We prove that the answer is yes; for every $S \subset\{1,2, \ldots, 2017\}$ there exists a suitable $n$. Specially, $n$ can be a power of 2: $n=2^{w_{1}}$ with some nonnegative integer $w_{1}$. Write $a_{k}(n)=2^{w_{k}} ;$ then $$2^{w_{k+1}}=a_{k+1}(n)=P\left(a_{k}(n)\right)=P\left(2^{w_{k}}\right)=1 \cdot 2 \cdot 4 \cdots 2^{w_{k}}=2^{\frac{w_{k}\left(w_{k}+1\right)}{2}}$$ so $$w_{k+1}=\frac{w_{k}\left(w_{k}+1\right)}{2}$$ The proof will be completed if we prove that for each choice of $S$ there exists an initial value $w_{1}$ such that $w_{k}$ is even if and only if $k \in S$. Lemma. Suppose that the sequences $\left(b_{1}, b_{2}, \ldots\right)$ and $\left(c_{1}, c_{2}, \ldots\right)$ satisfy $b_{k+1}=\frac{b_{k}\left(b_{k}+1\right)}{2}$ and $c_{k+1}=\frac{c_{k}\left(c_{k}+1\right)}{2}$ for $k \geq 1$, and $c_{1}=b_{1}+2^{m}$. Then for each $k=1, \ldots m$ we have $c_{k} \equiv b_{k}+2^{m-k+1}$ $\left(\bmod 2^{m-k+2}\right)$. As an immediate corollary, we have $b_{k} \equiv c_{k}(\bmod 2)$ for $1 \leq k \leq m$ and $b_{m+1} \equiv c_{m+1}+1$ $(\bmod 2)$. Proof. We prove the by induction. For $k=1$ we have $c_{1}=b_{1}+2^{m}$ so the statement holds. Suppose the statement is true for some $k<m$, then for $k+1$ we have $$\begin{aligned} c_{k+1} & =\frac{c_{k}\left(c_{k}+1\right)}{2} \equiv \frac{\left(b_{k}+2^{m-k+1}\right)\left(b_{k}+2^{m-k+1}+1\right)}{2} \\ & =\frac{b_{k}^{2}+2^{m-k+2} b_{k}+2^{2 m-2 k+2}+b_{k}+2^{m-k+1}}{2}= \\ & =\frac{b_{k}\left(b_{k}+1\right)}{2}+2^{m-k}+2^{m-k+1} b_{k}+2^{2 m-2 k+1} \equiv \frac{b_{k}\left(b_{k}+1\right)}{2}+2^{m-k} \quad\left(\bmod 2^{m-k+1}\right) \end{aligned}$$ therefore $c_{k+1} \equiv b_{k+1}+2^{m-(k+1)+1}\left(\bmod 2^{m-(k+1)+2}\right)$. Going back to the solution of the problem, for every $1 \leq m \leq 2017$ we construct inductively a sequence $\left(v_{1}, v_{2}, \ldots\right)$ such that $v_{k+1}=\frac{v_{k}\left(v_{k}+1\right)}{2}$, and for every $1 \leq k \leq m, v_{k}$ is even if and only if $k \in S$. For $m=1$ we can choose $v_{1}=0$ if $1 \in S$ or $v_{1}=1$ if $1 \notin S$. If we already have such a sequence $\left(v_{1}, v_{2}, \ldots\right)$ for a positive integer $m$, we can choose either the same sequence or choose $v_{1}^{\prime}=v_{1}+2^{m}$ and apply the same recurrence $v_{k+1}^{\prime}=\frac{v_{k}^{\prime}\left(v_{k}^{\prime}+1\right)}{2}$. By the Lemma, we have $v_{k} \equiv v_{k}^{\prime}$ $(\bmod 2)$ for $k \leq m$, but $v_{m+1}$ and $v_{m+1}$ have opposite parities; hence, either the sequence $\left(v_{k}\right)$ or the sequence $\left(v_{k}^{\prime}\right)$ satisfies the condition for $m+1$. Repeating this process for $m=1,2, \ldots, 2017$, we obtain a suitable sequence $\left(w_{k}\right)$.