BUILD SUMMARY
Strategy Build Date: 7/24/2019 5:17:05 PM
Population Build Date: 7/25/2019 12:04:04 AM
Population Build Time: 7 hours 38 min
Total Generations: 2,718
Number of Rebuilds: 36
Adaptrade Builder Version: 2.4.1.0
Project File: LongTermIndex_Top.gpstrat

STRATEGY DESCRIPTION
Population Member: 9
Max Bars Back: 78

Market Sides: Long trades only

INDICATORS USED
Long Entry Condition:
   Or, Crosses Below, Day of Week, Greater Than/Equals, Ave True Range, True Range

Long Exit Condition:
   None

ENTRY ORDERS
   Long Entry: Enter at Limit (Price)

EXIT ORDERS
   Long Exit: Protective Stop (%), Exit After N Bars Profit

POSITION SIZING
   Position Sizing Method: Percentage of equity
   Position Sizing Parameter Value: 200.000%
   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
   No new entries until prior trade exits

BUILD SETTINGS
MARKET
   Symbol: MES (Daily bars)
   Date Range: 01/07/2000 04:00 PM to 07/18/2019 04:00 PM
   Session Times: 5:00:00 PM to 4:00:00 PM
   Point Value: $5.00
   Costs Per Share (round-turn): 10.00
   Price File: @ES#C 1 Day.txt
   Training Segment: 01/07/2000 04:00 PM to 07/18/2019 04:00 PM (100.00% of range, 4942 bars)
   Test Segment: 07/18/2019 04:00 PM to 07/18/2019 04:00 PM (0.00% of range)
   Validation Segment: 07/18/2019 04:00 PM to 07/18/2019 04:00 PM (0.00% of range)

EVALUATION OPTIONS
   Starting Equity: $20,000.00
   Position Sizing Method: Percentage of equity
   Position Sizing Parameter Value: 200.000%
   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
   Code Format: TradeStation 6 or newer

BUILD SET
Indicators Considered:
   Simple Mov Ave, Exp Mov Ave, Momentum, Rate of Change, Fast K Stochastic, 
   Fast D Stochastic, Slow D Stochastic, RSI, DI-/DI+, DMI, ADX, 
   Ave True Range, True Range, Standard Deviation, Bollinger Band, Lowest, Highest, 
   Crosses Above/Below, Price Patterns, Day of Week, Absolute Value

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 (Price), Exit at Market, Exit at Target (%), Exit After N Bars Profit, 
   Exit After N Bars Loss, Enter on Stop (%), Enter at Limit (%)

Order Types Included:
   None

STRATEGY OPTIONS
   Market Sides: Long trades only
   No new entries until prior trade exits
   Nested indicators allowed

Parameter Ranges:
   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 Net Profit, weight 1.000
   Maximize Corr Coeff, weight 1.000
   Maximize Trade Sig, weight 1.000
   Ave Annual Return >=  10.000% (Train)
   Trades Per Year <=  10.00 (Train)
   Corr Coeff >=  0.9500 (Train)
   Trade Sig >=  95.0000% (Train)

CONDITIONS FOR SELECTING TOP STRATEGIES
   Max Drawdown (%) <=  40.000% (All Segs)
   Ave Annual Return >=  12.000% (All Segs)
   PL/Buy&Hold Ratio >=  2.000 (All Segs)
   Trades Per Year <=  10.00 (All Segs)

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
   At end of generation 75, start over if average Net Profit on test segment of top 10 strategies is less than $10,000,000.00
   Minimum Generations: 10
   Maximum Generations: 80