Physical Sciences and Mathematics Commons^™

An Evolutionary Approach To Optimization Of Compound Stock Trading Indicators Used To Confirm Buy Signals, Allan W. Teeples

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

This thesis examines the application of genetic algorithms to the optimization of a composite set of technical indicator filters to confirm or reject buy signals in stock trading, based on probabilistic values derived from historical data. The simplicity of the design, which gives each filter within the composite filter the ability to act independently of the other filters, is outlined, and the cumulative indirect effect each filter has on all the others is discussed. This system is contrasted with the complexity of systems from previous research that attempt to merge several indicator filters together by giving each one a weight …