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Quantified moving average strategy of crude oil futures market based on fuzzy logic rules and genetic algorithms
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Hey guys,
I'm currently researching on this paper and am trying to implement this for backtesting to trade futures. I was wondering if anyone can help to point me on how to properly do this, or where I can find more resources if someone has backtested their strategies or there's another resource / site that is more oriented toward this subject?Sorry for the noob question.
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Can you attach a paper or share it somehow?
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Having more details would definitely help... Is the strategy trading a continuous timeserie or is it trading the term structure of crude oil?
