For the past 5 months I have been using exhaustive optimization for my walk forward optimization process using Multicharts. I am contemplating using the genetic optimization to search a larger parameter space faster. Which is the only advantage I can see of using genetic vs exhaustive. I want to know others opinions on this subject. Is genetic better then exhaustive because it utilizes convergence instead of an absolute peak value? Or is exhaustive better? With 3-4 parameters to optimize the processes can be very long 5-6 hour or so for the walk forward since you have so many sliding windows. So genetic is the way to go, but what about results wise? I am fairly new to the optimization world, i usually built stuff around rules and filters with fixed settings. But I have found that WFO using the exhaustive technique was more robust.
So. Genetic vs exhaustive, only better for processing speed? Or is there other benefits or drawbacks I am not seeing?