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The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa

Recently, the use of genetic algorithm for the optimization of technical trading strategies has been receiving a great deal of attention. A technical trading strategy involves the study of past behavior in order to draw conclusions concerning the direction and magnitude of future price movement....

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Main Author: Musa, Khairunnisa
Format: Thesis
Language:English
Published: 2006
Subjects:
Electronic Computers. Computer Science
T Technology (General)
Online Access:http://ir.uitm.edu.my/id/eprint/1520/1/TD_KHAIRUNNISA%20MUSA%20CS%2006_5%20P01.pdf
http://ir.uitm.edu.my/id/eprint/1520/
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spelling my.uitm.ir.15202019-11-13T08:14:11Z http://ir.uitm.edu.my/id/eprint/1520/ The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa Musa, Khairunnisa Electronic Computers. Computer Science T Technology (General) Recently, the use of genetic algorithm for the optimization of technical trading strategies has been receiving a great deal of attention. A technical trading strategy involves the study of past behavior in order to draw conclusions concerning the direction and magnitude of future price movement. Technical models are designed to keep investor trading with the trend. Understanding the best trend could produce a promising lucrative investment. This research is about an application of technical trading strategy to foreign exchange market by using Standard Genetic Algorithm (STDGA). Genetic algorithm is used as a tool to efficiently search for the most attractive solution as a suggestion for the trader to trade in foreign currencies. Results from the function optimization shows that STDGA is effective and efficient in locating the optimal solution (the maximum value of the Sharpe Ratio). COPYRIGHT © 2006 Thesis NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/1520/1/TD_KHAIRUNNISA%20MUSA%20CS%2006_5%20P01.pdf Musa, Khairunnisa (2006) The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa. Degree thesis, Universiti Teknologi MARA.
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Electronic Computers. Computer Science
T Technology (General)
spellingShingle Electronic Computers. Computer Science
T Technology (General)
Musa, Khairunnisa
The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa
description Recently, the use of genetic algorithm for the optimization of technical trading strategies has been receiving a great deal of attention. A technical trading strategy involves the study of past behavior in order to draw conclusions concerning the direction and magnitude of future price movement. Technical models are designed to keep investor trading with the trend. Understanding the best trend could produce a promising lucrative investment. This research is about an application of technical trading strategy to foreign exchange market by using Standard Genetic Algorithm (STDGA). Genetic algorithm is used as a tool to efficiently search for the most attractive solution as a suggestion for the trader to trade in foreign currencies. Results from the function optimization shows that STDGA is effective and efficient in locating the optimal solution (the maximum value of the Sharpe Ratio). COPYRIGHT ©
format Thesis
author Musa, Khairunnisa
author_facet Musa, Khairunnisa
author_sort Musa, Khairunnisa
title The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa
title_short The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa
title_full The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa
title_fullStr The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa
title_full_unstemmed The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa
title_sort optimization of technical trading strategy using genetic algorithm approach / khairunnisa musa
publishDate 2006
url http://ir.uitm.edu.my/id/eprint/1520/1/TD_KHAIRUNNISA%20MUSA%20CS%2006_5%20P01.pdf
http://ir.uitm.edu.my/id/eprint/1520/
_version_ 1685648153266618368
score 13.211869

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