Crossover improvements for say b137 or b138?

As I understand it, crossover allows any number of blocks or even single variables to be swapped into any other blocks or variables with the other parent in the production of the child. In most cases simply selecting random blocks to go into random positions (I imagine) will produce a high percentage of nonsense-garbage children. In most cases, from what I have observed, a surviving child has only one or two variables or blocks from one parent and gets the rest of its genes from the other. So crossover, in many cases seems like it acts like not much more than an inefficient kind of mutation where it inherets all of it's main characteristics from only one parent. This, I suspect, also may be the source of the rare and very hard to reproduce bugs that people occasionally report since b131 (when crossover was finally working) about broken symmetry and variable boundaries not being respected. 

I suggest a more logical solution which would have a much higher degree of surviving children. Just take the exit methods (SL, TP, trail etc.) and exit rules from one parent and entry methods (entry signals) from the other and add in a mutation or two. Or, in case of a pending order, split into three groups and take 2 random groups from one of the parents and one from the other parent. group 1: price level, group 2: signal, group 3: exit. And then also add a mutation or two.

I'm sure it would take some trial and error to rebalance the elitism function, the number of mutations during crossover and maybe some parent selection adjustments to get it all right but I think such an improvement would greatly improve the building efficiency overall. Obviously, it will increase the usefulness of migration as well.
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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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b
#1

bentra

12.05.2022 19:02

Task created

E
#2

Emmanuel

13.05.2022 10:31
Voted for this task.
b
#3

bentra

22.05.2022 19:04
Voted for this task.

Votes: +2

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