A Comparative Study of Technical Trading Strategies Using a Genetic Algorithm

Traditional approaches to the study of technical analysis (TA) often focus on the performance of a single indicator, which seems to fall short in scope and depth. We use a genetic algorithm (GA) to optimize trading strategies in the three major Forex markets in order to ascertain the suitability of...

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Bibliographic Details
Main Author: Macedo, Luís Lobato (author)
Other Authors: Godinho, Pedro (author), Alves, Maria João (author)
Format: article
Language:eng
Published: 2016
Subjects:
Online Access:http://hdl.handle.net/10316/45565
Country:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/45565