Gamestudio Links
Zorro Links
Newest Posts
IG plugin initial release
by sodiumchloride. 09/22/20 20:53
Using STL in Zorro strategies
by AndrewAMD. 09/22/20 17:01
Rubbish data from Yahoo
by DanielX. 09/22/20 14:37
assert
by Grat. 09/22/20 12:14
MT4 - use more Zorro script
by Grat. 09/22/20 06:49
Single advise model for portfolio
by jmlocatelli. 09/21/20 19:41
AUM Magazine
Latest Screens
The Space Between
Pogostuck: Rage With Your Friends
Worst Case Z
AckCon'18 - Lotter vs the World 2 - Preview Release
Who's Online Now
3 registered members (AndrewAMD, ozgur, 1 invisible), 442 guests, and 3 spiders.
Key: Admin, Global Mod, Mod
Newest Members
NewBorn, 3dvg, secretagentman, distribution, EditeY
18515 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
brute optimization #481349
08/31/20 06:39
08/31/20 06:39
Joined: May 2018
Posts: 15
K
KadigunFx Offline OP
Newbie
KadigunFx  Offline OP
Newbie
K

Joined: May 2018
Posts: 15
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
Posts: 249
D
danatrader Offline
Member
danatrader  Offline
Member
D

Joined: Mar 2019
Posts: 249
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
Joined: May 2018
Posts: 15
K
KadigunFx Offline OP
Newbie
KadigunFx  Offline OP
Newbie
K

Joined: May 2018
Posts: 15
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: 27,343
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,343
Frankfurt

Re: brute optimization [Re: KadigunFx] #481407
09/09/20 12:53
09/09/20 12:53
Joined: Nov 2015
Posts: 2
E
eromawyn Offline
Guest
eromawyn  Offline
Guest
E

Joined: Nov 2015
Posts: 2
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
Posts: 1,095
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
Serious User

Joined: Feb 2017
Posts: 1,095
Chicago
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
Joined: Nov 2015
Posts: 2
E
eromawyn Offline
Guest
eromawyn  Offline
Guest
E

Joined: Nov 2015
Posts: 2
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
Posts: 1,095
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
Serious User

Joined: Feb 2017
Posts: 1,095
Chicago
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
Joined: Mar 2019
Posts: 249
D
danatrader Offline
Member
danatrader  Offline
Member
D

Joined: Mar 2019
Posts: 249
Probably referring to this trash software ... https://strategyquant.com/


Moderated by  Petra 

Powered by UBB.threads™ PHP Forum Software 7.7.1