DislikedThank you.
I thought GA algorithms were long forgotten. They were a big hit in the 90s when I was still programming for living, but haven't seen much talk about them lately. You certainly motivated me to dig in this field again and see how much trading AI I can squeeze using them.
I've been thinking a little about what your achievements are currently and the smoothness of the cumulative "earnings" curve you managed to obtain and the reasons behind it.
My take is that by having a large number of (profitable) algorithms you're dividing the risk...Ignored
About my systems, it actually doesn't matter what kind of systems one uses - what really matters is that you have systems that fit to your criteria and how clustered your DD is (this is more imporant than most people realize).
Simple stats I have are posted to the top of the pic of the curve - all of the systems are not long-tail systems and to be honest I really don't care about details that much anymore I have decided that I'm kind of the decisionmaker who decides what the rules and benchmarks are and the system will take care of the rest. I know the conenctions between systems and calculated risk profiles between systems are too complicated for me to understand totally so I basically only monitor in-sample vs out-sample results and as long as out-sample looks at least a bit similar to in-sample I'm all happy. At the moment my fx strat collection seems to be as near ideal as it's possible with my current framework so I'm looking into diversification to different instruments and/or different timeframes (or changing the system to something a bit different, a kind of genetic/event driven model hybrid).