money management options. Right?
I mostly trade future and have a dataset with a few contracts, which I use with the Evolver.
Considering your reply, I assume that the algorithm will eventually find the optimal allocation anyway; and probably there is little added value adding complexity with extra money management options. Right?
That's the idea, to let the Evolver find the best fit naturally. You can always tweak or even optimize the position sizing after it leaves the Evolver and goes into a Strategy window.
Great. Thanks!
Your Response
Post
Edit Post
Login is required