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• Genetic Algorithms and Rule-Based Systems by J.O. Katz

  ARTICLE SYNOPSIS ...Genetic Algorithms and Rule-Based Systems by J.O. Katz This trader and consultant uses a genetic algorithm to discover the best rules and parameters for a trading system. Previously, I demonstrated that simple two-rule systems could be profitable. I used a genetic algorithm (GA) to discover the best parameters for the rules. Each rule had three parameters: two lookback periods and a threshold value. Other than the parameters, the rules remained constant. The GA was used only to determine optimal values for the lookbacks and the thresholds. What would happen if I allowed a GA to search, not...

AUTHOR: J.O. KatzDATE: FEB 1997SUBJECT: Trading Techniques