Genetic Optimizer: Genetic Optimizer
This program is to incredible improving of
TradeStation abilities of design, testing and
optimization of trading strategies.
We can offer the add-on for TradeStation
(TradeStation Group, Inc.) which realizes the
advanced optimization methods based on Genetic
Algorithms
The main
advantages of TS Genetic Optimizer for
TradeStation:
- Speeding-up of optimization, fast
convergence to optimal solution;
- Unlimited number of optimized parameters (up
to 100 in the current version);
- Unlimited calculation of parameter’s
accuracy;
- Usage of any complex optimization criteria
(written in Easy Language), for example,
considered
maximal drawdown, equity line shape, etc.;
- It is possible to give any constraints in
optimization problem. For example, to reject
strategies which have too many trades or few
trades or exceeds the given threshold for maximal
drawdown;
- Structural optimization ability that is
building of complex strategy, automatically
switched to
different assets and timeframes;
- Visualization of strategy testing results in
sample (optimization data) and out of sample
(testing data) simultaneously.
- Ability to get a set of Trading Systems which
are close to optimal (last population). They can
be composed as the trading system portfolio.
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