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REMO755
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Hello
You say this in the guide:
At least with my own trading systems, I am experiencing that the SQN value table is true and when there is a setting that has, at the same time,
minSQN> 2.5 and Rank> 15, stability is really good and OOS data is very close to IS.
How can I do this configuration in EWFO?
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admin
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I will get that added to ewfo. May take a while to get done.
Under advanced you can turn on the metrics, but not use as fitness.
Turning them on is a big degradation in EWFO speed
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REMO755
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Quote: Originally posted by admin  | I will get that added to ewfo. May take a while to get done.
Under advanced you can turn on the metrics, but not use as fitness.
Turning them on is a big degradation in EWFO speed |
Maybe Calmar Ratio is faster, it's my favorite.
Always use this on Ninja.
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admin
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@rem0755. Added to programmer job que, but it will likely be some time before its done.
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admin
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20210915.1 build released via auto update
added IsSummary.csv and OosSummary.csv in batch mode
Fixed OOM exception in AddTradeStationVarsScriptFutureDates
Fixed Issue print dialog focus issue
Other bug fixes. Given key not in dictionaty. Critera 3 bug, Reported dates wrong in last OOS segment
Thanks received (2):
+1 OUrocketman at 2021-10-13 00:19:50 +1 Bruce at 2021-10-10 21:12:42
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portfolioquanttrader2020
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Hola Peter
I am doing the EFWO of an intermarked system and I get very different values when changing the fitness functions in the EFWO.
I put you photos
 
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admin
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thats not uncommon, and no big deal.
run fitness selection to see whats best.
take 2 or 3 years of the end date to avoid curve fit of all data being in sample
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REMO755
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Hi Peter,
SFEntrLevel reaches MAX
What do you suggest in these cases?
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admin
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Good question.
From memory 67.5 is the max that will work. Higher than this gives no trades or bad results.
You can test this in ts optimizing just this one input
Its also in the beginning of the wf and not used later on.
SO you can ignore or you could try doubling the nearest value.
Should do you do this, you might want to increase ga generations / population to 150/150
But for a quick test, using 100/100 would be fine.
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REMO755
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| Quote: Originally posted by admin | Good question.
From memory 67.5 is the max that will work. Higher than this gives no trades or bad results.
You can test this in ts optimizing just this one input
Its also in the beginning of the wf and not used later on.
SO you can ignore or you could try doubling the nearest value.
Should do you do this, you might want to increase ga generations / population to 150/150
But for a quick test, using 100/100 would be fine. |
A doubt:
If search space = closest and Nesarest = 50% and strategy has parameter 100
Would the optimization range of parameter 100 be like this?
Optimization range 50 --------- (100) ----------- 150
It's right ?
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REMO755
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Hello,
Currently it is not possible to change the zone of 1 single parameter, it is necessary to change the zone to all parameters, this could degrade the
results.
What do you think of leaving a parameter with a maximum or minimum value and not expanding the range? How bad would this be?
My opinion is that I do not see it as a big problem, since the selected parameter offers good results.
Does anyone dare to give their opinion?
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admin
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| Quote: Originally posted by REMO755 | Hello,
Currently it is not possible to change the zone of 1 single parameter, it is necessary to change the zone to all parameters, this could degrade the
results.
What do you think of leaving a parameter with a maximum or minimum value and not expanding the range? How bad would this be?
My opinion is that I do not see it as a big problem, since the selected parameter offers good results.
Does anyone dare to give their opinion? |
Results will vary from one wf to another due to the massive amount of combinations and random seed used.
However increasing the populate / generations will overcome this. The cost will be more time to do a wf.
The fact that your hit the extreme parameter early in the wf, makes the issue a minor one. If it was at the end of a wf, its a critical issue
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admin
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a new build due out in the next week, but it will not be via auto update.
It has new fitness's, and bug fix in that np at * mfe * npallateentry was faulty
also has max favorable excursion in trade list.
Why no auto update is many users use this in command line mode, and parsing of text might change with this build.
ie in performance reports, new fitness's can be recorded if used.
