Genetic Algorithm - Trading Application
5 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Hi,
Is it possible to use a genetic algorithm for trading application. basically, i have a model which tries to find the optimal sharp ratio based on two inputs of different "Take Profits" and "Stopp Losses". So far I use two nested for-loops with the inputs ranging from 5 to 100 for each of the two variables. I am quite new to the concept of genetic algorithm and tried to figured it out by myself, but wasnt successful so far :-(
Would appreciate any help.
Thanks, Tobias
0 Kommentare
Antworten (2)
David Said
am 7 Okt. 2011
Yes, it is possible to do what you describe. In fact, there are several publications on how to do it.
0 Kommentare
Anatoly
am 12 Okt. 2011
Of course you can do this type of optimization using GAs, see webinars on algorithmic trading at this site...
0 Kommentare
Siehe auch
Kategorien
Mehr zu Genetic Algorithm finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!