Building self-optimization into my EA

Specifiche

I would like to order a self-optimization code that I will build into my EA.

The flowchart is below:

1


On the "History" time line, the EA is at the "time now" point, where the optimization decision is made. The "EA" calls the "Manager function", which manages the optimization process. The EA passes the "optimization parameters" to this function.


In turn, the manager requests a set of parameters from the "optimization ALGO" or "AO", which will now and henceforth be referred to as "set". After that, the manager transfers the set to the virtual trading strategy "EA Virt", which is a complete analogue of the real strategy that works and carries out trading operations, "EA".


"EA Virt" carries out virtual trading from the "past" point in history to the "time now" point. The manager runs "EA Virt" as many times as specified in the population size of the "optimization parameters". "EA Virt" in turn returns the result of the run on history in the form of "ff result".


"ff result" is the result of a fitness function,  which be Max Saldo.


Next, "ff result", which is an assessment of a specific set, is passed by the manager to the optimization algorithm.


When the stop condition is reached, the manager transfers the best set to the "EA", after which the EA continues working (trading) with new updated parameters from the "time now" point to the "reoptimiz" re-optimization point, where it is optimized again to a given history depth.


The re-optimization point will be defined number of history bars.


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