Outlier detection has received special attention in various fields, mainly for those dealing with machine learning and artificial intelligence. As strong outliers, anomalies are divided into the point, contextual and collective outliers. The most important challenges in outlier detection include the thin boundary between the remote points and natural area, the tendency of new data and noise to mimic the real data, unlabelled datasets and different definitions for outliers in different applications. Considering the stated challenges, we defined new types of anomalies called Collective Normal Anomaly and Collective Point Anomaly in order to improve a much better detection of the thin boundary between different types of anomalies. Basic domain-independent methods are introduced to detect these defined anomalies in both unsupervised and supervised datasets. The Multi-Layer Perceptron Neural Network is enhanced using the Genetic Algorithm to detect newly defined anomalies with higher precision so as to ensure a test error less than that calculated for the conventional Multi-Layer Perceptron Neural Network. Experimental results on benchmark datasets indicated reduced error of anomaly detection process in comparison to baselines.