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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.
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