Discussion of article "Genetic Algorithms - It's Easy!" - page 2

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The EA Can not run in back testing while using this library ?
 

Joo, UGA rocks. See http://www.forexfactory.com/showthread.php?t=523313&page=2 - Thank you!

Question; what is the best way to optimize for multiple variables, with a different min/max at the same time.

For example, one may want to optimize; iMA(_Symbol,_Period,x,0,MODE_SMA,PRICE_OPEN,i+y);

Where x could be 1-100 and y could be 0-10. At the moment, I cover this by 2 genes, first gene is 1-100 direct and second gene is 1-100 in "sections" of 10 which map to 1-10 (i.e. divived by 10 is another way of thinking about it)

Is there a better way?

 
xhxiang:
The EA Can not run in back testing while using this library ?
It is this - no. Fitness function is called from the algorithm. And when tested on history should be called from outside.
 
Roel13:

Joo, UGA rocks. See http://www.forexfactory.com/showthread.php?t=523313&page=2 - Thank you!

Question; what is the best way to optimize for multiple variables, with a different min/max at the same time.

For example, one may want to optimize; iMA(_Symbol,_Period,x,0,MODE_SMA,PRICE_OPEN,i+y);

Where x could be 1-100 and y could be 0-10. At the moment, I cover this by 2 genes, first gene is 1-100 direct and second gene is 1-100 in "sections" of 10 which map to 1-10 (i.e. divived by 10 is another way of thinking about it)

Is there a better way?

If you use an algorithm from the article, it is necessary to scale the range of the algorithm in the desired range of parameters to be optimized.
 

Someone could help me, i was trying to use the UGA library and adaptate to use with some indicator, anyone can help me to do that? 


I really not understand what I need to change in the FitnessFunction.


Thanks for any help or idea

 
You're planning to optimize something, aren't you? So you need to present this "something" in the form of FF, it can be for example the number of profit points on the indicator signals. This is the FF.
 
Andrey Dik:
You're planning to optimize something, aren't you? So you need to present this "something" in the form of FF, it can be for example the number of profit points on the indicator signals. This is the FF.
I have something to ask, about FF, for example, if it is like the advice given, where does the optimization matter, whether this UGA can save the possibility of profit that has been told or something else, and whether when setting the optimal indicator parameter whether it should be I do virtual testing like the EA example I see, and sorry if this offends, Genetic Algorithms are random, how can we be sure it's optimal, and if possible we enter a good condition to make genetic algorithms optimize parameter indicators, for example, we can take it from historical buy and profit conditions with how many points and genetic algorithms use similar data in the future and run the optimization, is that a good way to use it, I can't think of anything else, if it's wrong please tell me a good use example, if without because and when it is executed then optimal results come out, such as entering random numbers, u Fortunately now, enter the random number again and then lose, and so on, isn't it more of a guesswork.
 
SALEH:
I have something to ask, about FF, for example, if it is like the advice given, where does the optimization matter, whether this UGA can save the possibility of profit that has been told or something else, and whether when setting the optimal indicator parameter whether it should be I do virtual testing like the EA example I see, and sorry if this offends, Genetic Algorithms are random, how can we be sure it's optimal, and if possible we enter a good condition to make genetic algorithms optimize parameter indicators, for example, we can take it from historical buy and profit conditions with how many points and genetic algorithms use similar data in the future and run the optimization, is that a good way to use it, I can't think of anything else, if it's wrong please tell me a good use example, if without because and when it is executed then optimal results come out, such as entering random numbers, u Fortunately now, enter the random number again and then lose, and so on, isn't it more of a guesswork.

Genetic algorithms use random numbers not by themselves, but by using a probability distribution. Since no one knows the future, people always use the probability distribution to make ANY decisions.You can use the full iteration of the parameters, but you won't use them all. You'll need to decide which option to use, won't you? - the result of applying such manual selection in the future is uncertain in advance, that is, it is not deterministic.

 
Andrey Dik:

Genetic algorithms use random numbers not by themselves, but by using a probability distribution. Since no one knows the future, people always use the probability distribution to make ANY decisions.You can use the full iteration of the parameters, but you won't use them all. You'll need to decide which option to use, won't you? - the result of applying such manual selection in the future is uncertain in advance, that is, it is not deterministic.

If so, give me advice on which one is good to optimize, if it is a matter of parameter indicators I slightly disagree because the parameters change frequently. is it better to apply in takeprofit and stoploss or is there another better way. Thank you for your response, and if you have any suggestions, thank you. I'd like to share the results of the experiment and maybe a little help in trying this UGA further.
 
SALEH:
If so, give me advice on which one is good to optimize, if it is a matter of parameter indicators I slightly disagree because the parameters change frequently. is it better to apply in takeprofit and stoploss or is there another better way. Thank you for your response, and if you have any suggestions, thank you. I'd like to share the results of the experiment and maybe a little help in trying this UGA further.

it is difficult to give advice without knowing anything about the trading system

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