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Trading Rules to use with the Trading System Optimizer

by bug man, 1367 days ago
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Here is a list of rules I am using in the trading system GA and PBIL optimizer to find profitable trading patterns and create new trading systems.
The list contains several rules that only use the close price. I usually use this list with other trading rules as trading system entries and exits.

Here are some examples of rules you can find in this list:
close > a * ref(close, 1) Where a varies from 1 to 1.02 with a step of 0.005
llv(close > ref(close, 1), a) == 1
sum(close > ref(close, 1), a) >= (a - b)
absolute((close / sma(close, a)) - 1) < b

After I create a new trading system optimize item, I add two or three buy rules and two sell rules. In the "Always visible" column (Specify whether to always use the rule or not), I uncheck the third buy rule and the second sell rule. Using the "Select Rules" button, I choose the current trading rules list in the first and third buy genes and in the second sell gene.


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Type: List of Rules

Object ID: 846


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