I was thinking again about the speed again, its true its slow. Perhaps if i would make use of some randomness rather then trying every possible combination...
I also did some caching in the past but typically no 2 function calls are same, and it can also blow the memory easily.
As always i still...
thx for the feedback,
yeah i wish i had subscribers, i dont have any (besides one friend who i asked to join my patreon lol)
>I was unable to see the code or statistics for a stored strategy
sounds like a bug but it works for me, so it will be hard to fix.
> and deleting the strategy worked...
So i made couple more improvements on http://algostrategies.io/
First i noticed that the whole app can become unresponsive once there is a lot of data uploaded.
Sadly this fix makes old uploaded data useless so you need to upload the data again.
Also playing around i noticed it can crash when...
Hi, use http://algostrategies.io/ plz
...
http://trading-level.com/ is an older tool i build before but it only accepts Meta trader csv file structure.
but thx for trying (it may take some time till you get some results gl.)
So i made an improvement (among other things that arent obvious) you can upload csv data from yahoo finance.
I am yet to try some individual stock data, any suggestions ? i will share my findings, perhaps apple can be first :P
hm interesting
again i remember Larry Williams on this i think he also used "astronomical data" but in the end it was a month cycle and he noticed in some days of the month the stock index tends to go up (maybe it was because of people getting their salaries or something). But i guess it wont...
thx if people would use it i would feel some accomplishment and i would also continue my work on it :)
you can also try http://trading-level.com/
(to find good places for TP and SL)
@userque sure you can train on 50% of the data. You will see the profit factor on OOS data, which probably wont be as good but you will see.
TBH i would try to find something on 50% of the data and store the patterns but then i would also try it again with 100% and search for a strategy similar...
dunno i think i first read about this kind of rules long time ago from Larry Williams
what kind of rules would you suggest more ?
i am always open to improve my work (today i found and fixed a bug already :D )
sure lets do an example strategy
So i searched for a strategy on VIX week data (which is part of the predefined data sets)
I searched for a Long strategy with only 1 condition (so its super simple and not overfit)
I used 100% of the data to find the strategies
the VIX week dataset has 544 bars...
someone asked privately:
>Hey, I just wanted to know if you are planning to release the sourcecode to your website. Or just a general outline how you are generating and testing those strategies. Would be highly appreciated :)
answer:
hi, i wasnt really thinking about releasing the code.
First...
-> to clarify the strategy picks, the fitness values is profit "factor * √# of trades * complexity penalisation" and strategies are picked based on that value and also based on similarity to already picked strategies (to have a diverse collection)
Hi all,
so i continue my unemployment side project work :D
Its a web tool so a browser i all you need
http://algostrategies.io/
[edit: i would not use it on your phone]
Everything runs in your browser so you dont even have to be on the internet (once the page is loaded).
The idea is that...