regression fitness function - smoothing out the equity curve

trading strategy optimization using genetic algorithms

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michal.kreslik
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Postby michal.kreslik » Mon Nov 20, 2006 4:33 pm

Keys wrote:For those of us not in the know, where can we learn about these "undocumented functions"? Thanks.


With the help of an advanced learning concept: Trial and error :)

Michal

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Keys
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Postby Keys » Mon Nov 20, 2006 6:05 pm

Ahhh! I get it. Yeah I'm in the process of that advanced technique as well.

nuwaubunomics999
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Postby nuwaubunomics999 » Thu Aug 21, 2008 3:46 am

Hi everyone;

I am new here and just downloaded the buy zone for dummies. When I downloaded it I am just getting some kind of codes and not the exactual charts. Could anyone help me here? I don't know if I need a special kind of software of something.

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Postby nuwaubunomics999 » Thu Aug 28, 2008 5:56 pm

Thanks TRO, These Indicators are Fun!

Tresor
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Fitness function in MultiCharts

Postby Tresor » Sun Sep 28, 2008 8:08 pm

Hello Guys,

I am a newbie with little logic and math in his brain. Please excuse my below questions. MultiCharts is now able to use custom optimization criteria with 18 reserved words. I attach a screenshot of these words.

Could you advise me:

1. If these words are suffiecient to arrive more or less (rather less) at the equity curve's linearity similar to the one that Michal presented in this thread?

2. If not, what additional reserved words would you recommend to add to this list? I would then pass a request for adding your suggested words to the developer.

3. Would you be able to make recommendations on a simple algorithim (using these 18 reserved words) to arrive at a good linearity?

Thank you
Attachments
MC optimization fitness function.jpg
MC optimization fitness function.jpg (38.02 KiB) Viewed 1245 times

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Time series prediction in financial business systems

Postby frito » Mon Feb 02, 2009 12:51 am

michal.kreslik wrote:I am starting an academic project in a matter of months in which 3 universities will participate. The project theme is Time series prediction in financial business systems using genetical algorithms. We will have a supercomputing cluster at our disposal for the project at the Brno University of Technology running Linux. The purpose of this project is to explore thoroughly the possibilities of GA model and "basic building blocks" search in time series prediction and self-development, so stay tuned - the official pages of the project will be here at kreslik.com. I have not heard of any similar project in the world, so maybe this one will be the very first in this respect and scope.


Michal,
what were the outcomes of the research project regarding Time series prediction in financial business systems using genetic algorithms?
Where's the web u mentioned? Any conf or journal papers, code?
What did you personally learn from it?
thx

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Postby nickgurtsu » Mon Apr 20, 2009 2:24 pm

It's ok to have a nice smooth equity curve but isn't it an abuse of the hindsight ?

when you roll walk forward test this optimized strategy the result can be the exact opposite of the optimized one

I'd like to discuss this further


thanks for the code btw

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