Evolutionary algorithm in Forex trade strategy generation

This paper shows an evolutionary algorithm application to generate profitable strategies to trade futures contracts on foreign exchange market (Forex). Strategy model in approach is based on two decision trees, responsible for taking the decisions of opening long or short positions on Euro/US Dollar currency pair. Trees take into consideration only technical analysis indicators, which are connected by logic operators to identify border values of these indicators for taking profitable decision(s). We have tested the efficiency of presented approach on learning and test time-frames of various characteristics.