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#51333
Anonymous
Inactive

Hi,

I followed your advice.  I did a sample run of the generator for 300 mins; Net Balance and In sample without any acceptance criteria and without any filter criteria in collection.  I used FS DukaCopy database for M15 and it loaded 200,000 bars from 01/06/2012 to 12/06/2020.  I adjusted the specs to that of my broker for EURUSD  for spread @ 20 points (although the actual spread was 16 points), Swap day to Wednesday and swap rates for long and short. I noticed something interesting – it generated very quickly 100 strategies within first 5 and 10 minutes and then stayed at that right up to the end.  Of the 100 strategies, 98 strategies were correlated.  If I checked the ‘resolve correlations automatically’ I am then left with only 2 strategies! Collection record stats read – Pushed total strategies -4012, Added Strategies 4021; Resolved correlations -0 ; Pruned excessive strategies -3921; Correlated strategies – 98.  I am yet to check out XAUUSD as per advice and will do so.  Look forward to your advice as to able to generate strategies.  Somewhere something is amiss.  The problem it seems that far too may correlated strategies are being throughput and why after 100 the collection doesn’t collect any more strategies I don’t know.  I don’t think it is the historical data but you know better :-)

 

 

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