An implementation of genetic algorithms as a basis for a trading system on the foreign exchange market

Foreign Exchange trading has emerged in recent times as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters so that the creation of a system that effectively emulates the trading process will be very helpful. In this paper we try to create such a system with a Genetic Algorithm engine to emulate trader behaviour on the Foreign Exchange market and to find the most profitable trading strategy.