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