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The key issues for the profitable trading rules are the combinations of the indicators, selection of their parameters, decision of timing for a trade order and a settlement. In this paper, we present a trading system using a combination of Genetic Algorithm (GA) and Genetic programming (GP). Unlike related researches in this problem, our work contributes on three new aspects related to trading systems. First, parameters of each indicator are optimized separately to decrease search space and increase the robustness. Second, calculation of the most appropriate settlement timing to make more profit and less loss. Third, creation of a reverse trend sample by using in-sample to overcome the overfitting problem and to suppress the substantial danger of loss. To verify the effectiveness of the method, we performed simulations using real historical trading intraday data and results were compared to existing methods that use various techniques. The result indicated that our method is able to make consistent gain out-of-sample while avoiding large draw-downs and outperformed compared to the existing methods.", "subitem_description_type": "Abstract"}]}, "item_7_full_name_3": {"attribute_name": "\u8457\u8005\u5225\u540d", "attribute_value_mlt": [{"nameIdentifiers": [{"nameIdentifier": "5293", "nameIdentifierScheme": "WEKO"}], "names": [{"name": "Badarch, Tserenchimed"}]}]}, "item_7_select_21": {"attribute_name": "\u5b66\u4f4d", "attribute_value_mlt": [{"subitem_select_item": "master"}]}, "item_7_subject_13": {"attribute_name": "\u65e5\u672c\u5341\u9032\u5206\u985e\u6cd5", "attribute_value_mlt": [{"subitem_subject": "007", "subitem_subject_scheme": "NDC"}]}, "item_7_text_24": {"attribute_name": "\u7814\u7a76\u79d1\u30fb\u5c02\u653b", "attribute_value_mlt": [{"subitem_text_value": "\u5de5\u5b66\u7cfb\u7814\u7a76\u79d1\u96fb\u6c17\u7cfb\u5de5\u5b66\u5c02\u653b"}]}, "item_7_text_36": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"subitem_text_value": "Thesis"}]}, "item_7_text_4": {"attribute_name": "\u8457\u8005\u6240\u5c5e", "attribute_value_mlt": [{"subitem_text_value": "\u6771\u4eac\u5927\u5b66\u5927\u5b66\u9662\u5de5\u5b66\u7cfb\u7814\u7a76\u79d1\u96fb\u6c17\u7cfb\u5de5\u5b66\u5c02\u653b"}]}, "item_creator": {"attribute_name": "\u8457\u8005", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "\u30d0\u30c0\u30eb\u30c1, \u30c4\u30a7\u30ec\u30f3\u30c1\u30e1\u30c7"}], "nameIdentifiers": [{"nameIdentifier": "5292", "nameIdentifierScheme": "WEKO"}]}]}, "item_files": {"attribute_name": "\u30d5\u30a1\u30a4\u30eb\u60c5\u5831", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_date", "date": [{"dateType": "Available", "dateValue": "2017-05-31"}], "displaytype": "detail", "download_preview_message": "", "file_order": 0, "filename": "37096515.pdf", "filesize": [{"value": "1.3 MB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_free", "mimetype": "application/pdf", "size": 1300000.0, "url": {"label": "37096515.pdf", "url": "https://repository.dl.itc.u-tokyo.ac.jp/record/1641/files/37096515.pdf"}, "version_id": "7d537ad1-b15c-4073-90b6-4e2a47cc6da6"}]}, "item_language": {"attribute_name": "\u8a00\u8a9e", "attribute_value_mlt": [{"subitem_language": "jpn"}]}, "item_resource_type": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"resourcetype": "thesis", "resourceuri": "http://purl.org/coar/resource_type/c_46ec"}]}, "item_title": "\u9032\u5316\u8a08\u7b97\u3092\u7528\u3044\u305f\u5916\u56fd\u70ba\u66ff\u53d6\u5f15\u624b\u6cd5 : \u9006\u30c8\u30ec\u30f3\u30c9\u3068\u6c7a\u6e08\u30bf\u30a4\u30df\u30f3\u30b0\u306b\u3088\u308b\u62e1\u5f35", "item_titles": {"attribute_name": "\u30bf\u30a4\u30c8\u30eb", "attribute_value_mlt": [{"subitem_title": "\u9032\u5316\u8a08\u7b97\u3092\u7528\u3044\u305f\u5916\u56fd\u70ba\u66ff\u53d6\u5f15\u624b\u6cd5 : \u9006\u30c8\u30ec\u30f3\u30c9\u3068\u6c7a\u6e08\u30bf\u30a4\u30df\u30f3\u30b0\u306b\u3088\u308b\u62e1\u5f35"}]}, "item_type_id": "7", "owner": "1", "path": ["9/233/234", "6/209/271"], "permalink_uri": "http://hdl.handle.net/2261/44127", "pubdate": {"attribute_name": "\u516c\u958b\u65e5", "attribute_value": "2011-08-08"}, "publish_date": "2011-08-08", "publish_status": "0", "recid": "1641", "relation": {}, "relation_version_is_last": true, "title": ["\u9032\u5316\u8a08\u7b97\u3092\u7528\u3044\u305f\u5916\u56fd\u70ba\u66ff\u53d6\u5f15\u624b\u6cd5 : \u9006\u30c8\u30ec\u30f3\u30c9\u3068\u6c7a\u6e08\u30bf\u30a4\u30df\u30f3\u30b0\u306b\u3088\u308b\u62e1\u5f35"], "weko_shared_id": null}