international journal of computer applications 0975 8887 volume 68 no 20 april 2013 multi objective optimization of technical stock market indicators using gas magda b fayek hatem m el boghdadi ...
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...International journal of computer applications volume no april multi objective optimization technical stock market indicators using gas magda b fayek hatem m el boghdadi sherin omran eng dpt faculty cairo univ giza egypt abstract financial price movements based on an examination past recent researches showed that actions analysis is the use are useful tools for prediction configured used to generate trading signals buy sell main according a set parameters these problem indicator usage determine its appropriate mathematical calculations day traders in their charts this paper new ga technique order anticipate evolution complexity optimizing collection may vary from one another some over two functions sharpe ratio and performed simple formulae easy annual profit proposed handles four understand while others complex structures demac double exponential moving average crossovers rsi relative strength index macd need large number input variables performance convergence divergence marsi does n...