On Thursday, 21 May 2015 at 11:36:15 UTC, Saurabh Das wrote:
PS: The original expression:
http://dpaste.dzfl.pl/raw/e7a66aa067ab
double someFunction(double AvgPriceChangeNormalized, double
DayFactor, double TicksTenMinutesNormalized)
{
return
((((AvgPriceChangeNormalized)*(0.0868))*((DayFactor)*(TicksTenMinutesNormalized)))*(((AvgPriceChangeNormalized)*(0.0868))*(((((((((TicksTenMinutesNormalized)==0)?(1):((AvgPriceChangeNormalized)/(TicksTenMinutesNormalized)))-((TicksTenMinutesNormalized)+(DayFactor)))==0)?(1):((TicksTenMinutesNormalized)/((((TicksTenMinutesNormalized)==0)?(1):((AvgPriceChangeNormalized)/(TicksTenMinutesNormalized)))-((TicksTenMinutesNormalized)+(DayFactor)))))==0)?(1):(((TicksTenMinutesNormalized)+(-0.865))/((((((TicksTenMinutesNormalized)==0)?(1):((AvgPriceChangeNormalized)/(TicksTenMinutesNormalized)))-((TicksTenMinutesNormalized)+(DayFactor)))==0)?(1):((TicksTenMinutesNormalized)/((((TicksTenMinutesNormalized)==0)?(1):((AvgPriceChangeNormalized)/(TicksTenMinutesNormalized)))-((TicksTenMinutesNormalized)+(DayFactor)))))))*(TicksTenMinutesNormalized))));
}
fair enough. I thought normally you'd want to have some sort of
expression simplification in genetic programming, to avoid adding
too many superfluous degrees of freedom? Aside from the obvious
problems, those extra degrees of freedom can put you at risk of
overfitting.
