Genetic Optimization

In general terms, the genetic optimization method goes through the following steps:

1. An initial population of chromosomes (combination of strategy parameters values) is randomly chosen.
2. The fitness criterion is used to identify the best specimens.
3. Weakest chromosomes are discarded.
4. Mutation and Crossover is used to find new chromosomes to replace the "weak" ones.
5. The replacement chromosomes are put in the population, defining the next generation.
6. Return to step B for fitness evaluation until the last generation is concluded.
7. Find chromosome with best fitness in the final population.  
8. The final chromosome contains the optimized strategy parameter values.