Algorithmic Trading Systems and Strategies: A New Approach: Design, Build, and Maintain an Effective Strategy Search Mechanism

© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2024

V. DolzhenkoAlgorithmic Trading Systems and Strategies: A New Approachhttps://doi.org/10.1007/979-8-8688-0357-4_7

7. Implementation of Optimization Algorithms

Viktoria Dolzhenko¹  

(1)

San Jose, Costa Rica

 

In the previous chapter, I covered the theory of constructing optimization algorithms. We looked at what genetic algorithms are and from which operators they can be constructed. In this chapter, the time has come to put this information together to create a library that will become one of the important modules of the system for searching for profitable strategies.

As with building any module or service, creating this will consist of several steps.

1. 1.

   Write a ...