Uncover Hidden Market Relationships Using Fuzzy Logic

In the previous posts (pt1, pt.2,  pt.3) we talked a bit about how to take various indicators and fuzzify them. Now I will show how we can quickly test for relationships in indicators.So the question is: Can we only use RSI(3) and RSI(14) (short term and medium term Relative Strength Index) to trade the S&P500?So …

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Fuzzy Logic Optimization -The “WOO-FOO-SMASH-EFIS-MEE-COPT” model

Fuzzy Logic pt.3: Auto-generate model parameters I often tire of reading these complicated academic papers that are filled with impossible jargon only to make my life harder. I have found that often times the difficult terminology only hides the simple concepts that lie behind. So here I will use a difficult term myself,  just to sound smarter …

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The case for Fuzzy Logic in Trading – Pt. 2: Amibroker

Backtesting Fuzzy Logic in Amibroker In pt.1 we backtested a “fuzzified” trading strategy in Matlab (read part 1): Buy when RSI(3) is Low and it’s before Expiration week. Although it was easy to develop this fuzzy model in Matlab, due to the intuitive GUI, it is difficult to get meaningful backtest results, visual signals, statistics …

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