BUILD SUMMARY
Strategy Build Date: 7/19/2018 11:05:08 PM
Population Build Date: 7/19/2018 11:05:09 PM
Population Build Time: 4 min 40 sec
Total Generations: 25
Number of Rebuilds: 0
Adaptrade Builder Version: 2.4.1.0
Project File: DailyWF-051917-052218-2.gpstrat

STRATEGY DESCRIPTION
Population Member: 145
Max Bars Back: 137

Market Sides: Long and short trades

INDICATORS USED
Long Entry Condition:
   Less Than, True Range, Highest, Weighted Mov Ave

Short Entry Condition:
   Greater Than/Equals, RSI, Close, Day High

Long Exit Condition:
   None

Short Exit Condition:
   None

ENTRY ORDERS
   Long Entry: Enter on Stop (Price)

   Short Entry: Enter on Stop (Price)

EXIT ORDERS
   Long Exit: Exit End-of-Day, Exit After N Bars Loss, Exit After Time

   Short Exit: Exit After N Bars, Exit at Target (%), Exit After Time, Exit End-of-Day

POSITION SIZING
   Position Sizing Method: Fixed size
   Position Sizing Parameter Value: 1
   Round position size to the nearest 1 shares
   Minimum Number of Shares Strategy will Trade: 1
   Maximum Number of Shares Strategy is Allowed to Trade: 100

OTHER STRATEGY FEATURES
   Number of entries per day limited to 1
   Trades enter between 8:30:00 AM and 2:15:00 PM
   Trades exit after 3:00:00 PM
   No new entries until prior trade exits

BUILD SETTINGS
MARKET
   Symbol: @ES#C 15 Minutes (Intraday, 15 min bars)
   Date Range: 05/19/2017 08:45 AM to 05/22/2018 03:15 PM
   Session Times: 8:30:00 AM to 3:15:00 PM
   Point Value: $50.00
   Costs Per Share (round-turn): 15.00
   Price File: @ES#C 15 Minutes.txt
   Training Segment: 05/19/2017 08:45 AM to 05/21/2018 03:15 PM (99.73% of range, 6891 bars)
   Test Segment: 05/21/2018 03:15 PM to 05/21/2018 03:15 PM (0.00% of range)
   Validation Segment: 05/21/2018 03:15 PM to 05/22/2018 03:15 PM (0.27% of range, 27 bars)

EVALUATION OPTIONS
   Starting Equity: $100,000.00
   Position Sizing Method: Fixed size
   Position Sizing Parameter Value: 1
   Round position size to the nearest 1 shares
   Minimum Number of Shares Strategy will Trade: 1
   Maximum Number of Shares Strategy is Allowed to Trade: 100
   When building, use the position sizing settings as selected; don't evolve position sizing
   Fill limit order only when price is exceeded
   Place limit order only when order price is within market's price band
   Code Format: TradeStation 6 or newer

BUILD SET
Indicators Considered:
   Simple Mov Ave, Exp Mov Ave, Weighted Mov Ave, MACD, Momentum, 
   Rate of Change, Fast K Stochastic, Fast D Stochastic, Slow D Stochastic, RSI, CCI, 
   DI-/DI+, DMI, ADX, Ave True Range, True Range, Standard Deviation, 
   Bollinger Band, Keltner Channel, Lowest, Highest, Volume, Crosses Above/Below, 
   Price Patterns, Day of Week, Time of Day, Absolute Value, Adapt Variable MA, Zero-Lag Trend, 
   Adapt Zero-Lag Trend, Inverse Fisher RSI, Inverse Fisher Cycle, Adapt Inv Fisher RSI, Adapt Inv Fisher Cycle

Order Types Considered:
   Enter at Market, Enter on Stop (Price), Enter at Limit (Price), Exit at Target (Price), Trailing Stop (ATR Floor), 
   Exit After N Bars, Protective Stop ($), Protective Stop (%), Protective Stop (Price), Exit After Time, Exit at Market, 
   Exit End-of-Day, Exit at Target ($), Exit at Target (%), Trailing Stop ($ Floor), Exit After N Bars Profit, Exit After N Bars Loss, 
   Enter on Stop ($), Enter on Stop (%), Enter at Limit ($), Enter at Limit (%)

Order Types Included:
   Exit After Time, Exit End-of-Day

STRATEGY OPTIONS
   Market Sides: Long and short trades
   Number of entries per day limited to 1
   Trades enter between 8:30:00 AM and 2:15:00 PM
   Trades exit after 3:00:00 PM
   No new entries until prior trade exits
   Nested indicators allowed

Parameter Ranges:
   Fixed Stop Size: 37.50 to 762.50
   Fixed Target Size: 37.50 to 762.50
   Percentage Stop Size: 0.50% to 10.00%
   Percentage Target Size: 0.50% to 10.00%
   Price Difference Multiple, Entries: 0.500 to 5.000
   Price Difference Multiple, Exits: 0.500 to 5.000
   Lookback Length, Indicators: 1 to 100
   Lookback Length, Price Patterns: 1 to 20
   Exit-After Number of Bars: 1 to 100
   Indicator Shift: 1 to 20
   Probability of Applying Indicator Shift: 20.00%

BUILD OBJECTIVES AND CONDITIONS
   Maximize No. Trades, weight 0.750
   Maximize Net Profit, weight 1.000
   Maximize Corr Coeff, weight 0.500
   Minimize Complexity, weight 0.200
   Trade Sig >=  95.0000% (Train)
   Corr Coeff >=  0.9500 (Train)
   Prof Fact >=  1.700 (Train)
   Ave Entry Efficiency >=  60.00% (Train)
   Ave Exit Efficiency >=  60.00% (Train)
   Max MAE <=  $1,500.00 (Train)

CONDITIONS FOR SELECTING TOP STRATEGIES
   No. Trades >=  150 (Train)
   Trade Sig >=  95.0000% (Train)
   Corr Coeff >=  0.9000 (Train)
   Prof Fact >=  1.700 (Train)
   Ave Entry Efficiency >=  51.00% (Train)
   Ave Exit Efficiency >=  55.00% (Train)
   Max MAE <=  $1,500.00 (Train)

BUILD OPTIONS
   Population Size: 500
   Subpopulations: 1
   Mix subpopulations every 1 generations
   Reset population when building
   Save 100 best strategies from population
   Crossover Percentage: 60.00%
   Mutation Percentage: 50.00%
   Tree Depth: 3
   Tournament Size: 2
   Minimum Generations: 25
   Maximum Generations: 25