I would like to know if it is possible to create samples on a data under fixed conditions.
Example : I take the SPY over a range of 10 years but only when the SPY is above the moving average 50. I would therefore have data that will be erased when the SPY is below 50 (a bit like when I choose to filter pre/post-market data).
Example : I take the SPY over a range of 10 years but only when the SPY is above the moving average 50. I would therefore have data that will be erased when the SPY is below 50 (a bit like when I choose to filter pre/post-market data).
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I take the SPY over a range of 10 years but only when the SPY is above the moving average 50
You can express this condition in a Block and it will be evaluated on all symbols.
yes, but the problem is that on indicator profiler, genetic evolver and optimize they take into account the entire data. How to add these conditions?
Can you give a specific example use case for us?
My goal is for genetic evolver to create multiple strategies in a specific market phase. Let's imagine that I only seek to take a position when SMA50 is higher than SMA200 and ATR>1, I want genetic evolution to seek me strategies only when the market is in these conditions.
Screener because when I screen, the result given is on the present moment, but the day before it is possible that the action does not meet these conditions.I don't want genetic evolver to consider action when the conditions weren't good in the past, but to consider action when it met the conditions. I want genetic evolver to filter on this same action, the moments when it meets the conditions and then look only for strategies (the best) on these moments.
Screener because when I screen, the result given is on the present moment, but the day before it is possible that the action does not meet these conditions.
It's a feature request.
Add an "Entry Filter Conditions" tab to the Evolver that lets you drag and drop Indicator Compare/Crosses conditions. These conditions are essentially filters to be added to each of the evolved strategies.
Add an "Entry Filter Conditions" tab to the Evolver that lets you drag and drop Indicator Compare/Crosses conditions. These conditions are essentially filters to be added to each of the evolved strategies.
I will explain my thoughts on why such functionality is necessary. If we assume that certain patterns work only under the right market conditions, then the current version of PriceGrid Genetic Evolver can simply filter out a successful pattern. I propose to add the possibility to specify a basic strategy, similar to the screener, and using all the conditions in it. If a signal is received from it, to search for patterns based on the current bar. The same with Strategy Genetic Evolver.
Strategies can be greatly improved in this way.
Strategies can be greatly improved in this way.
Note that you can add already add your patterns by creating block strategies with them and assigning them to Slots 6 to 10 in the Evolver Preferences. Not all blocks are compatible, but the basic ones with the rules you've described are. Then, after you launch a New Evolver Window, but before starting it, select and delete strategies 1 - 5 (the preconfigured strategies described in the help doc).
It's not exactly what you requested, but it's something you can do right now.
It's not exactly what you requested, but it's something you can do right now.
Can you explain to me how the "slot strategy" works?
Do the indicators compile with each other? or some kind of filtering?
For my case (filter), is it better to use only one strategy in one slot or each condition on several slots?
Do the indicators compile with each other? or some kind of filtering?
For my case (filter), is it better to use only one strategy in one slot or each condition on several slots?
See Help (F1) > Strategy Evolver > Initial State
The slots give the evolver the genes to work with. The idea is to limit it to only the genes you want, which means you'll need to delete slots 11 - 20 too because those are more randomly generate strategies based on the Evolver Preferences selected.
The slots give the evolver the genes to work with. The idea is to limit it to only the genes you want, which means you'll need to delete slots 11 - 20 too because those are more randomly generate strategies based on the Evolver Preferences selected.
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> It's a feature request.
I see it's not marked as such.
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>creating block strategies with them and assigning them to Slots 6 to 10 in the Evolver Preferences
I need to search for strategies with a specified factor of stop loss and take profit. Is it possible to do it with this functionality?
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