Transactions for the GA approach and parameters defined as trading rules
| Transaction | Trading rule | |||||
|---|---|---|---|---|---|---|
| Ordinal | Date of | Details | Parameters | |||
| Buy | Sell | Yield (%) | days (#) | Detail | Value | |
| 1st | 08-11-2015 | 09-24-2015 | −7.33 | 44 | Data higher moving average | 10 |
| 2nd | 10-01-2015 | 10-28-2015 | 10.44 | 27 | Data lower moving average | 7 |
| 3rd | 11-18-2015 | 01-04-2016 | −1.98 | 47 | MACD line average data | 15 |
| 4th | 01-13-2016 | 03-04-2016 | 1.33 | 51 | Upper limit | 9 |
| 5th | 05-03-2016 | 06-13-2016 | 1.07 | 41 | Lower limit | −5 |
| 6th | 06-17-2016 | 08-15-2016 | 8.95 | 59 | Take profit sell | 5 |
| 7th | 09-13-2016 | 12-13-2016 | 5.57 | 91 | Stop loss sell | 2 |
| 8th | 01-05-2017 | 07-19-2017 | 15.16 | 195 | Take profit buy | 1 |
| 9th | 08-17-2017 | 10-27-2017 | 6.03 | 71 | Stop loss buy | 1 |
| Transaction | Trading rule | |||||
|---|---|---|---|---|---|---|
| Ordinal | Date of | Details | Parameters | |||
| Buy | Sell | Yield (%) | days (#) | Detail | Value | |
| 1st | 08-11-2015 | 09-24-2015 | −7.33 | 44 | Data higher moving average | 10 |
| 2nd | 10-01-2015 | 10-28-2015 | 10.44 | 27 | Data lower moving average | 7 |
| 3rd | 11-18-2015 | 01-04-2016 | −1.98 | 47 | MACD line average data | 15 |
| 4th | 01-13-2016 | 03-04-2016 | 1.33 | 51 | Upper limit | 9 |
| 5th | 05-03-2016 | 06-13-2016 | 1.07 | 41 | Lower limit | −5 |
| 6th | 06-17-2016 | 08-15-2016 | 8.95 | 59 | Take profit sell | 5 |
| 7th | 09-13-2016 | 12-13-2016 | 5.57 | 91 | Stop loss sell | 2 |
| 8th | 01-05-2017 | 07-19-2017 | 15.16 | 195 | Take profit buy | 1 |
| 9th | 08-17-2017 | 10-27-2017 | 6.03 | 71 | Stop loss buy | 1 |
Source(s): Own elaboration
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