I was absolutely wrong about not being able to use my plain genetic algorithms on stock trading. From the looks of it, I was also wrong about "everybody else doing this thing" too. Probably I've got some serious bugs due to high code churn/hacking, but let's ignore that for now.
Using only bull/bear contracts and turbo shorts, think I'll be able to reach the 500% yearly profit mark. Plain old stock won't get me anywhere though.
Unfortunately I only have three months worth of data right now, as that's all anonymous login gets me on my current trading site. I need to fill in some earlier stock data so I don't overfit my algorithms.
PS. This time 'round verification will be a lot simpler, as each low-level algorithm at any given time will correspond directly to N trading instruments, which means I can simulate actual profits right away, without having to wait and see how successful the trader is in real instruments.
