Optimizing Committees of Signals

The number of votes assigned to each member of a committee of signal fields can be optimized to produce more effective signals. By default, TradingSolutions automatically optimizes any new committees of signal fields when they are created.

Optimizing New Committee Fields

Committee fields are created using the Create a Committee Wizard. The members of the committee are specified on the Select Fields page.

If all of the members of a committee are entry/exit signals, the number of votes assigned to each member can be optimized to produce more effective combined signals.

Optimization of the votes will only occur is the Optimize Voting Now control is selected. Optimization settings, such as which trading style and optimization data to use, can be viewed and modified by pressing the Optimization Options… button, which will display the Signal Optimization Settings Dialog.

Ä    Note: The value used for the fitness calculation is defined in the trading style specified to be used for simulated trading.

Ä    Note: Optimization is only available if all of the members are signals.

Optimizing Existing Committee Fields

Committee fields which have already been created can be optimized (or re-optimized) from the Modify Field Dialog: Committee Fields page. Selecting the Optimize Voting Now control will cause the committee to be optimized from its current settings when the OK button is pressed. Fields which are defined for an entire group can be re-optimized by unchecking and re-checking this control.

&  For help with general optimization principles, see Understanding Genetic Optimization.

&  For help with committees in general, see Combining Multiple Signals in a Committee.