Hi Team:

Can we expand the genetic programming capability by expanding the decision tree feature to incorporate operators such a multiplication, division, etc?

There is a trading program I used in the past that uses the RSI, CCI, Max, Min, Modulus, Comparison (><=), Stochastics, Moving Average, OHLC, and a similiar set of features to auto-generate the decision-tree Trading Rules. It creates a population of artificial traders, each with unique computer-generated trading rules for Long, Short, and Exits.and maintains them in an auction system to model real world market participants. Parameters are automatically selected by the genetic algorithm as it creates the tree.

Zorro's DTREE outputs looks just like it, except it is not automatically utilizing indicator sets and mathematical operators. Or, I am not familiar enough with Zorro to see that we can do the same thing here.

My wish is to expand Zorro's current DTREE feature to also incorporate more mathematical operators and a set of indicators (Fisher, MA, Stochastics, CCI, etc..) to create trading decision tree rules.

Last edited by OptimusPrime; 08/10/18 18:55.

Thanks so much,

OptimusPrime