It looks like Evolver does not use
Preferences->Backtest->Other Settings->Volume % Limit
I'd suggest Evolver uses everything from Preferences ->Backtest
Preferences->Backtest->Other Settings->Volume % Limit
I'd suggest Evolver uses everything from Preferences ->Backtest
Rename
DrKoch, just a side note. Besides the Strategy Evolver there are two more evolvers - PriceGrid and Candlestick. Can you put the name of the exact tool when creating topics? For now I've been renaming them for you. Thanks.
My impression upon running it under debugger is that the S.Evolver picks up the volume limit value from Preferences.
Probably this is another strange data error which happens in Strategy Evolver but not in backtest.
I run Strategy Evolver an some cryptos. It tends to find dramatic trading strategies.
Whenever I go "Open in new Strategy Window" and run such a strategy in a regular backtest all the good results are gone.
I went through some hops to find the reason:
In Preferences->Backtest->Other Settings there is a "Volume % Limit" which I used to set to some 30% to make the backtest somewhat more realistic.
But: Strategy Evolver does not use this setting!
...and produces highly inflated results on (crypto-) symbols with low turnover.
If I set the Volume % Limit to 0.0 (ignore limit) then the backtest shows (roughly) the same inflated results. It looks like there are more differences, but the Volume % Limit seems to make the biggest difference.
Whenever I go "Open in new Strategy Window" and run such a strategy in a regular backtest all the good results are gone.
I went through some hops to find the reason:
In Preferences->Backtest->Other Settings there is a "Volume % Limit" which I used to set to some 30% to make the backtest somewhat more realistic.
But: Strategy Evolver does not use this setting!
...and produces highly inflated results on (crypto-) symbols with low turnover.
If I set the Volume % Limit to 0.0 (ignore limit) then the backtest shows (roughly) the same inflated results. It looks like there are more differences, but the Volume % Limit seems to make the biggest difference.
Duplicate topic, cannot reproduce!
EDIT: Moving all posts to the original thread:
https://www.wealth-lab.com/Discussion/Strategy-Evolver-Use-Volume-Limit-9239
EDIT: Moving all posts to the original thread:
https://www.wealth-lab.com/Discussion/Strategy-Evolver-Use-Volume-Limit-9239
From what I can see the Volume Filter is being used, could there be any other explanation?
I dug deeper and did confirm that the volume filter was not being applied in the Evolver! Fixed it for Build 34.
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