However, using other trading platforms with the same 1 min bars, asset, ranges of parameters, their GO penalizes for doing this and also yields about 10x better net profit and +20-30% winner percentage for dozens of more trades. Based on your GO applied to an intra-day chart, the results are not intraday trading -- more like you need to trade monthly bars. So can you check with your GO developers and ask them why the GO does not penalize for this, while GO's in other platforms don't do this at all?
Couple other things:
You should probably set the default generations to 25, and population size to 100 chromosomes, with a mutation rate of 5%. The default settings essentially don't harness the power of genetic algorithms since the # generations and population size are too small.
Also, do you offer anything that will assist in finding a better ranges of input values, given that your GO doesn't penalize? With your GO, I have to shorten everything and play around with different input parameter ranges.
Last, can I watch fitness as a function of generation? If I can't see winner% or net profit increase with increasing generations, there is no way to judge if the parameters are getting better.
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