Compare the Return of Technical Indicator Using Fuzzy and Hybrid Fuzzy, Genetic Algorithm

Gain more return is the main purposes of investors in financial markets. Base on Tehran stock Exchange is non-efficient market, technical analysis is one the useful tools and techniques to buy and sell. In this research trading based on technical indicators are used with fuzzy logic decision making and optimization and decision making by hybrid fuzzy genetic modelThe period of research is between Mar 2009 to Feb 2013 and 4 years for learning and 1 year for test. Samples are 50 most active trading stocks in TSE select by optimization. final sample is the symbol that the rank of technical indicator return have no significant differences in learning during learning phase .the best indicator for trading are selected based on historical data and learning phase. Trading done by powerfulness of signals. The results shown that fuzzy and fuzzy genetic have more and significant return in compare of buy and hold.