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How does Genetic Optimizer combine parameters?

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    How does Genetic Optimizer combine parameters?

    Hi,

    If I have 5 parameters in an array each with a min/max range, does the Genetic optimizer randomly combine parameters and/or mutates them? Just trying to understand how to set it up. For example, i have the following X inputs that are OHLC for different time frames

    [X1,X2,X3,X4,Y1]=[1*X1,1*X2,1*X3,1*X4,1*Y1]



    If I set the buy condition as :

    if(Y1>0.9)

    Will the optimizer combine the above parameters to optimize the value of Y1 by itself? Or would I have to manually provide a relation/formula between each parameters such as X1*0.98+X2*0.23+X3*1+X4*0.34-Y1=0. If i am correct, i believe the Genetic optimizer is supposed to combine the right number of parameters through mutation and speciation.

    I'd appreciate your support on my query. Thank You

    #2
    Hello MyFirstMillion,

    The regular Optimizer will test every combination of optimizable inputs. This is like a brute force.

    The Genetic Optimizer does some randomization of the input parameters as seeds, finds the best winners, and does further opmizations around those sets of parameters.

    Below is a link to the help guide.
    Chelsea B.NinjaTrader Customer Service

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