This night last generation of Bobs became extinct.
So far I’ve mentioned about populations (number of Bobs) and generations (number of populations).
Within population there may be few species of Bob. After few generations, Best Bob can mutate in different ways and this is how new species are born. Population becomes divided in few subgroups which share some similar characteristics.
If given species stagnates for few generations (does not mutate or has exactly the same results) - it becomes extinct. This night last species of Bob stagnated for too long and became extinct.
What happened?
- I’ve raised the confidence level required to open the trade. So Bob opened less trades in sample and at some point could not figure out how to open trades more efficiently.
- I missed the parameter which prevents total extinction. For next tests, I will set some degree of elitism, which will ensure, that at least n Bobs will survive to next generations waiting for new species to emerge.
- I’ve allowed 15 generations of stagnation before species are extinct. This is a lot - 1 generation takes around 5-10 minutes to compute. I will reduce it to 5.
Bob - New Hope
Below screen after first generation. There are 100 species with two Bobs each. You can see only 40 on screen, but there were more below 
Fitness column shows what was pips result for given Bob species. Most are heavy losing, but there are few with positive number and few Bobs decided, that it’s best to not trade at all (fitness = 0).
Bobs with positive results will be considered as priority for evolution (Best of Bobs got 103 pips gain)
In the first line you can see that average fitness (gain) is -676 pips with standard deviation of 406, which means, that most likely Bobs in current generation will be losing. We should see this average and deviation being more positive in next generations as a sign of real genetic evolution.
It does not mean, we will solve the market, but we will have a neural network which is better at trading that it was before. What is great, it is learning by itself, we don’t have to show correct trades (supervised training) nor explain what indicators do, we “only” need to tell it, what does it mean to have good result in trading.
