TradeStation Help
Genetic Optimization
In general terms, the genetic optimization method goes through the following steps:
- An initial population of chromosomes (combination of strategy parameters values) is randomly chosen.
- The fitness criterion is used to identify the best specimens.
- Weakest chromosomes are discarded.
- Mutation and Crossover is used to find new chromosomes to replace the "weak" ones.
- The replacement chromosomes are put in the population, defining the next generation.
- Return to step B for fitness evaluation until the last generation is concluded.
- Find chromosome with best fitness in the final population.
- The final chromosome contains the optimized strategy parameter values.