Optimization of the Trading Rule in Foreign Exchange using Genetic Algorithms

A. Hirabayashi, C. Aranha, and H. Iba (Japan)


Computational Intelligence, Genetic Algorithms (GA),Optimization, Finance, Technical Analysis.


The generation of profitable trading rules for Foreign Exchange (FX) investments is a difficult but popular problem. The use of Machine Learning in this problem allows us to obtain objective results by using information of the past market behavior. In this paper, we propose a Genetic Algorithm (GA) system to automatically generate trading rules based on Technical Indexes. Unlike related researches in the area, our work focuses on calculating the most appropriate trade timing, instead of predicting the trading prices.

Important Links:

Go Back