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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Detalhes bibliográficos
Autor principal: Macedo, Luís Lobato (author)
Outros Autores: Godinho, Pedro (author), Alves, Maria João (author)
Formato: article
Idioma:eng
Publicado em: 2016
Assuntos:
Texto completo:http://hdl.handle.net/10316/45565
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/45565