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Open Feature request MC-1744

GA optimization can run by parameters after parameters automatically!

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Description

For example: there are 30 parameters and each have 20 cases, so totally they have 20^30 parameters for GA. What I want is 3 step automatically as following,(1) search parameter 1 to 10 using GA optimization, and use optimal paramters for next step, (2) search parameter 11 to 20 using GA optimization, and use optimal paramters for next step, (3) search parameter 21 to 30 using GA optimization, and use optimal paramters for next step. After all, we obtain the final optimals.

Steps to reproduce this issue

For example: there are 30 parameters and each have 20 cases, so totally they have 20^30 parameters for GA. We can add a group label(for priority). 
What I want is 3 step automatically as following,(1) search parameter 1 to 10 using GA optimization, and use optimal paramters for next step( add as group 1, first priority),(2) search parameter 11 to 20 using GA optimization, and use optimal paramters for next step ( add as group 2, secondly priority), (3) search parameter 21 to 30 using GA optimization, and use optimal paramters for next step ( add as group 3, the last priority). After all, we obtain the final optimals. This will be much fast than all in one more than 100 times.

Comments (1)
#0
user-offline.png  Andy (andywill)
Nov 07, 2015 - 04:46

Excellent idea, which I had too. The only way for a real huge optimizations even with GA. Should also implemented for Portfolio Trader. There it is easily to get such huge optimizations.

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