An approach for optimization of trading strategies (algorithms) based on indicators of financial markets and evolutionary computation is described. A new version of differential evolution algorithm for the search for optimal parameters of trading strategies for maximization of trading profit is used. The experimental results show that this approach can improve several times the profitability of the trading strategies.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.