Discussing the article: "Dream Optimization Algorithm (DOA)"

 

Check out the new article: Dream Optimization Algorithm (DOA).

A population-based optimization algorithm inspired by a controversial and little-studied phenomenon - the mechanism of human dreams. Agent groups with different "memory", cosine-wave modulation of motion, and an unusual 99/1 phase distribution — learn how these features affect the optimization efficiency of your trading strategies.

In March 2025, Y. Lang and Y. Gao presented to the scientific community an innovative metaheuristic optimization algorithm — Dream Optimization Algorithm (DOA) published in the Computer Methods in Applied Mechanics and Engineering journal (Volume 436). This algorithm, inspired by the unique characteristics of human dreams, opens up new perspectives for solving complex optimization problems, including tuning trading system parameters.

DOA simulates three key aspects of the sleep process: partial memory retention, selective forgetting with subsequent replenishment of information, and the exchange of "dreams" between agents in the population. In the context of algorithmic trading, these mechanisms allow for a balance between exploring new areas of parametric space and exploiting the optimal solutions found, which is critical when optimizing trading strategies in the context of non-stationary financial markets.

In this article, we will examine in detail the mathematical basis of the algorithm, implement it in MQL5, and conduct a comparative analysis with other population-based optimization methods.


Author: Andrey Dik