Creating Trading Signals Using
Swarm Technology
Author(s)
N. F. F. Ebecken & B. S. L. P. de Lima
Abstract
This paper focuses on the possibilities of nature inspired methods to the
development of trading systems. Those systems were firstly based on
neuro-genetic optimizers and indicators, and recently other alternatives have
been investigated. Swarm intelligence has been shown to be attractive in
different areas and motivated the development of a framework for creating
trading signals. This strategy was applied in this work to a specific commodity
and the results are presented.
Keywords: swarm intelligence, multi-agent systems, trading systems.
1 Introduction
Everybody recognizes that there is no universal trading system available,
producing a perfect equity curve. Everyone has their own standards, knowledge
and specific way of trading. More than that, there are infinite trading systems
that do not work. Today we can consider that those trading tools are only aides.
In practice for building models (walk-forward), the well known Dr. Bandy’s
[1] security selection methodologies recommend one to concentrate attention on
some basic points:
– Sufficient data to analyze
– The price be reasonable
– Sufficient liquidity
– Typical cycle matches the holding period and drawdown
comfort level
– Enough profit potential
Keywords
swarm intelligence, multi-agent systems, trading systems.
Related Book
Other papers in this volume
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