You can run mutiple builds of ewfo, as long as you call the ewfo.exe file name something different. ie ewfo.20220701.1.exe
Thanks received (2):
+1 Daniel UK1 at 2022-07-29 04:31:22 +1 Bruce at 2022-07-29 02:57:37
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Daniel UK1
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| Quote: Originally posted by admin | a new build due out in the next week, but it will not be via auto update.
It has new fitness's, and bug fix in that np at * mfe * npallateentry was faulty
also has max favorable excursion in trade list.
Why no auto update is many users use this in command line mode, and parsing of text might change with this build.
ie in performance reports, new fitness's can be recorded if used.
You can run mutiple builds of ewfo, as long as you call the ewfo.exe file name something different. ie ewfo.20220701.1.exe
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Thanks a lot Peter, so if no auto update, how does we use users get the update ?
Also could you kindly send copy of next weeks latest GSB without expiry in code, since i keep regular backup of these in case of emergency.
Thanks for your hard work and contribution.
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admin
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@Daniel,
here are the exe files only for ewfo.
I will email you about GSB question
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Thanks received (1):
+1 Daniel UK1 at 2022-07-30 07:45:12
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admin
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Awesome day, but something fell throught he cracks
EWFO code expires today.
Regardless all uses should update due to bug fix
change log is here
https://trademaid.info/gsbhelp/ChangeLog.html
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admin
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installer file is here
https://trademaid.info/sw/ewfo_20221201.11.exe
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Tibouss
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Hello
I'm interested about your EWFO engine for MC but i still have some questions :
-Is the EWFO working fine with MC (reading this discussion i heard that there was few bugs before)?
-What is the input of the EWFO? I mean do we need to first make a WF Optimization with MC or can we also use the EWFO with a regular optimization file
from MC?
-Can we run our WF or regular optimization with the Standard Criteria of "Net Profit" or is it needed to use a Custom criteria to run the
optimization?
-Can you provide the piece of code we need to add to our MC strategy before running optimization (It is hard to read the piece of code on the picture
in the documentation)?
Many thanks in advance for your precisions.
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admin
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@Tibouss, EWFO works with MC, and im not aware of any unique to mc bugs. However its less user friendly as you have to put the ewfo function in your
easylanguage code, while as EWFO can read the binary files that ts outputs. So we are not using the bin files from mc.
I could see if the bin files are readable by ewfo, as I dont think they existed when in MC when ewfo was first made.
can you upload some to here?
https://u.pcloud.link/publink/show?code=kZ5WiSVZjXn3WrJyaqLz...
the fitness is not critical, and not related to what mc uses, but its best to use typical slippage and commission figures in the mc optimization.
You normally would run a genetic wf in mc
the ewfo function is supplied with ewfo in iwm.pla
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Tibouss
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Thank you for the informations.
Actually i haven't tested yet the EWFO, i will try it soon and see if it suits my needs.
Native WF analysis in MC is pretty useless. Thus i don't use it very often because it takes way more longer to run than a regular optimization.
Do you think it is better to run an anchored or not anchored WF in MC to get more robust results using the EWFO?
What length of Out of Sample data do you usually use as a percentage of the whole datas used for analysis?
Many thanks, you are very helpfull!
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admin
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@Tibouss. thats an excellent question what people have strong views on both sides
GSB systems fairly consistently work better on anchored wf.
Its also much less work as you dont need re-optimization all the time.
I normally do the entire data set. There are rare exceptions like when the last run has extreme volatility and profitability.
In gsb however I normally leave 2 years or so totally unseen as an extra OOS check.
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Tibouss
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Thank you that's always very interesting.
Can i ask you how many runs do you recommend?
Actually by default MC always makes a lot of runs and it can take a huge amount of time to complete the whole WF.
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admin
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I do 10 runs with 20% oos. Thats the default in EWFO
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admin
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EWFO is about 7 years old now, and there have been no prices increases at all and no maintenance fees.
Hence im going to increase the prices 25% by the end of the month.
Change log is here on new updates.
https://trademaid.info/gsbhelp/ChangeLog.html
Peter
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BlackBox
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Hi Peter, the latest update I received was 20221201.1 , where can we find / receive this year updates as shown in the change log.
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