Abstarct: A lot of research to predict and reliable in the field Stock Exchange index has been forecast. Research from 2008 to November 2016 the time domain and the spatial domain Tehran Stock Exchange. This research tries to use the grammatical evolution algorithm to predict stock index securities. Former grammatical evolution algorithm to explore the potential for useful rules for predicting bankruptcy of the Company solely in the field of applied and been fruitful. Here are the total index and other related indices, the daily and during the last 8 years that records have been used. Results show that the model used to predict the total index is acceptable capability.