Optimization Templates

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If you build many similar ChaosHunter models, you might want to store your preferred optimization settings in a ChaosHunter template to save time when creating models for new data files.


Create a Template

In order to create a template, you must first load a data file.




Next click on the Input/Out selection icon inputs outputs icon 2and go to the Inputs tab.


Select the inputs that you want want to use in your model, and then select the column that you want to be used as the output.  If you're building a trading model, you may not want to select any raw price inputs from the data file and would prefer to use the technical indicators on the Formula tab applied to raw price data.  If appropriate, click on the check box to scale the inputs and/or output and click on the correct button to either skip rows with missing values or replace missing values with an average.


Optimization Tab

On the Optimization tab, choose either Evolution Strategy or Swarm optimization, a population size (larger populations take longer to optimize) and a random number seed used to begin the optimizer.  In the Stopping Criteria section, you can either select a number of generations without improvement, or just a certain number of generations.  You may also leave the Stopping Criteria blank and then manually stop optimization.


In the Optimization Goals function section, you can check one of the options that begin with Maximize R-squared for general purpose problems.  If you're building trading models, choose either buy/sell cutoff (which builds a prediction and uses a threshold to make a buy/sell decision) or buy/sell true/false.  This goal is like buy/sell cutoff described previously, except that buy signals are generated when the formula is true (non-zero) and sell signals are generated when the formula is false (zero). Click here for details.

Both trading models have an objective of maximizing profit, but you can check the box for Smooth Equity Curve if you want to minimize drawdown at the same time.  Decide if you want to trade long or short or both, and choose true reversal if you want exit one position as soon as a trading signal is received for the opposite condition.


Formula Tab

On the Formula Tab, select the Formula parameters and Operations you usually use for the type of model you are building.   Also decide whether you want to include the Chaos Input in your model.


Save the Template

Once you have made all of your selections, go to the ChaosHunter File menu and choose Save Template, which brings up the standard Windows file interface for naming the template and saving it on your computer.  The default directory is c:\ChaosHunter\Template and the file extension for a template is .CHTPL.


Loading a Template

You must have a data file open in ChaosHunter before you can load a saved optimization template.  Any new data files you load must include the same column names that were used as either inputs or an output in the data file originally used to create the template.  For example, if the original data file had columns labeled date, open, high, low, close, volume, RSI, and CCI that were used as inputs or an output, the new data file you want to use with template must include columns with the same labels, although they do not have to be in the same order in the new data file.  The new file may include extra columns.


 To Load a Data File:  File Menu, Open data file, and then browse to locate a data file in the correct format for ChaosHunter.

 To Load an Optimization Template:   File Menu, Load Template, and then browse to locate a previously saved template file with          a .CHTPL extension.


Related files:

Steve Ward Trading Models Daily.CHTPL and Intraday.CHTPL in the C:\ChaosHunter\template directory.

HD.CSV in the C:\ChaosHunter\Examples directory may be used as a data file for the daily template listed above.