kiran
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Posts: 19
Registered: 10-11-2017
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Exit conditions (and short trade conditions)
When building a 3 parameter system with long and short trades, I believe the Long Entry condition would evolve to something like:
(Indic1*Wt1*Indic2*Wt2)CrossOver & Indic3>0)* & Secondary_Filter>0
* let's call this Primary Condition
Question -
1) Is the Exit condition the opposite of Entry ( i.e. PrimaryCondition NOT TRUE)? Is the Secondary Filter considered for Long Exit?
2) Is the Short Entry condition evolved independently, or is it the opposite i.e. Primary Condition=FALSE & Secondary_Filter<0
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admin
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Posts: 5060
Registered: 7-4-2017
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Very good questions.
Typically (but no always) day trading systems dont reverse, but non moc systems do.
They would reverse when Indic1*Wt1*Indic2*Wt2)CrossOver & Indic3<0)* & Secondary_Filter<0
SF is considered.
All GSB systems are symmetrical, though they can be long only or short only.
Non symmetrical has some merit, but is very problematic.
Your sample size is less, the combinations is spectacularly higher and the architecture much weaker.
You will get lots more code that is not valid.
Consider this over simplified system.
entry
buy at high + 1 point
sell at low - 999999 point.
The short code will never hit and so is redundant.
The Genetic engine will still focus om improving short, even though its not doing anything.
You wont get parameter stability in wf either.
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