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How i use genetic optimizer in 10 steps


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  #1 (permalink)
 
wh's Avatar
 wh 
Neubrandenburg, Germany
 
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1. open new strategy analyser
2. select currencies/future
3. right click for optimize
4. set parameter
5. set dataseries
6. set timeframe
6.1 on range bar 10000 bars back i calculate on chart,
why i do this --> this is for intraday
7. set optimize
7.1 best results 10
7.2 max. profit factor
7.3 Optimizer set to Genetic Optimizer
8. Open Console
9. set Genetic Optimizer parameters
9.1 Maximum Generations 10
9.2 Populationsize 1024
9.3 save all results set true (stored in a xml file i think)
10. run optimizer and look on result on console and strategy analyzer
(@end optimizer code shows on console result never before)

I hope it helps, next optimize session i make some screens.

Best regards arne


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  #2 (permalink)
 
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 Big Mike 
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Thanks Arne!

Can you share the GO code itself please? Here if it is not in development, or if it is working version post in file sharing section and you can always link to it from here.

Mike


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wh's Avatar
 wh 
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Big Mike View Post
Thanks Arne!

Can you share the GO code itself please? Here if it is not in development, or if it is working version post in file sharing section and you can always link to it from here.

Mike

it is working version 1.5 from ninja forum.

arne


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 record100 
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what is percentage of correct prediction when using optimizer? Is there any statistics?
Sergei


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wh's Avatar
 wh 
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record100 View Post
what is percentage of correct prediction when using optimizer? Is there any statistics?
Sergei

i do not know what you mean.
i think it is not a prediction, the optimizer fit the results to the best ...

perhaps :

$EURJPY: completed generation 10/10, iterations per second: 15,3, max SQN this gen: 0,00
$EURJPY: completed: 15.06.2009 18:37:35, total iterations: 10240, total time (minutes): 11,2, best result:
Period: 11
SL: 10
TP: 50
AngleS: 26
Slopema: 90

this is was the console sayed ... i will look at source code to find a answer


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 record100 
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sorry for misunderstanding, I was under the impression that this algorithm is used to predict price bars ? But it looks like adaptive MA, is it correct?


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wh's Avatar
 wh 
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record100 View Post
sorry for misunderstanding, I was under the impression that this algorithm is used to predict price bars ? But it looks like adaptive MA, is it correct?

I think adaptive is the false indication. Curve Fitting sounds better.

Neural Networks or ARIMA are non linear regression. They are usefull for market prediction.
But PriceAction is the best predictor.

Best regards
Arne


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Last Updated on June 15, 2009


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