Transcription
ARM6 WorkshopAugust 17, 2019
Workshop Agenda Using the ARM6 Stocks Profilefor Trading Re-Training the ARM6 StocksProfile on Your Symbols Getting Involved in SETI Experimenting with ARM6 About the NEXT Workshop
ARM6 is aMajor Release
Over 20 Major EnhancementsARM6 is the result of a focus all areas of the Genetic Algorithmto improve performance and profitability, including:Speed ImprovementsMulti-Core TrainingMulti-Core Signal GenerationInput EnhancementsSeparating Long/Short InputsAbility to Use Multiple FiltersSynchronous Freq. Domain InputsAutomatic Binning & Super InputsNew Fitness FunctionEquity Curve FitnessMax PositionsTraining EnhancementsAutomatic Training ConstraintsIntroducing Delta FitnessAutomatic Input ReductionManual Input ReductionAble to Continue TrainingAutomatic Rule ReductionInternal ValidationThe SETI ProjectAutomatic Input UploadAutomatic Input Replacement
50 TIMES FasterThe Genetic Algorithm Search Process cannow use multiple processor cores.
Using ARM6 Stocksfor Trading
ARM6 StocksOutstandingperformance from4 Strategies:Major ReversalSwing TradeQuick MoveVolatility Breakout
Consider Early ExitsMajor Reversal andSwing use widetrailing stops.While in a trade onthese Strategies,look for earlyweakness andconsider an earlyexit in that case.
Retraining onYour Symbols
Retraining on Your SymbolsCopy the Profileusing File CopyAdd Your SymbolsEstimate 3-4 Hits perSymbol. Set Min Hitsto that number (forthe default trainingperiod)Increase “Iterations”to at least 5000(10,000 is better)Reset GA and deleteKB and Data SamplesRun the ToDo ListNot Finding any Rules? Lower Minimum Hits & Minimum PPT
Major Reversal: A Special CaseMajor Reversal Votes 3Separate GA’s. Eachmust be reset.
Getting Involvedwith SETI
The Power of SETIThe Search forExtra TerrificInputs!The SETI Projectenables membersto share inputsand statistics onthose inputs withother members.
The Beauty of SETIYou canStart withNO Inputs.They willcome fromour Servers!
Using SETITarget InputsWork SpaceThe Target Inputswill be those withthe highest DeltaFitnessThe lowest onesare replaced oneach run.
Experimentingwith ARM6
ARM6 DocumentationThe ARM6 Manualdocuments theimprovementsand how to use them.
Key SettingsEquity Curve FitnessMax Trades 10Strategy ExitsAutomaticPPT: 1-2%HR: 70-75%Hits: 100*Unique: 70AutomaticMin. 2000IterationsReset every100 iterations* Hits per90,000 barsof data.
ARM6 (Global) SettingsSuggestEnablingInternalValidationThese Settings are kept in the ARM6.INI file.
The Next Workshop:Super Inputs
The HAShape Super InputHAShape()converts Heikin Ashibar shapes into anumber system 3: 2: 1:0:-1:-2:-3:Big UpMedium UpUp with TailsSmall BodyDown with TailsMedium DownBig DownThis makes it easierfor the GA to findrelationships amongthe bars. 3-3
Quick Moves StrategyInputs are simplythe HAShape()values on theSecurity AND theMarket (SPY) overthe prior 6 bars.The idea is to findpatterns andinter-marketrelationships.HAShape is the ONLY Input used.
Simpler Inputs GenerateHigher PerformanceOut of SampleSignals fromQuick Movesfrom January2018 toPresent.Accuracy: 83%
ARM6 WorkshopAugust 17, 2019Thank You!
Introducing Delta Fitness Automatic Input Reduction Manual Input Reduction Able to Continue Training Automatic Rule Reduction Internal Validation The SETI Project Automatic Input Upload Automatic Input Replacement . 50 TIMES Faster The Genetic Algorithm Search Process can now use multiple processor cores. Using ARM6 Stocks for Trading . ARM6 Stocks Outstanding performance from 4 Strategies .
