This paper describes a new computational finance approach. This approach combines pattern recognition techniques with an evolutionary computation kernel applied to financial markets time series in order to optimize trading strategies. Moreover, for pattern matching a template-based approach is used in order to describe the desired trading patterns. The parameters for the pattern templates, as well as, for the decision making rules are optimized using a genetic algorithm kernel. The approach was tested considering actual data series and presents a robust profitable trading strategy which clearly beats the market, S&P 500 index, reducing the investment risk significantly.