I have released a new version, 2.1, that includes the following updates:
- Added fitness function Net Profit per Trade.
- Added fitness function Sharpe Ratio based on the NinjaTrader system performance statistic.
- Added fitness function Expectancy per Average Loss made popular by Van Tharp.
- Added bootstrap method for forcing in known "best" parameter values to seed the initial population for consideration and solution improvement.
- Exposed reproduction percent that controls the top percent of iterations that will be used to produce the next generation of solutions.
- Updated uniform crossover processing.
- Addressed several minor processing and cosmetic issues.
See for yourself how you can put your strategy research and development efforts on overdrive at the link below:
Whitmark
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