Dukascopy
 
 
Wiki JStore Search Login

JFOREX-2449 Genetic optimizer
 Post subject: JFOREX-2449 Genetic optimizer Post rating: 0   New post Posted: Mon 08 Nov, 2010, 18:17 

User rating: 1
Joined: Fri 26 Mar, 2010, 19:19
Posts: 116
Location: Canada
As suggested by darlu72 in this forum post, whom I quote:

Quote:
Is there any chance in the next period, 2-3 months, to have a genetic optimizer instead this simple one for JForex?
Currently I am getting old using this optimizer which do the things using all possible combinations.
Genetic method will make us much more happy.


 
 Post subject: Re: Genetic optimizer Post rating: 0   New post Posted: Fri 19 Nov, 2010, 17:43 

User rating: 0
Joined: Thu 27 Aug, 2009, 12:09
Posts: 23
I agree it would be very useful but probably no point until they change the way the whole optimizations are done.

It needs to be redesigned so that not all permutations are done at the same time. Just perhaps a thread per core. I can't really see any real advantage of seeing all the combinations running through the data at the same time. Do this and add genetic optimizations and the tester would be brilliant. :)

Incidently quantisan, thank you for your blog. You helped me get to grips with JForex!


 
 Post subject: Re: JFOREX-2449 Genetic optimizer Post rating: 0   New post Posted: Fri 19 Nov, 2010, 19:08 

User rating: 1
Joined: Fri 26 Mar, 2010, 19:19
Posts: 116
Location: Canada
sparkz: you're welcome.

This discussion about local minimums by Ocire reflect my view that a brute force test should always be available as an option. https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=5&t=21164


 
 Post subject: Re: JFOREX-2449 Genetic optimizer Post rating: 0   New post Posted: Thu 25 Nov, 2010, 16:41 

User rating: 1
Joined: Fri 26 Mar, 2010, 19:19
Posts: 116
Location: Canada
to make implementing this easier, I suggest the watchmaker framework https://watchmaker.uncommons.org/


 
 Post subject: Re: JFOREX-2449 Genetic optimizer Post rating: 0   New post Posted: Mon 02 Jan, 2012, 23:57 

User rating: 0
Joined: Fri 30 Dec, 2011, 22:12
Posts: 4
Location: BE
Any updates on this? I was planning to implement it myself using JGap. The watchmaker framework you suggest looks very nice though, I'll have a look at it.


 
 Post subject: Re: JFOREX-2449 Genetic optimizer Post rating: 0   New post Posted: Sun 12 Feb, 2012, 11:51 

User rating: -
I had the same idea to implement a genetic optimization using JGap after going into more depth the JForex API.
Is someone interested in it? We could start up a new open source project...


 
 Post subject: Re: JFOREX-2449 Genetic optimizer Post rating: 0   New post Posted: Sat 16 Jun, 2012, 05:08 

User rating: 0
Joined: Sat 16 Jun, 2012, 05:04
Posts: 2
Location: NorwayNorway
I just want to add my +1 to this. A genetic optimizer would be extremely useful.

If it doesn't materialize from Dukascopy, count me in as interested in helping to develop an independent solution.


 
 Post subject: Re: JFOREX-2449 Genetic optimizer Post rating: 0   New post Posted: Sat 16 Jun, 2012, 05:13 

User rating: 0
Joined: Sat 16 Jun, 2012, 05:04
Posts: 2
Location: NorwayNorway
I just want to add my +1 to this. A genetic optimizer would be extremely useful. If this doesn't materialize from Dukascopy, count me in as interested in helping to develop an independent solution.

Likewise, GPGPU support through OpenCL for example would also be great.


 
 Post subject: Re: JFOREX-2449 Genetic optimizer Post rating: 0   New post Posted: Wed 01 Aug, 2012, 21:19 
User avatar

User rating: 4
Joined: Sat 12 May, 2012, 00:28
Posts: 21
Location: New Zealand, Auckland
Genetic optimizer is a must nowadays.
Currently I have to code my strategies for MT4 first, then run their genetic optimizer, then code for JForex, then fine-tune using manual historical tests. BTW, current exhaustive optimizer is useless - for any non-trivial strategy it just dies half-way through.


 

Jump to:  

cron
  © 1998-2025 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com