brute optimization

Posted By: KadigunFx

brute optimization - 08/31/20 06:39

How select best combination parameter?
Please more explaine.
Posted By: danatrader

Re: brute optimization - 08/31/20 12:27

That is a very unspecific question.
Give more details, code, strategy desfription, which kind of parameters are we talking about?
Posted By: KadigunFx

Re: brute optimization - 08/31/20 12:31

In the help file:
"Evaluates all parameter combinations and selects the most profitable combination that is not a single peak"

What is its formula and mathematical method?
Posted By: jcl

Re: brute optimization - 08/31/20 14:04

https://en.wikipedia.org/wiki/Brute-force_search
Posted By: eromawyn

Re: brute optimization - 09/09/20 12:53

You can’t do « Brute-Force » strategy research with Zorro Trader. Or at least not without a lot of coding.

Trying to brute-force financial markets without their understanding, I’m pretty sure you won’t go very far. Such a software exists, but I’m not sure it’s helping to give you his name. You first need to understand markets.
Posted By: AndrewAMD

Re: brute optimization - 09/09/20 13:50

Originally Posted by eromawyn
You can’t do « Brute-Force » strategy research with Zorro Trader. Or at least not without a lot of coding.
Not true. Zorro directly supports Brute Force out of the box.
https://zorro-project.com/manual/en/training.htm
https://zorro-project.com/manual/en/opt.htm
https://zorro-project.com/manual/en/objective.htm
Posted By: eromawyn

Re: brute optimization - 09/10/20 21:53

That’s not what I would call « Brute Force » (trying to find a strategy from nothing just by letting the computer create a strategy), but parameter optimisation.

But yes, you can try to find the very best parameters for a strategy. Sooner or later, you’ll also discover what overfitting means if you’re doing this a bit too religiously....
Posted By: AndrewAMD

Re: brute optimization - 09/11/20 13:43

Originally Posted by eromawyn
(trying to find a strategy from nothing just by letting the computer create a strategy)
??????
Posted By: danatrader

Re: brute optimization - 09/12/20 07:23

Probably referring to this trash software ... https://strategyquant.com/
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