AI Generate Skewed Data

[BrandonT1292]

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

[NinjaTrader_ChrisL]

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.

[thinarthrill]

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!

[[email protected]]

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.

[NinjaTrader_ChrisL]

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.

[[email protected]]

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.

i am not able to change my username, there is no provide in my account. is this something you could help with? just remove the gmail part should be okay.. the other account which i created
"hishunya" does not have any permission to post.

[NinjaTrader_ChrisL]

Hi, you should be able to change the user name by going to the top right> click on your username> user settings> click the "Account" tab> from there you can change your username.

[[email protected]]

Hi, you should be able to change the user name by going to the top right> click on your username> user settings> click the "Account" tab> from there you can change your username.

followed the instructions you had outlined, unfortunately i dont see any option to change username. would you be able to get my account deleted and help me get registered again?

[NinjaTrader_ChrisL]

Hi, it should be changed shortly.

[NinjaTrader_ChrisL]

Hi, it looks like "manishzain" is already taken, what would you like to change your username to?

[caveat_lector]

Experienced traders know none of the public-domain indicators provide a reliable way on their own to trade profitably over many trades. Even so, combinations of them might if used in the right ways and "AI Generate" has potential to find usable combinations. Unfortunately, it is useless as it now is because of the "99 profit factor and a total of 1 or 2 trades per strategy" issue reported above. That could be fixed simply by giving users various ways to control the fitness-function. Merely being able to set maximum and minimum numbers of trades as previously suggested should make it usable, but also allowing other fitness-function selections would be even better.

After that fix, support for custom indicators as thinarthrill suggested would make "AI Generate" even more valuable, because indicators that actually work are not, and never will be, in the public domain. If technical issues associated with custom indicator compatibility seem overwhelming an easy first-step could be to simply support a defined custom prototype indicator. For example, take something like RSI that is already supported, give it a custom name, strip out the indicator calculations and let users insert their own code. "AI Generate" could then attempt to find ways to use that custom indicator more profitably in combination with one or more public-domain indicators.

Please add my vote for, and additional suggestions related to, SFT-4056.

[NinjaTrader_ChrisL]

Hi caveat_lector, thanks for your note. I have added a vote to #4056 and added your suggestions as an addendum to that same request.

We appreciate your suggestions, thank you!