Mikkom (and other GA users),
is Pareto optimality and fitness sharing incorporated in your fitness algorithms? Why yes/no?
Thanks
is Pareto optimality and fitness sharing incorporated in your fitness algorithms? Why yes/no?
Thanks
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Dislikedtigloo, if you're a C++ programmer keen in distributed computing, neural network, or genetic algo, please join the T0009 (www.hemist.com/T0009) group of programmers in the continual development of their system. I've joined them. We share codes and we're onto our next stage of development: adding more layers, auto walk-forward, multiple instruments, and distributed computing to shorten the search life-cycle on each run. If you like to contribute your coding time to the group, feel free join us through Skype....Ignored
DislikedAlso, as I also mentioned it few times before, EA selling, with the right publisher, makes a lot more money than trading your own money or even private fund that ranges in a few millions. And what? 150%?! You must have read it wrong.Ignored
Using genetic programming to create trading strategies. We have over the last 4 years developed an automated system to create trading strategies using GP technology. The software is integrated in CUDA, so we can process data quickly using the latest graphics cards. However, we have not managed to get good results in live trading. Curve fitting is a huge problem that we have worked on for the last 2 years. A couple of weeks ago I decided to fire all my programmers, because our ideas ran out. Is there anyone out there that have any thoughts on GP and curve fitting? In theory I am convinced that GP technology is the way to go, but I simply can’t find the right setup. Do you have any ideas?
You might need to get an LinkedIn account and perhaps joining the ATS group to view that thread.DislikedMikkom, since you're active again here: I'm looking for a thread to discuss my own (genetic algorithm) framework development. I have just finished the basics, now I'm dealing with the hard stuff such as fitness functions, evolution strategies, performance optimization, etc.
I feel that it would fit perfectly to this thread, but I do not want to hijack it.
Please let me know if I should open a different thread or if you would like to see it discussed here. My first post would be a summary about my current work, then I would maybe post weekly or...Ignored
Disliked...The backtester feeds the prices to a formula, which will cause sell or buy orders to be issued based on its output...Ignored
DislikedAs terminal set, I currently use time series access (OHLC) as well as a set of simple indicators such as RSI, MA, CCI, etc. The indicators are calculated on the fly, their parameters are evolved with the genetic algorithm.Ignored