||The recipe is based on my working experience in optimizing trading strategies using genetic algorithm.
All search heuristics that came to mind have obvious drawbacks or even there is no ideas at all.
Genetic Algorithm is a powerful instrument in solving search and optimization problems and is known to have been successfully applied in many areas. Being tuned this multipurpose approach can give at least acceptable results.
Imagine that each member of search domain is an individual being encoded as a string. Take a set of individuals and try to simulate a natural evolution of the population using mutations, selections and crossover operations. From generation to generation the population will evolve towards better individuals (solutions).
I am going to continue, will this work?