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Bollinger Band - Genetic Algorithm Trading

This project was an example project to learn Matlab's Genetic Algorithm tool-suite.

Over All Objective

[1] Acquire Daily Trade information [2] Create Bollinger Band Trading signals based on variable moving average period and variable deviation band size [3] Trade off these triggers for a given period and return a Sharpe information [4] Run above strategy through Matlab Genetic Algorithm to search for optimal variable moving average period and variable deviation band size to maximize Sharpe Ratio

Matlab Genetic Algorithm

Yahoo Finance

The source for daily close values is yahoo finance. The API has changed since I wrote this code and needs to be updated.

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