Generating long-term trading system rules using a genetic algorithm based on analyzing historical data

In current times, trading success depends on choosing a correct strategy. Algorithmic trading is often based on technical analysis - an approach where the values of one or several technical indicators are translated into buy or sell signals. Thus, every trader's main challenge is the choice and...

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Bibliographic Details
Main Authors: Dmitry Iskrich, Dmitry Grigoriev
Format: Article
Language:English
Published: FRUCT 2017-04-01
Series:Proceedings of the XXth Conference of Open Innovations Association FRUCT
Subjects:
Online Access:https://fruct.org/publications/fruct20/files/Isk.pdf