Andrey Dik
Andrey Dik
4.4 (26)
  • Information
13+ years
experience
5
products
88
demo versions
15
jobs
0
signals
0
subscribers
I WILL CONSIDER PROPOSALS FOR THE PUBLICATION OF A BOOK (TEXTBOOK) ON OPTIMIZATION ALGORITHMS.

A group for communication on optimization and free product testing://t.me/+vazsAAcney4zYmZi
Attention! My Telegram doppelgangers have appeared, my real nickname is @JQS_aka_Joo

My github with optimization algorithms: https://github.com/JQSakaJoo/Population-optimization-algorithms-MQL5

All my publications: https://www.mql5.com/en/users/joo/publications

I have been developing systems based on machine learning technologies since 2007 and in the field of artificial
intelligence, optimization and forecasting.

I took an active part in the development of the MT5 platform, such as the introduction of support for universal parallel
computing on the GPU and CPU with OpenCL, testing and backtesting of distributed
computing in the LAN and cloud during optimization in MT5, my test functions are included in the standard delivery of the terminal.
⭐⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐ ⭐
My Products:
https://www.mql5.com/en/users/joo/seller

Recommended Brokers:
https://rbfxdirect.com/ru/lk/?a=dnhp
Andrey Dik
Published article Buzzard Optimization Algorithm (BUZOA)
Buzzard Optimization Algorithm (BUZOA)

BUZOA is a population-based metaheuristic algorithm in which each agent randomly selects one of three hunting tactics at each iteration: a narrow search around its personal best, a classic PSO step toward the flock leader, or full teleportation to a random point in the search space. The article examines the implementation of the algorithm in MQL5, identifies a coefficient sign error in the original formulation, and presents benchmark results on a standard test bench.

Andrey Dik
Published article Population-Based Optimization Algorithms: Building a Defense Against Cheaters
Population-Based Optimization Algorithms: Building a Defense Against Cheaters

The algorithms were rerun on the updated functions, and a method was proposed for quickly verifying their "honesty". The composite test combines five different landscapes and eliminates the possibility of gaining an advantage based on the geometry of individual problems, allowing for a quick assessment of the algorithm's actual search capability. A script is provided for preliminary validation of algorithms before they are applied to the optimization of trading strategies.

Andrey Dik
Published article Benchmark Champions vs. Real-World Optimization Problems
Benchmark Champions vs. Real-World Optimization Problems

We analyze why ratings may be inflated due to the alignment of algorithm trajectories with benchmark diagonals, and we supplement the testing methodology with a requirement to keep the global extremum away from the diagonals. We update Forest and Megacity, and perform RAW verification and calibration using VerifyExtremes.mq5. A drop in HHO and DOAm performance serves as a practical indicator of false leaders.

Andrey Dik
Published article Harris Hawks Optimization (HHO)
Harris Hawks Optimization (HHO)

We implement the Harris Hawks Optimization algorithm in MQL5 and analyze five movement modes of agents controlled by a single parameter — the decaying escape energy E. The C_AO_HHO class is introduced; it is compatible with the unified test bench and features a reproducible implementation of Lévy flight. The algorithm was tested on the Hilly, Forest, and Megacity functions with 5, 25, and 500 coordinates — the results indicate anomalous behavior.

Andrey Dik
Published article Swarm Optimizer with Hierarchical Sub-Flocks — Flock by Leader
Swarm Optimizer with Hierarchical Sub-Flocks — Flock by Leader

We are developing and implementing the Flock by Leader algorithm in MQL5: sub-flocks are formed based on the ARF metric, and the leader is determined by the highest personal best rather than by the centroid's position. We present the update formulas for the swarm roles and the separation mechanism. The C_AO_FBL class is compatible with the test bench and has been tested on the Hilly, Forest, and Megacity functions with dimensionalities from 10 to 1000 coordinates, which simplifies reproduction and comparison.

Andrey Dik
Published article Competitive Swarm Optimizer (CSO)
Competitive Swarm Optimizer (CSO)

The article discusses the Competitive Swarm Optimizer — a swarm optimization algorithm based on an extremely simple idea: agents are randomly paired, and the loser learns from the winner and is drawn toward the center of the swarm. In addition to analyzing CSO, the article describes the modernization of the test bench: visualization of the algorithms’ operation has been moved into 3D space, making it possible to clearly observe the movement of the population on the surface of the test function.

Andrey Dik
Published article Artificial Searching Swarm Algorithm (ASSA)
Artificial Searching Swarm Algorithm (ASSA)

The article discusses the implementation of the Artificial Searching Swarm Algorithm (ASSA) in MQL5 as part of a unified test bench. The article examines three behavioral movement rules, the signal and global bulletin board mechanisms, space normalization, and the stepRatio and Pc parameters. Readers will receive a ready-made foundation for integrating ASSA, as well as an answer to the question of how successful the tactical metaphor proved to be as a basis for the competitiveness of the optimization algorithm.

Andrey Dik
Published article The Dragonfly Algorithm (DA)
The Dragonfly Algorithm (DA)

In this article, we will examine the Dragonfly Algorithm (DA), inspired by the collective behavior of dragonflies in nature — their ability to coordinate flight in a swarm, avoid collisions, follow prey, and evade predators. Let's look at how five simple behavioral rules and an adaptive mechanism for transitioning from exploration to exploitation are implemented in MQL5, and test the algorithm on our test bench.

