DislikedNice work compared to the rest of the "herd" guys... I've been working on automatic system generation based on genetic programming for several large institutions for the past decades (being independent and successful using automatic generation approaches for the past 10-15 years). Just some warning: Manual system generation approaches are old-school. You will be predated and front-run by other traders if you do this. Using genetic programming you can mine systems with extremely good historical statistics and very high chances of success in live...Ignored
Thanks for your comments, they certainly provide some good food for thought.
The field of Neural Network and Genetic Algorithm based trading systems is really fascinating and being a developer at heart it's something I'd love to get into more seriously. I have spent some time reading up on this field and reading a little about frameworks available, but in truth I haven't pursued it in any detail simply because I haven't had time as yet.
There are a lot of things I want to study and become proficient at and one of the key challenges for me is not to move from one to another without having achieved some significant/quantifiable milestone. I also like to focus on what appears to provide the best bang for buck in regards to potential. In the field of forex I spent a significant amount (relative to other systems) with little to show apart from these EAs - but I needed to move on for now and circle back a little later. I also actively manage a reasonably significant quantitative based strategy in stocks (which is where I make the bulk of my income) and my current focus is improving my result in trading a live intra-day discretionary strategy on the eMini s&P which seems to have some excellent potential.
In any case, NN and GA are definitely on my list to study in the future and I would love to have a chat with you when I am more knowledgeable in the area, hopefully you can give me some further pointers.