Genetic Algorithm - Trading Application

Hi,

Is it possible to use a genetic algorithm for trading application. basically, i have a model which tries to find the optimal sharp ratio based on two inputs of different "Take Profits" and "Stopp Losses". So far I use two nested for-loops with the inputs ranging from 5 to 100 for each of the two variables. I am quite new to the concept of genetic algorithm and tried to figured it out by myself, but wasnt successful so far :-(

Would appreciate any help.

Thanks, Tobias

Answer 1

[David Said]

Yes, it is possible to do what you describe. In fact, there are several publications on how to do it.

Answer 2

[Anatoly]

Of course you can do this type of optimization using GAs, see webinars on algorithmic trading at this site...