Some thoughts on the Library of Strategies

Cosmic1 · 2017-05-15T13:35:14+00:00

I think everyone appreciates all the hard work and ideas that people put in to their strategies being posted but is the Library getting mostly full of curve fitted / over optimised code? Pretty equity curves look nice but can bite! Should the library be split in to two sections. One for algos that have been curve fitted and have no proof of IN/OUT sampling and one for algos that have IN/OUT sampling performed with evidence to prove it. Otherwise the library of strategies becomes mostly full of an optimised view in to history without any confidence of them working and making money going forward. I like the Sandbox ideas from Nicolas that are market agnostic as this at least lets people know what they are getting and they can then do their own due diligence or use the snippets of code in their own code. I do believe that there is a very good reason to keep the curve fitted code though, if separated. Take Reiner’s pathfinder, it’s full of good ideas and code snippets that I often borrow so these algos are great for reference. I do think that this would really improve the site and make things easier for the new people coming in, learning PRT and creating algos the correct way. What do you think guys / Nicolas?

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06/19/2018 at 9:09 AM #73652 quote

GraHal
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Hoping that one day the excellent discussions on this Thread come to fruition (if only overworked Nicolas could ‘triple’ himself! 😉 ) , but in the meantime here is hopefully a simple improvement?

When I want to find a specific Strategy – eg as I just did for CCI – I list all the Library for Systems, Indicators and Screeners and then use ‘find on this page’ CCI.

I got 24 hits and what I do is very quickly click next next etc and look at titles to make a judgement on which I might try out.

Anyway I am always left wondering … is this hit a System, an Indicator or a Screener??

Sooo if the little bulleted symbol could be made to look like the symbol at the beginning of the individual lists … eg a COG for Systems … then I would know to only check out Systems using next, next for my chosen search term?? 🙂

Okay somebody may now tell me a whole easier way to do what I have described above?

If so, Thank You in Anticipation! 🙂
GraHal

Library-Search.jpg

06/19/2018 at 10:17 AM #73657 quote

Nicolas
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Legend

GraHal wrote:

Sooo if the little bulleted symbol could be made to look like the symbol at the beginning of the individual lists … eg a COG for Systems

Done. Enjoy 😉

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