Research Article
Generating Moving Average Trading Rules on the Oil Futures Market with Genetic Algorithms
Table 4
Calculation methods of moving average price in each period.
| | Method | Period | | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | Count |
| | SMA | 7 | | 4 | | 1 | 4 | 3 | 3 | 7 | | 4 | 10 | 1 | 2 | | | 1 | | 13 | 6 | 3 | 69 | | WMA | 1 | | | | 1 | 1 | 5 | | 3 | | 2 | | | | | | | 1 | 3 | 6 | | 23 | | EMA | 1 | | | | | | 4 | 7 | | | | 2 | | | 2 | | | 15 | | | | 31 | | AMA | 1 | 1 | | 20 | 15 | 14 | 8 | 8 | 2 | 9 | | 4 | | 18 | 16 | 18 | | 2 | | 1 | 8 | 145 | | TPMA | 8 | 19 | 12 | | | | | 2 | | | 3 | 2 | 6 | | 2 | | | 1 | 3 | | 9 | 67 | | TMA | 2 | | 4 | | 3 | 1 | | | 8 | 11 | 11 | 2 | 13 | | | 2 | 19 | 1 | 1 | 7 | | 85 |
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