Evolutionary trend prediction using plural technical indicators for foreign exchange transaction
Kato Daigo, Noriko Yata, Tomoharu Nagao · Society of Instrument and Control Engineers of Japan · 2010
In recently years, foreign exchange trading becomes active. Thus, financial products named foreign exchange(FX) was generated and many FX companies were established. Also the number of investors has increased because of the spread of transactions on the Internet. However, it is difficult to gain profits by FX, and many investors learn by mistakes to achieve an efficient transaction strategy. We propose a method to gain a efficient transaction strategy using Genetic Algorithm(GA) considering price trends. Then, this strategy is applied to foreign exchange transaction. The experiment using this strategy shows the effectivity.