Genetic-Programming-Based Trading Bot

This example presents a simple example of training a genetic-programming-based trading bot using the APIs provided by Genetic Programming Toolbox for MATLAB.

Getting Started

1. Clone the project

   git clone https://github.com/RapDoodle/GP-Trading-Bot.git

2. Change the current working directory to the project folder

   cd ./GP-Trading-Bot

3. Download Genetic Programming Toolbox for MATLAB

   git submodule update --init

4. Install MATLAB's Parallel Computing Toolbox. Skip this step if you have already installed the toolbox. If the toolbox is not available to you, change line 33 in MyGPModel.m to the following code

   for s=1:n

5. Run main.m

Disclaimer

The entire project is only a highly-stripped-down version of my research. None of the hyperparameters is optimized. The code provides absolutely no warranty on correctness and profitability. If you are using the trading strategy on your real account, you are doing it at your own risk.

License

This project, including the documentation, is licensed under the MIT license. Copyright (c) 2022 Bohui WU.