Quoting quatharDislikedOk, now it's getting interesting.
I have for instance < 10 parameters (a backtest in java), and although I have done some "manual genetic programming" to roughly optimize the parameters, full parameter space calculations takes a lot of processing time (I'm testing with a 2 million minute time series).
I don't really get you would accomplish it in excel though...
Also could you give examples on linear, and non-linear trajectories?Ignored
Re: examples of non-linear systems - there's a good description on wikipedia under nonlinearity. As you'll see it explains that non-linear systems are very difficult to predict and are inherently unstable. Weather patterns are well known examples of non-linear systems. You'll know the common saying that the best predictor for tomorrow's weather is today's weather. In essence this is the equivalent to using a basic form of re-optimising every time period. Whilst this is probably not a bad crude predictor of the weather, meteorologists need non-linear modelling techniques to really understand what's going on. You could also look at the wikipedia entry for a lorenz attractor - this shows a nice pic of the kind of trajectory I suspect our parameters will be following.
I think a genetic programming approach makes a lot of sense as GP's are claimed to be capable of modelling non-linear systems.
My final disclaimer is that all my experience has been for our particular system parameters - others may have a better underlying system that produces better behaving parameters.