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

<table class="table-group" id="tab5"><tr><td><table class="table"><tr><td class="thead-hr" colspan="23"><hr/></td></tr><tr class="thead"><td align="left">Period</td><td align="center">1</td><td align="center">2</td><td align="center">3</td><td align="center">4</td><td align="center">5</td><td align="center">6</td><td align="center">7</td><td align="center">8</td><td align="center">9</td><td align="center">10</td><td align="center">11</td><td align="center">12</td><td align="center">13</td><td align="center">14</td><td align="center">15</td><td align="center">16</td><td align="center">17</td><td align="center">18</td><td align="center">19</td><td align="center">20</td><td align="center">21</td><td align="center">Count</td></tr><tr><td class="thead-hr" colspan="23"><hr/></td></tr><tr><td align="left">Count</td><td align="center"><b>19</b></td><td align="center"><b>19</b></td><td align="center"><b>20</b></td><td align="center">0</td><td align="center">5</td><td align="center">3</td><td align="center"><b>13</b></td><td align="center"><b>12</b></td><td align="center">0</td><td align="center">2</td><td align="center">0</td><td align="center">0</td><td align="center"><b>13</b></td><td align="center">2</td><td align="center">0</td><td align="center">2</td><td align="center">0</td><td align="center">1</td><td align="center"><b>20</b></td><td align="center"><b>19</b></td><td align="center">0</td><td align="center">150</td></tr><tr class="table-tr"><td colspan="23"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

Numbers of trading rules in which <i>sd</i> = 1.

Mathematical Problems in Engineering

tab5

Table 5

Table 5: Generating Moving Average Trading Rules on the Oil Futures Market with Genetic Algorithms 