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i have the 3960x, in most simulations it’ll max out 16 of the available 24 cores.
in reply to: Thread Ripper for OptimisationMorning! /Afternoon by the time this is sent.
There is a lot to consider in the chart you have attached, thank you!
Chart # 1: If i add the same position sizing to the first chart it crushes all other predictions in profitability- but from testing other equities it seems that this is not repeatable. The repeatability point was made initial Ward example this chart was based on.
In the second prediction chart- how did you come to the conclusion to add 3 x % Change indicators. It worked well! so well it completely removed the Adaptive Turbo prop from the Predictions input weighting. My WAG (wild a** guess) is that both the Prediction TP and the Adaptive TP are trying to predict the % change and the turbo prop becomes redundant as it will never have as much optimization data during paper trading as the Prediction TP. In real trading this may be different.
This looks like the Adaptive TP is still waking forward in the paper-trading data set.
For the 3rd chart i agree with the comment”is like putting a NN inside a NN” and tried to avoid this by setting the Prediction Neurons to zero.
Given the results it now looks like two nets are better than 1.
The final Trading Strategy (graph # 5) and equity curve looks great. A lot better than the Adaptive TP’s. However it made different (added extra) trades than the prediction its based on. The only difference i can see is that you set the trading rules to < & > Zero.
If i go back to the prediction graph 3, open the positions tab and set the trading rules to use the specified trading rules (all Zeros to match the strategy) the trades are now identical but way less profitable.
This feels like over fitting and not an indication of how Adaptive TP 2 is optimizing.
For your exit strategy: could making a copy of your Prediction optimized it to minimize draw-down and some how feed it in to the final strategy’s exits ?
You have changed a lot of parameters very successfully, are you willing to share your logic behind the choices made.
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in reply to: Adaptive TurboProp 2Hi Michael, Thank you for your insight.
Im also fairly new to AT2, blind leading the blind i guess.
Ive been working towards EOD trading / swing trading picking one or two trades a week that come from a basket of stocks.
The chart attached illustrates what i’m seeing. The chart and Data were originally a ward example.
The chart contains 3 predictions:
1st – The included Turbo prop 2 algo- this is understandably different, but interesting to see the difference in results
2nd – Adaptive Turbo prop 2 with out any paper trading.
3rd- Adaptive Turbo prop 2 with paper trading
all predictions have the same input parameters, but none are the same.
it feels like im getting a setting wrong with the prediction days or the number of neurons WRT Adaptive – TP2 in the prediction model
I haven’t seen any settings in the simulator referencing to limit orders yet. There could be an issue with how the trader works in a prediction model that is limited to end of candle activation.
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in reply to: Adaptive TurboProp 2will do, thank you for the clarification
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