Problems with Genetic Algorithms for Algo Trading

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Genetic algorithms are a clever approach to find good solutions to problems with many variables. This does not translate well into finding solutions that are future-proof, something which is fundamental in trading.

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I would think that the system could ignore parameters that appear not to function well in many scenarios. But of course as the market or the track changes basic parameter testing to see if they remain or become more valid can be done as a secondary function. So your pool of parameter will change over time.

rjazz