Quantified moving average strategy of crude oil futures market based on fuzzy logic rules and genetic algorithms
steve7an last edited by
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.
Can you attach a paper or share it somehow?
Having more details would definitely help... Is the strategy trading a continuous timeserie or is it trading the term structure of crude oil?