EdgeWare FastBreak Pro Version 6.2 User Manual
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hold three funds because we set the minimum and maximum range for # funds held to 3.
We are optimizing on Annual return, but have specified an MDD goal of 15%. The
optimization will have 100 members in the first generation and 50 for subsequent
generations. We will optimize for 15 generations. We have specified a nominal mutation
rate of 2%. The IS date range is 6/19/1989 through 12/31/1999. The OS date range is
1/3/2000 through 12/29/2000. The year 2000 was a very difficult investment year so this
will be a good test of your system for OS performance.
At this point all that is required is to click the execution icon:
Note: The time to run all 15 generations is dependent on your computer speed.
When the optimization process is started the Best Results screen will appear, and you will
begin to see information similar to the following:
After at lest one generation has completed, go to the Out-of-Sample Results screen
(shown when the Light Bulb tool bar button is clicked). The GA will continue to look for
combinations of parameters that gave good historical performance. However, at some
point, the trading systems will become over-optimized and not be good systems under