Hi,
So I wrote a little program, pet project - software that creates trading systems. It is open source, I'm not selling anything. I don't want to post link in my first post, so first I would like to ask others if you tried something like this before, what was your experience and did it work for you?
Thanks,
LW

Hi @Genotick,

Sounds good, does it use Machine Learning, Genetic Algorithms or Genetic Programming?

NJAMC 

Hi @Genotick, Sounds good, does it use Machine Learning, Genetic Algorithms or Genetic Programming?

It's a genetic algorithm. You can read more at genotick.com

Genotick 

It's a genetic algorithm. You can read more at genotick.com

I haven't had a chance to download and look at the code yet, but looks like it is developed in JAVA. Are you considering porting this to another language like C# for use with NinjaTrader or other trading platform?

I started a thread a few years back using Artificial Bee Colony (ABC) Algorithm. That was one of my first experiences with GA. I have since started to explore Genetic Programming.

I paused all of this activity in anticipation of the NT8 platform so I didn't need to recode everything. Given that NT8 BETA5 has just released to the public, I was considering making a more intelligent run a the ABC system. I will take a look at your code and see what can be ported to C# easily.

NJAMC 

I Are you considering porting this to another language like C# for use with NinjaTrader or other trading platform?

Hi.
Yes, it's java. I don't think I will port it to any other language as it would be a serious waste of resources.

@Genotick,

What did you choose to use as a Fitness function for your GA?

NJAMC 

@Genotick, What did you choose to use as a Fitness function for your GA?

I use square of difference between correct and incorrect predictions.
More detailed answer in Genotick's forum.

From twitter earlier today

@chanep Ernie Chan's blog featuring Genotick

Quantitative Trading: An open-source genetic algorithm software (Guest post)

Mike