no code implementations • 26 Nov 2021 • P. Shanmukh Kali Prasad, Vadlamani Madhav, Ramanuj Lal, Vadlamani Ravi
This paper proposes non-dominated sorting genetic algorithm-II (NSGA-II ) in the context of technical indicator-based stock trading, by finding optimal combinations of technical indicators to generate buy and sell strategies such that the objectives, namely, Sharpe ratio and Maximum Drawdown are maximized and minimized respectively.
