هادی حاجی میری

هادی حاجی میری

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Use of Genetic Algorithm in Algorithmic Trading to Optimize Technical Analysis in the International Stock Market (Forex)

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کلید واژه ها: Algorithmic Trading Genetic Algorithms stock index Technical Analysis

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تعداد بازدید : ۴۳ تعداد دانلود : ۳۳
Recent studies on financial markets have demonstrated that technical analysis can help us effectively predict the stock market index trend. Business systems are widely used for stock market analysis. This paper uses a genetic algorithm (GA) to develop a stock market trading optimization system. Our proposed system can generate a decision-making strategy for buying, holding, and selling stocks for each day and generate high returns for each stock. The system consists of two stages: removing restricted stocks and producing a stock trading strategy. Accordingly, evolutionary computation, like GA, is highly promising because of its intelligence, flexibility, and search strength (fast and efficient). The multiple-objective nature of the utilized algorithm can be regarded as the center of gravity of the research question. The proper functioning or malfunctioning of the resulting portfolio management can be employed as a benchmark for selecting or discarding the algorithm. On the other hand, the research question is focused on the application of technical analysis indicators. Therefore, both aspects of the research question, namely the multiple-objective nature of the algorithm in terms of the analysis method and technical indicators in terms of features selected for analysis, must be taken into account.

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