Asirikuy’s First MT4 Genetic Programming Implementation
The search come to me because of a link share in linkedin with a link of advanced trading software developpers arguing the use of genetic programming. This is the original link from linkedin.
The bookmark link here is interesting. It is about using genetic programming instead of genetic optimization in building trading strategies.
So what is it about? Let start start with Wikipedia:
"In artificial intelligence, genetic programming (GP) is an evolutionary algorithm-based methodology inspired by biological evolution to find computer programs that perform a user-defined task. It is a specialization of genetic algorithms (GA) where each individual is a computer program. It is a machine learning technique used to optimize a population of computer programs according to a fitness landscape determined by a program's ability to perform a given computational task."
So the question arise who did that in metatrader. So there are some answers.
There is a commercial software: the genetic builder software. This page on their site is very interesitng explaining how this stuff works.
And there is an an open source by asirikuys. I hope I could see that.
And this is the Asirikuy's site, the service is available under a paid subscription.
Comments
This looks great but you really need to do the classical Monte Carlo afterwards because you may be fooled by randomness very easily.
It is clear that this genetic programming will come out with something profitable. But how you can be sure that is not the pure result of data mining bias.
yep
So, first phase is to implement a montecarlo function, like was implemented the Hodrick prescott