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Developing a Single Indicator or Multiple Indicator Market Timing System
Abstract
In this chapter, the authors use genetic algorithms (GAs) to optimize the parameters of the trading system, which is made by various technical indicators. These trading systems or rules will give buy or sell signals when applied on past prices of a particular stock. Genetic algorithms (GAs) have an ability to find optimal trading indicators that will predict the market direction or trend with greater accuracy. Use of genetic algorithms (GAs) in conjunction to a trading rule refutes efficient market hypothesis (EMH) in a weak form.
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