Anyone tried Genetic Sytem Builder software?

[NinjaTrader_Ray]

I played with this over the weekend a little bit. It's promising, but it has a fatal flaw at the moment.

You're only allowed to optimize based on the "Max Strength" fitness function. Unfortunately, this fitness function very often will choose strategies that are only 1 trade with 0 drawdown. Obviously, a trading strategy that is only 1 cherry-picked trade over 10 years is overly curve-fit to the extreme.

I've already requested in the NT forums to allow optimization based on any fitness function so I will await that in a future update.

(Another solution would be for NT to modify the max strength fitness function by subtracting the biggest winning trade and also the biggest win streak, something Robert Pardo suggests in his book.)

Thanks for sharing this feedback. We will take this into account into a future update, not the next one as code is already more or less locked down.

 

[rwst]

Hi Bashatrader,

I did buy GSB and it does have an edge. Sure it can optimize and have curvefit but GSB
has many tools to confirm the results are not curvefitted. I also programmed an OHLC pattern generator in Amibroker and also I find curvefit there. But I did not do any confirmation tools to check if I could avoid it that. Maybe Michael has done some tricks in PAL to findout if a pattern was a curvefit.

I remember somewhere you wrote you did use Stratasearch did you? Actually I am looking into
Stratasearch and I miss a manual PDF. Can anybody help me with that?
Thanks

Good feature but over-fitting is a serious issue. I have been using a program that works only with price patterns called DLPAL S and that generates systems for NT7 and NT8. Over-fitting is lower due to no parameters and no indicators. I'm very satisfied with it but I'll be trying a genetic layer on top of the results soon. You see just feeding a genetic engine with indicators won't be profitable unless those indicators are to start with. I think you should consider adding some of the capability of DLPAL S in Ninja as it will be very useful and would be great if there was some integration.

 

[Trader200K]

RWST,

GSB locks even trial users from even read-only access to their primary user forum. That might be an oversight or just minimizing IP leakage, but I am concerned that it might also contain information that could affect a purchase decision. As advanced of a methodology and price tag GSB has, likely the cross section of purchasers are going upscale.

Have you looked into the locked forum and have any insight to user comments?

Really would like to know the demeanor and tech nature of the activity there to help guide a potential purchase.

Best regards,

T

 

[rwst]

There is a separate section on the forum for buyers but I don't think that has much more information. Most information is on the free available forum. There is not a real commercial machine behind GSB like you see with some other software, the owner is very driven to test his own software and share his ideas to the community and he is also very open to the opinion of other traders. I tested several GA software and I think GSB is one of the best ones and every year it gets better. Now ninja trader is also being worked on to support by GSB.
I am currently also testing with Stratasearch and you can download that for free and test with that if you like. I find that also has robust OOS performance when optimizing on portfolios but unlike GSB you can't do intraday if you like that. I see all these GA programs have some good ideas that others don't have, there is unfortunately not the perfect program.
But since a while you can also optimize on portfolios in GSB.

 

[Geeko]

RWST,

GSB locks even trial users from even read-only access to their primary user forum. That might be an oversight or just minimizing IP leakage, but I am concerned that it might also contain information that could affect a purchase decision. As advanced of a methodology and price tag GSB has, likely the cross section of purchasers are going upscale.

Have you looked into the locked forum and have any insight to user comments?

Really would like to know the demeanor and tech nature of the activity there to help guide a potential purchase.

Best regards,

T

this is not true, any user who logs in to the forum has r/w access, but no access to the private forum which mainly contains tools, exe files that are for purchases only
further, the private forum is very collaborative across the paid users, a lot of insights, constructive feedback and aids the time needed to get the best from the platform.