A GA Combining Technical and Fundamental Analysis for Trading the Stock Market

摘要: Nowadays, there are two types of financial analysis oriented to design trading systems: fundamental and technical. Fundamental consists in the study all information (both nonfinancial) available on market, with aim carrying out efficient investments. By contrast, technical works under assumption that when we analyze price action a specific (indirectly) analyzing factors related market. In this paper propose use an Evolutionary Algorithm optimize parameters system which combines Technical (indicators). The algorithm takes advantage new operator called Filling Operator avoids problems premature convergence reduce number evaluations needed. experimental results promising, since methodology is applied values 100 companies year, they show possible return 830% compared 180% Buy Hold strategy.