Fuzzy Moving Average System with Genetic Algorithm Optimisation for Trading Crude Palm Oil Futures
steve7an last edited by
made a noob attempt in building an algorithmic trading system leveraging on backtrader and the strategy from this awesome paper
“Quantified moving average strategy of crude oil futures market based on fuzzy logic rules and genetic algorithms” by Xiaojia Liu, Haizhong An, Lijun Wang and Qing Guan.
Let me know if you have any comments :)
Thx for sharing!