Integrated Model of Multiple Kernel Learning and Differential Evolution for EUR/USD Trading

<table class="table-group" id="tab4"><tr><td><table class="table"><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr class="thead"><td align="left">No</td><td align="center">Multiple RSI signal (<svg height="16.6" id="M131" style="vertical-align:-3.25792pt" version="1.1" viewbox="0 0 63.362499 16.6" width="63.362499" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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t30 -51.5t49 -42.5t67 -16q56 0 88 32.5t32 87.5q0 51 -31.5 82t-98.5 67q-80 44 -110 73q-55 53 -55 124q0 75 56 126.5t150 51.5q53 0 126 -23z" id="x53"></path></g><g transform="matrix(.017,-0,0,-.017,8.018,12.162)"><path d="M135 536q-20 0 -35 15.5t-15 35.5q0 22 15 37t36 15t35.5 -15t14.5 -37q0 -21 -15 -36t-36 -15zM252 0h-220v26q48 5 59 17t11 63v206q0 47 -9 58t-54 18v24q78 12 142 39v-345q0 -51 11.5 -63t59.5 -17v-26z" id="x69"></path></g><g transform="matrix(.017,-0,0,-.017,12.574,12.162)"><path d="M463 437l5 -8q-21 -38 -45 -51l-57 3q30 -35 30 -88q0 -76 -52.5 -118t-122.5 -42q-24 0 -51 5q-30 -21 -30 -42q0 -16 16 -27t47 -11q19 0 54 0.5t52 0.5q36 0 65.5 -8t53.5 -36t24 -74q0 -77 -75 -137.5t-174 -60.5q-79 0 -126 37.5t-48 84.5q0 32 24 56q21 21 83 70
q-49 15 -74 55q-13 20 -11 42q56 21 88 61q-37 16 -62.5 51t-25.5 83q0 78 56.5 122t122.5 44h1q51 0 96 -27q71 4 136 15zM219 418q-34 0 -58 -32t-24 -87q0 -59 26.5 -96.5t67.5 -37.5q35 1 59 32t24 87q0 59 -26 96.5t-69 37.5zM241 -11q-62 0 -87 -21q-46 -39 -46 -78
q0 -41 38 -68.5t94 -27.5q69 0 106.5 31t37.5 80q0 52 -45 71q-33 13 -98 13z" id="x67"></path></g><g transform="matrix(.017,-0,0,-.017,20.597,12.162)"><path d="M524 0h-209v26q44 5 55 18t11 65v167q0 114 -91 114q-50 0 -109 -51v-235q0 -50 10 -61.5t55 -16.5v-26h-217v26q51 5 62 17t11 61v206q0 47 -9.5 58.5t-50.5 19.5v23q82 15 139 40v-79l67 47q47 30 83 30q60 0 94.5 -40t34.5 -112v-193q0 -50 10 -61.5t54 -16.5v-26z
" id="x6E"></path></g><g transform="matrix(.017,-0,0,-.017,29.861,12.162)"><path d="M433 39l-85 -51q-27 0 -47 20q-16 16 -24 44q-5 -3 -24 -16.5t-27 -18.5t-23 -13.5t-25 -12t-19 -3.5q-52 0 -86 36.5t-34 85.5q0 71 81 99q128 43 155 65v17q0 54 -23 83.5t-62 29.5q-28 0 -45 -19t-29 -66q-7 -23 -29 -23q-15 0 -29 13t-14 30t31 40q25 19 68.5 40.5
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<g transform="matrix(.012,-0,0,-.012,41.625,16.25)"><path d="M631 18l-4 -26q-24 0 -35 1q-57 3 -92.5 23t-69.5 68q-21 30 -101 160q-13 22 -30.5 31t-54.5 9h-32v-159q0 -63 14 -77.5t74 -19.5v-28h-262v28q62 5 76 19.5t14 77.5v402q0 62 -13 76t-73 19v28h248q109 0 159 -34q67 -42 67 -131q0 -115 -127 -172q27 -52 89 -144
