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brute optimization #481349
08/31/20 06:39
08/31/20 06:39
Joined: May 2018
Posts: 15
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KadigunFx Offline OP
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How select best combination parameter?
Please more explaine.

Re: brute optimization [Re: KadigunFx] #481354
08/31/20 12:27
08/31/20 12:27
Joined: Mar 2019
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danatrader Offline
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That is a very unspecific question.
Give more details, code, strategy desfription, which kind of parameters are we talking about?

Re: brute optimization [Re: danatrader] #481355
08/31/20 12:31
08/31/20 12:31
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Posts: 15
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KadigunFx Offline OP
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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?

Re: brute optimization [Re: KadigunFx] #481357
08/31/20 14:04
08/31/20 14:04
Joined: Jul 2000
Posts: 27,977
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jcl Offline

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Re: brute optimization [Re: KadigunFx] #481407
09/09/20 12:53
09/09/20 12:53
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eromawyn Offline
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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.

Last edited by eromawyn; 09/09/20 12:54.
Re: brute optimization [Re: eromawyn] #481408
09/09/20 13:50
09/09/20 13:50
Joined: Feb 2017
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AndrewAMD Online
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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

Re: brute optimization [Re: AndrewAMD] #481414
09/10/20 21:53
09/10/20 21:53
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eromawyn Offline
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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....

Re: brute optimization [Re: eromawyn] #481418
09/11/20 13:43
09/11/20 13:43
Joined: Feb 2017
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Chicago
AndrewAMD Online
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Originally Posted by eromawyn
(trying to find a strategy from nothing just by letting the computer create a strategy)
??????

Re: brute optimization [Re: KadigunFx] #481422
09/12/20 07:23
09/12/20 07:23
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danatrader Offline
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Probably referring to this trash software ... https://strategyquant.com/


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