Constructing a Foreign Exchange Trading Strategy Using a Genetic Network Programming by Learning of Technical Index Signal Strengths and Parameter Values

Abstract

Recently, many researchers have studied foreign exchange trading using technical analysis. However, it is difficult to achieve profitability by employing only technical analysis. Therefore, we construct a foreign exchange trading strategy by employing a genetic network programming by learning of technical index signal strengths and parameter values. Finally, we validate the effectiveness of our model by utilizing historical data of the foreign exchange market.