Where are the best computed configurations ?
Hi,
I launched japonicus and let it compute... and finish. It told me that some configurations provided some profits: For instance:
Locale6 first unevaluated: 50 27 individues removed due to equality [23] EPOCH 81 &23 Maximum profit 10.559 Average profit -2.148 Minimum profit -17.219 Profit variation 6.612 Population size 35 Max population size 50 Avg trade number 17.217 Avg sharpe ratio -1.515 Avg exposure time 12.368
Locale7 first unevaluated: 32 18 individues removed due to equality [14] EPOCH 81 &14 Maximum profit 16.635 Average profit 5.854 Minimum profit -15.081 Profit variation 11.088 Population size 29 Max population size 52 Avg trade number 17.643 Avg sharpe ratio -1.844 Avg exposure time 5.897
But it never gives me the values of the parameters of my strategy. I search in the CSV files of locales, in the log file, in the results folder (which remains empty) or in the shell output.
Where can I find these values ?
Thanks :-)
Parameter output occour on the evaluation breaks, and those happen every 50 epochs on default settings. There, good settings will be output on screen and on logs folder. This really need clarification on the wiki.. cheers!
Hi Gab0,
Yes, I was aware about that. Nevertheless, despite logs show some good results (e.g., Maximum profit 16.635), it does not give me any configuration in this run (it gave me conf in other runs).
Is that something normal ? Japonicus may have very good reasons to consider these configurations bad ones despite the profits but I do not understand why.
Thanks !!!
Hey @xaviermiss.. That maximum profit was obtained on the same piece of dataset that it evolved on, while on evalbreak, those settings, tested on random pieces of the same dataset, were proved to be unsucesful. cheers!