Friday, November 2, 2018

Fuzzy MA System with GA Optimization for Trading Crude Palm Oil Futures

Hello!

made a noob attempt in building an algorithmic trading system leveraging on backtrader and the strategy from this awesome paper

“Quantified moving average strategy of crude oil futures market based on fuzzy logic rules and genetic algorithms” by Xiaojia Liu, Haizhong An, Lijun Wang and Qing Guan. Let me know if you have any comments :)

https://www.youtube.com/watch?v=c-SQBHtVb8Y&feature=youtu.be

And the code can be found here: https://ift.tt/2zm8lpt


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