Portfolio Optimization: Difference between revisions
From MultiCharts
→Genetic Algorithms Portfolio Optimization
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# In the '''Select Optimization Method''' dialog box that appears, select '''Genetic Algorithm'''. | # In the '''Select Optimization Method''' dialog box that appears, select '''Genetic Algorithm'''. | ||
# In the '''Genetic Algorithm Properties''' window that appears, select the '''Optimizable Inputs''' tab. | # In the '''Genetic Algorithm Properties''' window that appears, select the '''Optimizable Inputs''' tab. | ||
# Check/uncheck the check box to the left of the signal name and input name to enable/disable optimization for this input. | |||
# The '''Current Value''' column shows input values that are currently selected for the signals applied on the chart. | |||
# In the '''Start Value''' column, enter the desired starting values for each of the inputs. | # In the '''Start Value''' column, enter the desired starting values for each of the inputs. | ||
# In the '''End Value''' column, enter the desired ending values for each of the inputs. | # In the '''End Value''' column, enter the desired ending values for each of the inputs. | ||
# In the '''Step''' column, enter the desired step size, for each of the inputs. | # In the '''Step''' column, enter the desired step size, for each of the inputs. | ||
# The '''Step Count''' column shows current amount of steps for an input. | |||
# Select the '''Algorithm-specific Properties''' tab. | # Select the '''Algorithm-specific Properties''' tab. | ||
# Select the best results criteria in the '''Criteria''' list box. | # Select the best results criteria in the '''Criteria''' list box. | ||
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# Set the Genetic Algorithm properties. For information on GA properties, see [[Understanding_Optimization#Understanding Genetic Algorithm Optimization|Understanding Genetic Algorithm Optimization]] | # Set the Genetic Algorithm properties. For information on GA properties, see [[Understanding_Optimization#Understanding Genetic Algorithm Optimization|Understanding Genetic Algorithm Optimization]] | ||
# Click '''OK''' to run the optimization and generate the Optimization Report. | # Click '''OK''' to run the optimization and generate the Optimization Report. | ||
# Optimization dialogue window shows Average fitness value for current population during optimization. | |||
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== Using Optimization Report == | == Using Optimization Report == | ||