Genetic Algorithm explained in 4 minutes

GA System Examples: Daily S&P 500 | eMini Intraday

Browse two Genetic Evolution System examples:

System 1: Daily S&P 500 Index
System 2: eMini Intraday Futures (5 min.)

Realtime intraday live trading recording

This video was recorded during a live intraday trading session. A GA was setup prior to the intraday session and the generated trades are reviewed during the live trading. Watch in realtime how the trades come in. The basic setup was able to trade 12.5 eMini points during the day. A real example – no backtest.

Download WTT GA Magazine Articles

A) Detection of dynamic cycles in financial data with a genetic algorithm (Jan 2014)

Cycle forecasts have been traditionally made based on the current active cycle, where the detected dominant cycle is considered static and extrapolated into the future. However, this assumption oversimplifies the behavior of the market and often results in poorly estimated future cycles. Thus, a successful cycle-based trading approach should allow the user to follow the dynamic component.

Genetic algorithms (GAs) could provide such an approach by tracking market conditions and adapting parameters dynamically over time based on the underlying dataset. The GA approach differs from traditional digital signal processing […]

PDF Link: https://whentotrade.com/content/TW56_Mar2014_TradingGA.pdf

B) Detect intraday volume cycles for the S&P500 futures with a genetic algorithm (May 2014)

One of the ways of analyzing cycles in financial data is to detect cycles in traded volume. In particular, there are interesting correlations between the fixed amount of volume traded and price reversals in intraday trading. However, once you have detected the active correlations between volume cycles and price movements, this behavior will not remain static. It is, therefore, quite difficult to keep pace with the dominant volume cycles as these cycles are dynamic. A genetic algorithm (GA) is a promising way to detect volume cycles and to incorporate the flow of traders on a daily basis. It is a new alternative to using digital signal processing for detecting possible cycles. […]

PDF Link: https://whentotrade.com/wordpress/wp-content/uploads/2014/05/TWMag75.pdf