Modify Multiple Fields Dialog

The Modify Multiple Fields Dialog allows you to modify the settings of multiple fields at one time. Currently, only training and optimization settings can be modified.

Modifying Field Settings

These checkboxes allow you to select which settings you would like to update for the selected fields.

þ    Modify trading style to use for optimization.

This checkbox indicates whether to update the trading style used during signal optimization. To create a new style, or view or modify existing styles, press the Edit Styles… button.

Ä    Note: If the current setting indicates WRONG MARKET, this field was last optimized using a market type which is not the same as the current market type of the data.

&  For help with market types and the associated settings, see Understanding Market Types.

þ    Modify date range to use for optimization and validation.

This checkbox indicates whether to update the optimization range used during training and optimization. This list on this page can be used to select from typical settings for the optimization range. Pressing the Adjust Range… button will display the Modify Optimization Range Dialog, which allows greater control over the date range.

þ    Modify optimization ranges to use for fitness evaluation.

This checkbox indicates whether to update the training ranges to use for optimization of signals.

·      Optimize Training Set, Checking Cross Val.

This setting indicates to optimize the fitness of the training set, but to take the settings from the generation with the best fitness for the cross validation set. It also causes the optimization to stop when no improvement occurs on the cross validation set data over a given number of generations.

·      (Optimize Particular Set or Sets)

This setting indicates to optimize the fitness of the indicated set or sets without monitoring the performance of a cross validation set.

Actions Corresponding to Changes

¨    Action to take after optimization settings are modified.

This setting indicates how the modified fields should be processed.

¨    Reoptimize predictions, reoptimize signals

This setting causes predictions, committees, and entry/exit systems which were previously optimized to be re-optimized. Predictions that were not previously optimized will be retrained.

¨    Retrain predictions, reoptimize signals

This setting causes predictions to be retrained. Entry/exit systems and committees which were previously optimized will be re-optimized.

¨    Reoptimize predicted signal postprocessing

This setting causes the postprocessing of predicted signals to be updated. Entry/exit systems and committees are not affected. Predictions will also be retrained if the prediction weights are modified.

¨    Do not retrain or reoptimize at this time.

This setting causes the fields to not be retrained or reoptimized. The exception to this is if the prediction weights are modified.

þ    Update prediction weights if number of samples changes.

This setting indicates to update the components associated with the prediction if the number of samples changes as a result of changing the date range. If the components change, the prediction will be retrained.

What Do I Do Next?

When you are finished making any changes, press the OK button. If you would prefer not to make any changes, press the Cancel button.

How Did I Get Here?

The Modify Multiple Fields Dialog is displayed when you select multiple fields on the Modify Data Dialog: Data Fields page and press the Modify button.