I thought that during evolution, the worst PriceGrids are eliminated and the best PriceGrids are added. Further, the best PriceGrids remain and/or are improved.
On October 28, 2022 at 12.45 the test was started. RTS tool. In-Sample: November 2019. Out-of-Sample: December 2019.
At 13.00 I took Screenshot No. 1.
I think that in Screenshot #1 the best are PriceGrid 4156 (IS Return=0.0357, OOS Return=0.0104) and PriceGrid 2293 (IS Return=0.0332, OOS Return=0.0149)
At 14.00 I took Screenshot No. 2.
I think that in Screenshot #2 the best are PriceGrid 4156 (IS Return=0.0357, OOS Return=0.0104), PriceGrid 15742 (IS Return=0.0344, OOS Return=0.0112) and PriceGrid 2293 (IS Return=0.0112) =0.0332, OOS Return=0.0149)
At 15.00 I took Screenshot No. 3.
I think that in Screenshot #3 the best are PriceGrid 4156 (IS Return=0.0357, OOS Return=0.0104), PriceGrid 36252 (IS Return=0.0344, OOS Return=0.0112) and PriceGrid 33868 (IS Return=0.0112) =0.0332, OOS Return=0.0149)
For some reason, PriceGrid 15742 and PriceGrid 2293 disappeared from the list of the best ones, although they have good parameters.
Interesting moment:
PriceGrid 36252 = PriceGrid 15742. All fields match, including the visible values of the "Code" field. Exception field "Generations".
PriceGrid 33868 = PriceGrid 2293. All fields match, including the visible values of the "Code" field. Exception field "Generations".
Why did it happen?
At 15.15 I stopped "Genetic Evolver", got the final table and made Screenshot No. 4.
I think that in Screenshot #4 the best are PriceGrid 4156 (IS Return=0.0357, OOS Return=0.0104), PriceGrid 36252 (IS Return=0.0344, OOS Return=0.0112) and PriceGrid 41750 (IS Return=0.0112) =0.0332, OOS Return=0.0149)
For some reason, PriceGrid 33868 disappeared from the list of the best ones, although it has good parameters.
Interesting moment:
PriceGrid 41750 = PriceGrid 33868 = PriceGrid 2293. All fields match, including the visible values of the "Code" field. Exception field "Generations".
Why did it happen?
The final table displays the best PriceGrid. PriceGrid 8545, PriceGrid 42490, PriceGrid 42491, PriceGrid 42493 are clearly not the best. Why did they get here?
Earlier in the tests there were PriceGrid with better parameters and they are not here. Why didn't the best PriceGrids get into the final table instead of the worst ones (PriceGrid 8545, PriceGrid 42490, PriceGrid 42491, PriceGrid 42493)?
How long can a test last?
How does Genetic Evolver select the best strategies? Does he choose the best values "IS Return", "OOS Return"? Does it take into account other fields? If yes, which columns are taken into account and how in identifying the best PriceGrid?
On October 28, 2022 at 12.45 the test was started. RTS tool. In-Sample: November 2019. Out-of-Sample: December 2019.
At 13.00 I took Screenshot No. 1.
I think that in Screenshot #1 the best are PriceGrid 4156 (IS Return=0.0357, OOS Return=0.0104) and PriceGrid 2293 (IS Return=0.0332, OOS Return=0.0149)
At 14.00 I took Screenshot No. 2.
I think that in Screenshot #2 the best are PriceGrid 4156 (IS Return=0.0357, OOS Return=0.0104), PriceGrid 15742 (IS Return=0.0344, OOS Return=0.0112) and PriceGrid 2293 (IS Return=0.0112) =0.0332, OOS Return=0.0149)
At 15.00 I took Screenshot No. 3.
I think that in Screenshot #3 the best are PriceGrid 4156 (IS Return=0.0357, OOS Return=0.0104), PriceGrid 36252 (IS Return=0.0344, OOS Return=0.0112) and PriceGrid 33868 (IS Return=0.0112) =0.0332, OOS Return=0.0149)
For some reason, PriceGrid 15742 and PriceGrid 2293 disappeared from the list of the best ones, although they have good parameters.
Interesting moment:
PriceGrid 36252 = PriceGrid 15742. All fields match, including the visible values of the "Code" field. Exception field "Generations".
PriceGrid 33868 = PriceGrid 2293. All fields match, including the visible values of the "Code" field. Exception field "Generations".
Why did it happen?
At 15.15 I stopped "Genetic Evolver", got the final table and made Screenshot No. 4.
I think that in Screenshot #4 the best are PriceGrid 4156 (IS Return=0.0357, OOS Return=0.0104), PriceGrid 36252 (IS Return=0.0344, OOS Return=0.0112) and PriceGrid 41750 (IS Return=0.0112) =0.0332, OOS Return=0.0149)
For some reason, PriceGrid 33868 disappeared from the list of the best ones, although it has good parameters.
Interesting moment:
PriceGrid 41750 = PriceGrid 33868 = PriceGrid 2293. All fields match, including the visible values of the "Code" field. Exception field "Generations".
Why did it happen?
The final table displays the best PriceGrid. PriceGrid 8545, PriceGrid 42490, PriceGrid 42491, PriceGrid 42493 are clearly not the best. Why did they get here?
Earlier in the tests there were PriceGrid with better parameters and they are not here. Why didn't the best PriceGrids get into the final table instead of the worst ones (PriceGrid 8545, PriceGrid 42490, PriceGrid 42491, PriceGrid 42493)?
How long can a test last?
How does Genetic Evolver select the best strategies? Does he choose the best values "IS Return", "OOS Return"? Does it take into account other fields? If yes, which columns are taken into account and how in identifying the best PriceGrid?
Rename
The Fitness here is based on In-Sample Returns, and you can see that's how they're sorted.
Some are removed because they happen to wind up identical to other patterns. For example, 15742 with an IS Return of 0.0344 was removed because we now have a pattern 36252 which happened to be identical to it.
Some are removed because they happen to wind up identical to other patterns. For example, 15742 with an IS Return of 0.0344 was removed because we now have a pattern 36252 which happened to be identical to it.
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