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</svg>)</td><td align="center">Conditions</td></tr><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr><td align="left">1</td><td align="center">Buy</td><td align="center"><svg height="16.487499" id="M132" style="vertical-align:-3.25792pt" version="1.1" viewbox="0 0 59.962502 16.487499" width="59.962502" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,12.162)"><path d="M687 650v-28q-52 -6 -71.5 -23t-47.5 -83q-142 -346 -208 -527h-31q-119 325 -207 545q-21 54 -39.5 68.5t-65.5 19.5v28h245v-28q-52 -5 -61.5 -15.5t3.5 -43.5q55 -157 166 -437h2q120 303 158 421q14 43 3.5 55.5t-71.5 19.5v28h225z" id="x56"></path></g><g transform="matrix(.017,-0,0,-.017,10.33,12.162)"><path d="M433 39l-85 -51q-27 0 -47 20q-16 16 -24 44q-5 -3 -24 -16.5t-27 -18.5t-23 -13.5t-25 -12t-19 -3.5q-52 0 -86 36.5t-34 85.5q0 71 81 99q128 43 155 65v17q0 54 -23 83.5t-62 29.5q-28 0 -45 -19t-29 -66q-7 -23 -29 -23q-15 0 -29 13t-14 30t31 40q25 19 68.5 40.5
t81.5 29.5q49 0 82 -27q45 -39 45 -123v-185q0 -60 35 -60q18 0 36 11zM275 84v156q-12 -6 -49 -23t-41 -19q-31 -14 -46 -31t-15 -43q0 -35 22.5 -55.5t48.5 -20.5q19 0 42 10.5t38 25.5z" id="x61"></path></g><g transform="matrix(.017,-0,0,-.017,17.86,12.162)"><path d="M238 0h-223v26q48 5 60 17t12 61v473q0 50 -10.5 60.5t-58.5 15.5v24q73 8 148 35v-608q0 -49 11.5 -61t60.5 -17v-26z" id="x6C"></path></g><g transform="matrix(.017,-0,0,-.017,21.974,12.162)"><path d="M518 50v-26q-32 -4 -77 -16l-37 -11t-33 -9l-6 6v71q-56 -42 -74 -52q-43 -25 -77 -25q-55 0 -89.5 36.5t-34.5 112.5v196q0 38 -6.5 48.5t-26.5 15.5l-28 6v23q19 1 72 7q59 9 71 11q-3 -31 -3 -145v-135q0 -113 88 -113q59 0 108 48v234q0 38 -8 49t-34 15l-36 6v23
q44 2 90 8q37 4 67 10v-334q0 -37 8.5 -47t38.5 -12z" id="x75"></path></g><g transform="matrix(.017,-0,0,-.017,31,12.162)"><path d="M380 106l15 -22q-42 -52 -87 -74t-76 -22q-89 0 -142 62t-53 151q0 103 66 175q67 73 146 73h1q61 0 105.5 -46.5t44.5 -105.5q0 -16 -4.5 -22.5t-18.5 -9.5q-54 -10 -262 -17q1 -95 46 -143.5t104 -48.5q61 0 115 50zM225 412q-35 0 -64.5 -32.5t-40.5 -90.5q83 0 170 3
q14 0 19 4.5t5 15.5q1 41 -23.5 70.5t-65.5 29.5z" id="x65"></path></g>
<g transform="matrix(.012,-0,0,-.012,38.225,16.25)"><path d="M631 18l-4 -26q-24 0 -35 1q-57 3 -92.5 23t-69.5 68q-21 30 -101 160q-13 22 -30.5 31t-54.5 9h-32v-159q0 -63 14 -77.5t74 -19.5v-28h-262v28q62 5 76 19.5t14 77.5v402q0 62 -13 76t-73 19v28h248q109 0 159 -34q67 -42 67 -131q0 -115 -127 -172q27 -52 89 -144
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q-28 12 -46 22.5t-38.5 27t-30.5 38.5t-10 49q0 54 42.5 92t109.5 38q48 0 88 -18q6 -15 13 -50.5t9 -55.5z" id="x73"></path></g>
