Any time the Strategy Evolver creates a strategy with something like "...crosses under EMA(itself, 20)" the "ProfitPct" shown in the results panel doesn't match what I get when I actually run the generated strategy. This seems to happen 100% of the time. All other strategies generated by the Strategy Evolver work as expected. Is this happening to anyone else? What would cause this?
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I'm not seeing it so far, are you sure the strategy doesn't have NSF positions that might cause the results to change each backtest run due to selection of different randomized positions amongst the potentials?
In this case I'm testing a "Single Position" strategy on a single symbol dataset, with "Max Open Pos" set to 1, so I don't think NSF should be a factor here.
I'm trying to think what I might be doing differently than you. It is a 5-minute ASCII dataset (crypto), evolved with a "5 minute" scale and "All Data" range. My Evolver preferences are set for only Shorting relevant genes (no buy/sell). I've disabled all 5 template slots. I am using a "Position Size specified below" with 950 percent and 10.0 Margin Factor to simulate 95% equity at 10x leverage.
Below is an example of one of the strategies it generated. When I double-click and run a backtest, it actually doesn't enter into any positions at all.
I'm trying to think what I might be doing differently than you. It is a 5-minute ASCII dataset (crypto), evolved with a "5 minute" scale and "All Data" range. My Evolver preferences are set for only Shorting relevant genes (no buy/sell). I've disabled all 5 template slots. I am using a "Position Size specified below" with 950 percent and 10.0 Margin Factor to simulate 95% equity at 10x leverage.
Below is an example of one of the strategies it generated. When I double-click and run a backtest, it actually doesn't enter into any positions at all.
I see it has a position size of 950%, is that intentional?
Yes, I'm trying to generate a strategy I can use with 10x leverage.
I just tried without increased margin/equity, and it still has the same problem, so it must be something else that's causing it.
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