Automatic use of Genetic Optimizer
Author: akuzn
Creation Date: 2/4/2012 6:18 AM
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akuzn

#1
Hello again!
I d like to create strategy with auto adjusting parameters.
I m sure it is possible to use genetic optmizer for it.
For example during exchange clearing at 14-00 strategy may call ga methods and adjust some parameters. I think it ll take not more 1-3 minutes fr 350 bars data range.
Do u ve this library with desctiption or could u recommend me wich methods i have to use for it?
It must be easy:
1. call GA
2. return from GA of some parameters
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But it must be some hidden rocks in it
may be some problems with time execution fr example

Many thanks in advance
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Eugene

#2
Hi,

The only supported methods of the WealthScript namespaces are those that you can find documented in the QuickRef tool and Wealth-Lab Version 6 (.NET) Development Guide.

Since the GA wasn't meant to be utilized from Strategies or 3rd party tools, just like any other Optimizer (PosSizer, Visualizer etc.) for that matter, you won't find its methods covered anywhere. Reusing a Wealth-Lab component/addin like Genetic Optimizer isn't supported, and you're on your own with this. Sorry.