Genetic Optimizer: Getting Started
First step.
It’s necessary to prepare your trading system for Genetic optimization. For this you need to change Inputs
parameters to genes and chromosomes and call function TSGO.
List of functions TSGO and description
>>>
Initial code of system
Modified code of system for work with Genetic Optimizer.
One of the biggest advantages of Genetic Optimizer is possibility to create your own criteria for
optimization (Fitness) differing from TradeStation where optimization criteria are set and cannot be
changed.
Correctly constructed Fitness can help not only to find parameters for system that will bring profit but also
will confirm stability of these parameters in future.
You can modify code of your system into one for TSGO using our software Easy Language Code Converter >>>
Easy Language Code Converter
Read Full Overview about Easy Language Code Converter >>>
Next step is to optimization in TradeStation.
Open chart with instrument you need and Insert Strategies.
For example it can be example of strategy that goes with our software TSGO – TS.GO.12PRO
Insert Strategies TS.GO.12PRO
Further you need to choose Format Strategy and in Inputs set optimization only on one parameter “Gen” from 1 to
desired number, for example 100 with step 1. All other parameters will be optimized automatically in set range.
Optimize Strategy "Gen” Start: 1 Stop: 100 Increment: 1
After optimization starts TS Genetic Optimization Viewer will open automatically. Viewer works with
optimization results in real time.
Results of optimization during the process of optimization.
After optimization is completed you can study results in TS Genetic Optimization Viewer.
Parameters of best sample by Fitness are set on chart in TradeStation.
Results of optimization in TS Genetic Optimization Viewer.
Parameters of best sample are placed on top.
If it’s necessary you can save results for further analysis for example in Excel.
Export of optimization results in CSV file
During work of TSGO all reports on default are saved in folder:
... Program Files\TradeSmart\TS GO\Reports in files with extension *.rgo
Using TS Genetic Optimization Viewer you can open them and make further analysis.
Management of TSGO work modes is performed calling functions in code of system in Easylanguage. It gives
additional flexibility and more opportunities in optimization process.
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