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Programs that find systems

  #6 (permalink)

Trading Apprentice
France
 
Futures Experience: Intermediate
Platform: Metastock
Favorite Futures: ES, EC, QM, GLD, SPY, QQQ
 
Posts: 32 since May 2012
Thanks: 5 given, 15 received


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Interesting to hear that example of hedge funds dropping neural networks and genetic algorithms. Makes me wonder what those in charge of those MFGlobal and JPMorgan overleveraged failed bets based their trades/hedges on. Now all they need to do is to simulate a trader with panic monkey mode and overleveraging and averaging in until margin called haha.

I guess one could make another ol'/new system by using ATR and combining conditions with one or a few of hundreds of varying oscillators, indicators, or MA crosses. Could you backtest the systems your strategy generator came up with dryg?

I gave up on genetic programming. The results look like permutations of some kind. I am working now towards developing something along the lines of Price Action Lab. Just OHLC patterns with a a couple more indicators.

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