Research Article
Generating Moving Average Trading Rules on the Oil Futures Market with Genetic Algorithms
Table 1
Details of the six moving average indicators.
| Indicator | Calculation method ( denotes price) |
| SMA | . |
| WMA | . |
| EMA | , where . |
| AMA | , where , , , . |
|
TPMA | , where , , . |
| TMA | . |
|
|