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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