Combining technical analysis and grammatical evolution in a trading system

摘要: Trading Systems are beneficial for financial investments due to the complexity of nowadays markets. On one hand, finance markets influenced by a great amount factors different sources such as government policies, natural disasters, international trade, political etc. other traders, brokers or practitioners in general could be affected human emotions, so their behaviour stock market becomes nonobjective. The high pressure induced handling large volume money is main reason so-called psychology. systems able avoid these factors, allowing investors abstract complex flow information and emotions related investments. In this paper we compare two trading based on Evolutionary Computation. first GA-based was already proposed tested with data from 2006. second grammatical evolution approach which uses new evaluation method. Experimental results show that later outperforms GA set selected companies spanish 2012 data.