BUILD SETTINGS
MARKET
   Symbol: @ES#C 30 Minutes (Intraday, 30 min bars), Primary (Data1)
   Date Range: 09/03/2012 09:00 AM to 08/21/2020 03:15 PM
   Session Times: 9:30:00 AM to 3:15:00 PM
   Point Value: $50.00
   Costs: $25.00
   Cost Type: Amount Per Share
   Price File: @ES#C 30 Minutes.txt
   Training Segment: 09/03/2012 09:00 AM to 06/14/2017 10:21 PM (60.00% of range, 14474 bars)
   Test Segment: 06/14/2017 10:21 PM to 01/17/2019 06:48 PM (20.00% of range, 4828 bars)
   Validation Segment: 01/17/2019 06:48 PM to 08/21/2020 03:15 PM (20.00% of range, 4856 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 when price is touched
   Code Format: NinjaTrader 8

BUILD SET
Indicators Considered:
   Simple Mov Ave, Exp Mov Ave, Weighted Mov Ave, Triangular 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, 
   Consecutive Bars Up/Down, Congestion Count, Ulcer Index, RocketRSI

Order Types Considered:
   Enter at Market, Enter on Stop (Price), Enter at Limit (Price), Protective Stop ($), Protective Stop (%), 
   Protective Stop (Price), Exit After Time, Enter on Stop ($), Enter on Stop (%), Enter at Limit ($), Enter at Limit (%)

Order Types Included:
   Exit After Time

STRATEGY OPTIONS
   Market Sides: Long and short trades
   Trades exit after 3:00:00 PM
   No new entries until prior trade exits
   Nested indicators allowed

Parameter Ranges:
   Fixed Stop Size: 100.00 to 1575.00
   Percentage Stop Size: 0.5% to 10%
   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
   Indicator Shift: 1 to 20
   Probability of Applying Indicator Shift: 20%

BUILD OBJECTIVES AND CONDITIONS
   Minimize Complexity, weight 0.100
   Maximize Net Profit, weight 1.000
   Maximize Corr Coeff, weight 1.000
   Maximize Trade Sig, weight 1.000
   Prof Fact >=  1.500 (Train)
   Ave Bars Wins >=  48.00 (Train)
   Corr Coeff >=  0.9500 (Train)
   Trade Sig >=  95.00% (Train)

CONDITIONS FOR SELECTING TOP STRATEGIES
   Net Profit >=  $50,000.00 (Train)
   Drawdown <=  $15,000.00 (Train)
   Prof Fact >=  1.700 (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%
   Mutation Percentage: 50%
   Tree Depth: 3
   Tournament Size: 2
   At end of generation 40, start over if average Prof Fact on test segment of top 10 strategies is less than 1.500
   Minimum Generations: 40
   Maximum Generations: 80
   Stop when moving average of fitness on test segment is less than it was 10 generations ago.
   Length of moving average of fitness on test segment: 10 generations