To preface this post: when optimizing strategies with lots of variables or really large variable ranges, using the default optimizer takes an obscene amount of time to complete, however the genetic optimizer completes the task in, at most, minutes. So..
1) I've noticed with the GO, I can run a 5-100 generation optimization on any parameter and get a different group of top performing variables every time. Is this normal?
2) Will a completed default optimization give more or less reliable results than the GO?
3) Is there a # of generations for the GO that will give the most accurate results? Or are the default setting for the GO the ideal combination?
4) What, besides reducing the # of variables or data ranges, can I do to increase the speed of the default optimizer? (computer hardware?)
5) How reliable are the results for optimizing on Max Sharpe Ratio? (I've optimized a few strategies and gotten SR's of up to 700..)
6) Not a reliability question but what does optimize on max probability do? Results usually return really terrible results even on strategies back test/optimize well on other factors.
Thanks
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