</svg> &lt; buy threshold</td></tr><tr><td align="left">2</td><td align="center">Sell</td><td align="center"><svg height="16.487499" id="M133" style="vertical-align:-3.25792pt" version="1.1" viewbox="0 0 59.962502 16.487499" width="59.962502" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,12.162)"><path d="M687 650v-28q-52 -6 -71.5 -23t-47.5 -83q-142 -346 -208 -527h-31q-119 325 -207 545q-21 54 -39.5 68.5t-65.5 19.5v28h245v-28q-52 -5 -61.5 -15.5t3.5 -43.5q55 -157 166 -437h2q120 303 158 421q14 43 3.5 55.5t-71.5 19.5v28h225z" id="x56"></path></g><g transform="matrix(.017,-0,0,-.017,10.33,12.162)"><path d="M433 39l-85 -51q-27 0 -47 20q-16 16 -24 44q-5 -3 -24 -16.5t-27 -18.5t-23 -13.5t-25 -12t-19 -3.5q-52 0 -86 36.5t-34 85.5q0 71 81 99q128 43 155 65v17q0 54 -23 83.5t-62 29.5q-28 0 -45 -19t-29 -66q-7 -23 -29 -23q-15 0 -29 13t-14 30t31 40q25 19 68.5 40.5
t81.5 29.5q49 0 82 -27q45 -39 45 -123v-185q0 -60 35 -60q18 0 36 11zM275 84v156q-12 -6 -49 -23t-41 -19q-31 -14 -46 -31t-15 -43q0 -35 22.5 -55.5t48.5 -20.5q19 0 42 10.5t38 25.5z" id="x61"></path></g><g transform="matrix(.017,-0,0,-.017,17.86,12.162)"><path d="M238 0h-223v26q48 5 60 17t12 61v473q0 50 -10.5 60.5t-58.5 15.5v24q73 8 148 35v-608q0 -49 11.5 -61t60.5 -17v-26z" id="x6C"></path></g><g transform="matrix(.017,-0,0,-.017,21.974,12.162)"><path d="M518 50v-26q-32 -4 -77 -16l-37 -11t-33 -9l-6 6v71q-56 -42 -74 -52q-43 -25 -77 -25q-55 0 -89.5 36.5t-34.5 112.5v196q0 38 -6.5 48.5t-26.5 15.5l-28 6v23q19 1 72 7q59 9 71 11q-3 -31 -3 -145v-135q0 -113 88 -113q59 0 108 48v234q0 38 -8 49t-34 15l-36 6v23
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q14 0 19 4.5t5 15.5q1 41 -23.5 70.5t-65.5 29.5z" id="x65"></path></g>
<g transform="matrix(.012,-0,0,-.012,38.225,16.25)"><path d="M631 18l-4 -26q-24 0 -35 1q-57 3 -92.5 23t-69.5 68q-21 30 -101 160q-13 22 -30.5 31t-54.5 9h-32v-159q0 -63 14 -77.5t74 -19.5v-28h-262v28q62 5 76 19.5t14 77.5v402q0 62 -13 76t-73 19v28h248q109 0 159 -34q67 -42 67 -131q0 -115 -127 -172q27 -52 89 -144
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q-28 12 -46 22.5t-38.5 27t-30.5 38.5t-10 49q0 54 42.5 92t109.5 38q48 0 88 -18q6 -15 13 -50.5t9 -55.5z" id="x73"></path></g>
</svg> &gt; sell threshold</td></tr><tr><td align="left">3</td><td align="center">No trade</td><td align="center">otherwise</td></tr><tr class="table-tr"><td colspan="3"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

Conditions that need to be satisfied before issuing the RSI signal.

The Scientific World Journal

tab4

Table 4

Table 4: Integrated Model of Multiple Kernel Learning and Differential Evolution for EUR/USD Trading 