Building Trade System by Genetic Algorithm

Authors:
Hua Jiang;Lishan Kang
Affiliations:
Computer School, Wuhan University, Wuhan, China and Computer Center, Wuhan University, Wuhan, China;Computer School, Wuhan University, Wuhan, China
Venue:
ISICA '09 Proceedings of the 4th International Symposium on Advances in Computation and Intelligence
Year:
2009

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Agent based Genetic Algorithm Employing Financial Technical Analysis for Making Trading Decisions Using Historical Equity Market Data

IAT '04 Proceedings of the IEEE/WIC/ACM International Conference on Intelligent Agent Technology

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Abstract

This paper employs a genetic algorithm to evolve an optimized stock market prediction system. The prediction based on a range of technical indicators generates signals to indicate the price movement. The performance of the system is analyzed and compared to market movements as represented by its index. Also investment funds run by professional traders are selected to establish a relative measure of success. The results show that the evolved system outperforms the index and funds in different market environments.