Intensive Review Genetic Builder Intensive Review

[Pharaoh]

Let me amend my filter request a little. Add it to the automatic dismissal from the build rules. That way I wouldn't even have to bother looking at strats with low stability, etc.

I'm currently trimming unacceptable results out of another multi-day run while it's still going. What I get out of this one, plus my prior ones will give me plenty to work with retesting on other data sets and playing with the strategy optimizations.

 

[TehCount]

Hi Pharaoh,

I have a gift for everybody. I'm publishing EURUSD strategy from my Portfolio 1 with complete source code for free here.
The strategy is based on ADX, and it is very robust because it works also on other timeframes and even on other currencies (other ADX period or SL/PT values should be probably used).


As for the feature of filtering results, it will be solved in a better way in the next version.

Awesome! Thanks, I'm looking forward to testing it. Following your Genetic Builder with great interest. I've used the Forex Strategy Generator often, but it's very hard to generate strategies without curve fitting. Do you have any specials upcoming on Genetic Builder?

 

[Pharaoh]

Over 100,000 strategies processed. Now I just have to dig through the top 1200. This might take a day or two.

 

[Mark Fric]

Awesome! Thanks, I'm looking forward to testing it. Following your Genetic Builder with great interest. I've used the Forex Strategy Generator often, but it's very hard to generate strategies without curve fitting. Do you have any specials upcoming on Genetic Builder?

yes, there will be a new major version of Genetic Builder released by the end of April that will add many advanced features, such as better results filtering (as per Pharaoh request), support for custom indicators, support for tick data and many smaller improvements.

 

[Pharaoh]

Assigning an initial account balance (5k or 10k) might fix some of those infinite drawdown calculations. Then adding a "delete all strategies that have a margin call" could be added to the filters.

 

[Mark Fric]

Assigning an initial account balance (5k or 10k) might fix some of those infinite drawdown calculations.

yes, I'll fix the drawdown calculation.

Then adding a "delete all strategies that have a margin call" could be added to the filters.

this is quite good idea, I'll think about how to add it there

 

[Pharaoh]

Now all it needs is a "make me a perfect strategy" button.

 

[Pharaoh]

I've been buried in other work lately (hamster smuggling is a very time consuming occupation). As soon as I've got a free moment, I'm going to retest some of my best EAs on bigger data sets and also play with optimizing them.

 

[twentynine]

Thanks Mark, I look forward to testing this.

 

[twentynine]

All I was going to do was test Mark's EA. But I can't help myself, I'm far too intriguied by Genetic Builder. So, I've started a blog to document my experience with the software. Pharaoh is doing a great job here of course. My trial is not nearly as technical. I'm really just looking at general usability.

EvolutionFX