A real-time adaptive trading system using genetic programming

摘要: Technical analysis indicators are widely used by traders in financial and commodity markets to predict future price levels enhance trading profitability. We have previously shown a number of popular indicator-based rules be loss-making when applied individually systematic manner. However, technical typically use combinations broad range indicators. Moreover, successful tend adapt market conditions 'dropping' as soon they become or more profitable found. In this paper we try emulate such developing system consisting based on different at frequencies lags. An initial portfolio is selected genetic algorithm calculated set US Dollar/British Pound spot foreign exchange tick data from 1994 1997 aggregated various intraday frequencies. The subseque...