Chaining genetic algorithm optimization mql5 - page 2

[Lorentzos Roussos]

Varun Maithani #:

By max risk u mean that once trading has resulted in -500 loss or more it will be immediately put in the bucket of 0

basically to put all configurations which exceed a threshold drawdown or something like that in the 0 bucket.

i guess ill try something like that.

Or also maybe i could make the custom metric1 value to 0 or negative if certain % of months are not profitable that way they will not be considered by the descendant generations in genetic algo opt process and leave only those configs which i desire.

i will experiment a bit.

yeah you are creating a grading scale which the optimizer has to "climb" and by raising the power of the monthly grade to 3 you let it know it is more important

so if you have a monthly score of 0.5 raising it to the power of 3 will result in 0.125 bringing the overall score down 

[Varun Maithani]

Why do u mention raising to power of 3 when you previously said we will add the weekly pnl scores and average them?

i didn't understand what u meant in previous message.

[Lorentzos Roussos]

Varun Maithani #:

Why do u mention raising to power of 3 when you previously said we will add the weekly pnl scores and average them?

i didn't understand what u meant in previous message.

because your one optimization pass will have many weeks and many months 

so you will average 2 scores at the end of the test (of one pass) and it will be the avg weekly score and the avg monthly score

then you multiply them , weekly score * (monthly score ^3)