Generating Moving Average Trading Rules on the Oil Futures Market with Genetic Algorithms

Table 3

The average value of 𝑀 and 𝑁 in each period.

Period	1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18	19	20	21	Avg.
Avg. (𝑀)	104	108	65	121	101	59	51	55	143	107	140	131	118	81	78	96	160	119	112	101	71	101
Avg. (𝑁)	24	36	15	45	29	29	26	16	47	37	36	43	44	47	22	18	53	24	19	31	40	32