Andrey Dik
Published article Beetle Swarm Optimization (BSO)
Beetle Swarm Optimization (BSO)

We consider a BAS+PSO (BSO) hybrid, where BAS provides a local direction signal and PSO facilitates the exchange of best solutions within the swarm. The article presents a mathematical model, pseudocode, an implementation of the class in MQL5, and test results from a standard test bench. This material allows reproducing the algorithm, configuring its parameters, and understanding how three objective-function evaluations per iteration affect efficiency.

Andrey Dik
Published article Butterfly Optimization Algorithm (BOA)
Butterfly Optimization Algorithm (BOA)

The article discusses the Butterfly Optimization Algorithm, which is based on modeling foraging using the sense of smell. We will analyze the original formulas, identify and correct errors in motion equations, add a mechanism for maintaining population diversity, and present the test results.

Andrey Dik
Published article Enhanced Colliding Bodies Optimization (ECBO)
Enhanced Colliding Bodies Optimization (ECBO)

The article discusses the Colliding Bodies Optimization (CBO) algorithm, which is based on the physics of one-dimensional collisions between bodies. The basic version of the algorithm does not include any configurable parameters, which makes it simple. Therefore, the enhanced ECBO version — supplemented with Colliding Memory and a crossover mechanism — was used as the basis for the implementation, allowing the algorithm to achieve respectable results and earn a place in the ranking table.

Andrey Dik
Published article Cricket Algorithm (CA)
Cricket Algorithm (CA)

The article discusses the Cricket Algorithm, a metaheuristic optimization method that combines elements of the Bat Algorithm and the Firefly Algorithm with the physical laws governing the propagation of sound in the atmosphere. The algorithm simulates the behavior of crickets that navigate by the chirping of their conspecifics, using Dolbear's law and acoustic formulas to guide the search for best solutions.

Andrey Dik
Published article Eco-inspired Evolutionary Algorithm (ECO)
Eco-inspired Evolutionary Algorithm (ECO)

The article discusses the ECO optimization algorithm, which is based on ecological concepts: populations are grouped into habitats based on territorial proximity, exchange genetic material within habitats, and migrate between them. Despite its wide range of operators and elegant biological metaphor, the algorithm produced a certain result discussed below.

Andrey Dik
Published article Ebola Optimization Search Algorithm (EOSA)
Ebola Optimization Search Algorithm (EOSA)

The article examines the EOSA algorithm, which is inspired by the mechanisms of Ebola virus transmission: short-distance transmission through close contact (exploitation) and long-distance transmission through travel (exploration). An analysis of the original publication revealed critical issues in the mathematical formulas and an epidemiological model that was impractical to implement, which required a significant overhaul of the algorithm to produce a workable implementation.

Andrey Dik
Published article Ecological Cycle Optimizer (ECO)
Ecological Cycle Optimizer (ECO)

The ECO (Ecological Cycle Optimizer) algorithm offers an interesting metaphor for applying the concept of the ecological cycle to the field of metaheuristic optimization. The idea of dividing a population into trophic levels — producers, herbivores, carnivores, omnivores, and decomposers — creates a hierarchical search structure, in which each group contributes to the overall optimization process.

Andrey Dik
Published article Dandelion Optimizer (DO)
Dandelion Optimizer (DO)

The Dandelion Optimizer (DO) turns the simple flight of a seed carried by the wind into a mathematical search strategy. The three phases — vortex rising, drift toward the center of the population, and landing along a Lévy-flight trajectory — form an elegant metaphor that yields interesting results in practice.

Andrey Dik
Published article Dendritic Cell Algorithm (DCA)
Dendritic Cell Algorithm (DCA)

The Dendritic Cell Algorithm (DCA) is a metaheuristic inspired by the mechanisms of the innate immune system. Dendritic cells patrol the search space, accumulate signals about the quality of positions, and reach a collective decision: whether to exploit what they have found or to continue exploration. Let's take a look at how a biological model for detecting pathogens is transformed into an optimization algorithm.

Andrey Dik
Published article Deterministic Dendritic Cell Algorithm (dDCA)
Deterministic Dendritic Cell Algorithm (dDCA)

The article presents an adaptation of the Deterministic Dendritic Cell Algorithm (dDCA) for continuous optimization problems. The algorithm, inspired by the immune system's Danger Theory, uses a signal accumulation mechanism to automatically balance exploration and exploitation within the search space.

Andrey Dik
Published article Differential Search Algorithm (DSA)
Differential Search Algorithm (DSA)

The article discusses the Differential Search Algorithm (DSA), which simulates the migration of a superorganism in search of optimal living conditions. The algorithm uses a Gamma distribution to generate a pseudo-stable random walk and offers four strategies for selecting the direction of movement, along with three coordinate mutation mechanisms. How will this method perform?

Andrey Dik
Published article Bonobo Optimizer (BO)
Bonobo Optimizer (BO)

The article presents the implementation and analysis of the Bonobo Optimizer algorithm, which is based on the unique behavioral characteristics of bonobos — their dynamic fission-fusion social structure and three mating strategies. What interesting features does this method have?