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Heuristic based trading system on Forex data using technical indicator rules
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DOI：10.1016/j.asoc.2016.01.048.png)
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摘要
En 中文
Technical indicators are widely used in Forex and other financial markets which are the building blocks of many trading systems. A trading system is based on technical indicators or pattern-based approaches which produces buy/sell signals to trade in the market. In this paper, a heuristic based trading system on Forex data, which is developed using popular technical indicators is presented. The system grounds on selecting and combining the trading rules based on indicators using heuristic methods. The selection of the trading rules is realized by using Genetic algorithm and a greedy search heuristic. A weighted majority voting method is proposed to combine the technical indicator based trading rules to form a single trading rule. The experiments are conducted on 2 major currency pairs in 3 different time frames where promising results are achieved. (C) 2016 Elsevier B.V. All rights reserved.
Keyword:
Forex
Technical analysis
Technical indicator
Trading rule
Heuristic methods
Genetic algorithm
Trading system
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期刊
IF:
6.6
论文数:
1.4W
被引数:
4.8W
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