Genetic Algorithm - Trading Application

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Tobias
Tobias 2011 年 8 月 10 日
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

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回答 (2 件)

David Said
David Said 2011 年 10 月 7 日
Yes, it is possible to do what you describe. In fact, there are several publications on how to do it.
Anatoly
Anatoly 2011 年 10 月 12 日
Of course you can do this type of optimization using GAs, see webinars on algorithmic trading at this site...

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