Overview: Program interface
Program interface
To arrange the cycle by generations the default
TradeStation optimizer is used. To do that one
has
to define input parameter Gen (generation) in the
strategy:
Input: Gen
(1);
To start genetic optimization it is necessary to
set optimization in TradeStation by this
parameter
from 1 to required number of generations, for
example, to 1000 (Format Strategy -> Inputs ->
Edit
Input -> Optimize).
On the first bar we start Genetic Optimizer for a
strategy where genes (optimization parameters)
and chromosomes (blocks of parameters) are
defined. Besides, we get strategy parameter
values from
the module of Genetic Optimizer.
On the last bar the fitness function is called
which informs about the results of Genetic
Optimizer run. In accordance with the received
values optimizer module changes current Trading
System population and defines the candidate for
the new run.
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