generate random strategies

Posted By: killerkhan

generate random strategies - 07/09/14 04:37

Hello all, is it possible to generate random strategies based on price action or other indicators in zorro? similar to some of other tools that use GP or GA to find patterns or strategies in price feed. any help would be appreciated. thanks in advance

KK
Posted By: Thirstywolf

Re: generate random strategies - 07/09/14 05:32

Have you read the workshops in the manual? You are after something different to workshop 7?
Posted By: killerkhan

Re: generate random strategies - 07/09/14 08:10

workshop 7 is something where you setup pre-defined pattern like the if (adviseLong section.

What I am looking for is lets say I dont specify that and just give the zorro system the price file, like eurusd daily bars or other time frame, tell zorror to use various indicators from TA-Lib and use various indicator values like ATR(1) to ATR(20) for example and use also any other TA-LIB indicators like candle patterns etc and then try to test the values on price data for trading signals and then give me a result of trading strategies in the end with various info listed in lets say tabular format so I can sort out the found strategies by either net profit, max DD, profit to loss ratio among other statistics and based on my traidng risk and appetite I can pick the strategy I like the most and trades it on demo account or small account and then go live. Also the ability to take that same strategy found to be tested later on new data from market to either evolve the strategy on new data or re-test on new data.

something like adaptrade or strategyquant. sorry didnt mean to mention these software here but hopefully it'll make it easy to understand what I am trying to do. thanks,

KK
Posted By: jcl

Re: generate random strategies - 07/09/14 11:48

Read workshop 7 again, and look in the manual for the description of the adviseLong/Short function. It does just that.
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