Ultimate Algorithmic Trading System

'the 6 darts landed
Randomize
For l = 0 To 5
roulette(l) = Rnd(1#)
Next l
For i = 0 To 5
whichBin = -1
'which slice did the dart land in?
For k = 0 To 4
'6 slices but only 5 bin boundaries ?
'if dart doesn't hit slices 1-5 then it must have
hit slice 0
If roulette(i) > chromoProbBin(k) And roulette(i) <=
chromoProbBin (k + 1) Then
whichBin = k + 1
End If
Next k
If whichBin = -1 Then whichBin = 0 'dart hit slice 0
Next i
After the six darts are thrown, the selection process is completed. Each dart
represents a chromosome, and where it lands is the chromosome that will replace
it. Here is the end result:
237
Chromosome(0) is discarded and is cloned to be Chromosome(5)
Chromosome(1) stays the same
Chromosome(2) stays the same
Chromosome(3) is discarded and is cloned to be Chromosome(5)
Chromosome(4) stays the same
Chromosome(5) is discarded and is cloned to be Chromosome(2)
Chromosome Replacement Function—Using VBA Excel
'Chromosome switching function
'Pass both chromosome tables/matrices into function
'inform the function which chromosome is replaced by which
chromosome
Public Sub switchChromo(tempChromoTable As Variant,
chromoTable As Variant, destArrNum, srcArrNum)
GENETIC OPTIMIZATION, WALK FORWARD
For i = 0 To 3
Next i
tempChromoTable(destArrNum, i) = chromoTable(srcArrNum, i)
www.rasabourse.com