Detailed Description of GA Process

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cms
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Detailed Description of GA Process

Postby cms » 17 Jun 2015

I'm trying to understand the Detailed Description of GA Process on page https://www.multicharts.com/trading-sof ... timization but is having a hard time. Can someone give a better definition of this?

Convergence Rate
Convergence Rate of generations is the ratio between the Convergence value of the two most recent generations and the Convergence value of the current generation and the generation N generations ago.
GA calculation is stopped after meeting С [x – N] / C [x] >= P condition where:
x – ordinal number of the current generation;
С[x] – convergence value of the two most recent generations;
N – defined minimal number of the generations;
P - convergence rate; values used are usually close to 1, with the default value of 0.99.
Note: Convergence Rate is not calculated for generations that have an ordinal number less than the defined minimal number of the generations.

//Christer

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Henry MultiСharts
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Re: Detailed Description of GA Process

Postby Henry MultiСharts » 17 Jun 2015

Hello Christer,

There is a lot of information available for free over the Internet regarding the subject. I would kindly recommend starting with it.


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