Using GA Indicators

Home Forums Research Using GA Indicators Using GA Indicators

Viewing 1 post (of 1 total)
  • Author
    Posts
  • #1080
    Ryan Olson
    Keymaster

    The GA shows Signals based on the BEST rule it sees using the Fitness Function.  However, it does NOT apply a Consensus of Rules.  There are two indicators that can display statistics of any Rule in the Knowledge Base:  GA_Rules and GA_Value.  The first tells us how many rules fired, the second tell us the mean value of a given metric for those rules, like Hit Rate or PPT.

    Probability Function:   One simple probability function can be defined that is based on RULES and HIT RATE.  If 20 Rules fire on a bar and the mean Hit Rate is 75%, a score function might be (75 * SQRT(20)), which would be much higher than a 75% Hit Rate with only 2 Rules.  (75 * SQRT(2)).  [The SQRT function is just one option]

    • Experiment with the values coming from the 2 GA Indicators to try to correlate high values with high probability.

    Create a System that has a Cut-Off using the relationship.

Viewing 1 post (of 1 total)
  • You must be logged in to reply to this topic.