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A parameter optimization algorithm for trading strategy

Project description

Tagenalgo

Techanical Analysis & Genatic Algorithm

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.

This algorithm provides:

  • 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".

Installation

pip install tagenalgo

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