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AI Generate Skewed Data

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    AI Generate Skewed Data

    Hey,

    I downloaded the latest NT8 (8.0.18.1) and tried fiddling around with the AI Generate for strategy analyzer. I tested it with default settings and the AI seems to place a disproportionate amount of weight to profit factor over total # of trades. The end result always ends up with a list of strategies with 99 profit factor and a total of 1 or 2 trades per strategy. However, I was also watching a webinar Brett Barrett gave at futures.io where he mentions that the AI Generate does take # of trades into consideration. Just wanted some clarity on this issue.


    Brandon

    #2
    Hello BrandonT1292, thanks for your post.

    The AI Generate will favor strategies with the best Max Strength. From the help guide:

    It favors strategies with as many profitable trades as possible while keeping drawdowns as small as possible.
    The number of trades is low likely because drawdown must be minimized, and there would be a higher probability of a higher drawdown with more trades.

    We are currently looking for feedback from users trying out this new feature, so if you have anything to suggest please share and I can submit a feature request.

    Kind regards.

    Chris L.NinjaTrader Customer Service

    Comment


      #3
      I have the same results with 99 profit factor and a total of 1 or 2 trades per strategy. My suggestions
      1. Add settings for maximum and minimum perfomace or count of trades.
      2. Add a feature for testing custom indicators (may be with additional code in сustom indicators for prepare to AI Generate).
      PS. AI Generate is a very good feature!
      Last edited by thinarthrill; 07-01-2019, 04:26 AM.

      Comment


        #4
        The AI feature so promising but fails to deliver of finding a workable strategy..Want to upvote both the points mentioned above, i have been facing the same issue as all it gives it 99 profit factor outcome with single or two trades at max .

        Other way to handle this to have two more additional filters :
        1. min trades to be considered.
        2. also give an option to close the trade same day or carry over.
        Last edited by [email protected]; 06-30-2019, 07:50 PM.

        Comment


          #5
          Hello, thanks for your post.

          The feature ID for this is SFT-4056. I will add an additional vote.

          Please consider changing your username as there are bots on the internet that will scan for emails and send you spam.

          Kind regards.
          Chris L.NinjaTrader Customer Service

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