Genetic Algorithm in the Strategy Tester?

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So... the other day I whipped up a little genetic algorithm to find systems and then I remembered that the Strategy Tester has a genetic algorithm checkbox.

So... would it make the most sense to write an EA that took inputs for Indicator1Type, Indicator1Mode, Indicator1Period, Indicator1Type, Indicator2Mode, Indicator2Period, etc. and let the Strategy Tester find the systems.

Anyone have experience with the Genetic Algorithm checkbox? How many generations, population count, are the input parameters randomized, etc.?

 

One other crazy idea I just had was to self-optimize the period for an indicator. When the indicator is added, and once a day, it should adjust the period according to profitable/unprofitable trades as calculated

 

If anyone is interested, here's the progress on the automatic indicator optimizer: http://arachnode.net/blogs/arachnode_net/archive/2009/06/13/automatic-optimization-of-forex-indicators.aspx

Mike

 
arachnode.net:

If anyone is interested, here's the progress on the automatic indicator optimizer: http://arachnode.net/blogs/arachnode_net/archive/2009/06/13/automatic-optimization-of-forex-indicators.aspx

Mike

Hi Mike,

Automatic indicator optimizer looks interesting and will be a great tool. Looking forward to see it. Another tool for automatic EA optimization can be found here 'TestCommander (autooptimization) Инструмент трейдера'

but I don't like the way optimizations are done in this TestCommander library. Wish you luck with your optimizer and let us know when you are ready.

Regards!

 

Thanks for the link.

I will definitely let everyone know once it is done. My main project is a complete OpenSource .NET WebCrawler - so, I'm not opposed to sharing. :)

Additionally, one nice benefit of the optimizer is that you can use indicators which redraw (like iBullsPower, iBearsPower, etc.) and set the shift to '1' (instead of '0') and you can quickly see whether the indicator, by itself, has a good chance of making money. (As previously mentioned, when I tested a simple moving average on EURUSD H4, the best period was 84 - !!! - FWIW...)

 

i see that this post is two years old - but i am working on the same script as you are Mike, the link seems to be broken?,, and even your account name link as well... i would like to see the script, though

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