STOCKS & COMMODITIES magazine. The Traders' Magazine

Technical Analysis of STOCKS & COMMODITIES
The Tradersí Magazine since 1982
37,000 Page Tradersí Archive for $89.99


Article Archive For J.O. Katz

  • 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...







S&C Subscription/Renewal




Request Information From Our Sponsors 

DEPARTMENTS: Advertising | Editorial | Circulation | Contact Us | BY PHONE: (206) 938-0570

PTSK — The Professional Traders' Starter Kit
Home — S&C Magazine | Working Money Magazine | Traders.com Advantage | Online Store | Traders’ Resource
Add a Product to Traders’ Resource | Message Boards | Subscribe/Renew | Free Trial Issue | Article Code | Search

Copyright © 1982–2017 Technical Analysis, Inc. All rights reserved. Read our disclaimer & privacy statement.