- Search Forex Factory
- 5 Results
- cyberjag replied Aug 19, 2015
I see, so if the algo works independently on every item of the parameter ensemble the algo outputs for the (simple) state space could be calculated and saved beforehand and then be used in the testing. That seems to me quite inevitable for ...
- cyberjag replied Aug 19, 2015
As I understand it it's the difference between "parameter ensembles" (combined input vector) and "system ensembles" (combined systems). The concept of parameter ensembles is clear to me from an abstract point of view. However in a specific ...
- cyberjag replied Aug 17, 2015
Ok, I'll try to explain it in detail. One thing I disregarded above was that there might be parameters not only in the opening trades decision but also in the closing trades decision. Therefore I now split the parameter space: Let S1 resp. S2 be the ...
- cyberjag replied Aug 17, 2015
3^7410 would only be the theoretical number of possibilities. Considering for example ensembles with 2 algos we would only have to calculate the sharpe ratio of k over 2 sequences out of these 3^7410 even by brute force, where k would be the size of ...
- cyberjag replied Aug 17, 2015
Hi, I've been following this thread for a while. Thank you algoTraderJo for this fantastic approach. I got some ideas for ensemble testing. When building ensembles on agreement of algos there are 3 possibilities for every trading day: LONG, SHORT ...
- Posts by Member Search: 'cyberjag'