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optimization.json
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{
"genes": [
{
"key": "take",
"min": 0.02,
"max": 0.1,
"precision": 2,
"actual": 0.06
},
{
"key": "fast",
"min": 6,
"max": 48,
"precision": 0,
"actual": 44
},
{
"key": "slow",
"min": 48,
"max": 500,
"actual": 63
}
],
"populationSize": 24,
"populationSizeMaximum": 48,
"generations": 20,
"stagnationGenerations": 30,
"maxThreads": 8,
"configPath": "../../../../Lean/Launcher/config.json",
"algorithmTypeName": "ParameterizedAlgorithm",
"algorithmLocation": "../../../Optimization.Example/bin/debug/Optimization.Example.dll",
"includeNegativeReturn": false,
"onePointCrossover": true,
"fitnessTypeName": "Optimization.OptimizerFitness",
"useSharedAppDomain": false,
"enableRunningDuplicateParameters": false,
//"fitnessTypeName": "Optimization.ConfiguredFitness",
//"fitnessTypeName": "Optimization.NFoldCrossReturnMaximizer",
//"fitnessTypeName": "Optimization.NFoldCrossSharpeMaximizer",
//"fitnessTypeName": "Optimization.SharpeMaximizer",
"dataFolder": "../../../../Lean/Data",
"minimumTrades": 1,
"enableFitnessFilter": true
//"mutationProbability": 0.5,
//"crossoverProbability": 0.75
//"fitness": {
//"scale": 1,
//"modifier": -1,
//"resultKey": "Beta",
//"name": "MinimizeBeta",
//"OptimizerTypeName": "ParticleSwarm"
//"OptimizerTypeName": "RandomSearch"
//"OptimizerTypeName": "GlobalizedBoundedNelderMead"
//}
}