A parameter optimization algorithm for trading strategy
Project description
Tagenalgo
A parameter optimization algorithm for trading strategy.
The is a genetic algorithm incorporated with technical analysis indicator to optimize parameters of a strategy. The innovation of the algorithm is that you can customize your strategy and use the algorithm to optimize the parameters included in the strategy.
In general, this algorithm provides the following three main functions.
- Optimize parameters of common technical analysis indicators such as "Relative Strength Indicator" or "Simple Moving Average".
- Optimize parameters of combined technical analysis indicators. E.g. "Relative Strength Indicator" + "Simple Moving Average".
- Optimize parameters of customized strategy. E.g. "Relative Strength Indicator" + "self-defined stop loss mechanism".
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