Genetic Algorithm - Trading Application
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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
回答（2 个）
David Said
2011-10-7
0 个投票
Yes, it is possible to do what you describe. In fact, there are several publications on how to do it.
Anatoly
2011-10-12
0 个投票
Of course you can do this type of optimization using GAs, see webinars on algorithmic trading at this site...
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