genetic optimization for technical analysis

[vivekaloor]

hi,
i need some advice on how to go about using matlab to perform genetic optimization for a combination of technical indicators. has anyone here used it before and how effective is it?

thanks

 

[Alinassi]

Well I use matlab to assist in some trading scans. Regarding genetic algorthms, a few years ago I set up a program in good old fashioned fortran for combining various traditional indicators to generate buy and sell signals for swing trading UK stocks. The fortran code included a genetic algorithm to optimise trading profit over previous end of day prices, essentially backtesting, but also I tried to make the method robust to allow it to work well in forward testing on new price data for which the GA hadn't been applied.