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Dissertations / Theses on the topic 'Automatic trading systems'

Author: Grafiati

Published: 9 October 2021

Last updated: 18 July 2025

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1

Ansariramandi, Saeed. "Automated Debugging in a Trading System." Thesis, KTH, Skolan för informations- och kommunikationsteknik (ICT), 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-90331.

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Verifying the reliability and functionality of a complex system like a trading system is highly demanding since failure in such a system can cause serious economic problems. Automated random testing is a good solution to find new and rare failures in such a system. Test cases in random testing usually contain a long sequence of actions that debugging them manually to find the root cause of the failure is a very boring and tiresome task. This thesis aims to create a model for automating the task of the debugging to reduce the failed test case to an equivalent test case that only contains releva

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2

Larsen, Fredrik. "Automatic stock market trading based on Technical Analysis." Thesis, Norwegian University of Science and Technology, Department of Computer and Information Science, 2007. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-8707.

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<p>The theory of technical analysis suggests that future stock price developement can be foretold by analyzing historical price fluctuations and identifying repetitive patterns. A computerized system, able to produce trade recommendations based on different aspects of this theory, has been implemented. The system utilizes trading agents, trained using machine learning techniques, capable of producing unified buy and sell signals. It has been evaluated using actual trade data from the Oslo Børs stock exchange over the period 1999-2006. Compared to the simple strategy of buying and holding, som

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Trnik, Erik. "Návrh a optimalizace automatického obchodního systému pro forex." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2017. http://www.nusl.cz/ntk/nusl-318583.

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The master's thesis deals with the design of the proposed automatic trading system especially for daily trading on the currency markets. The aim of the thesis is to create a complex theoretical basis, in the practical part of the work to use the knowledge to create a suitable automatic trading system. The thesis focuses on the technical analysis of the currency markets. The proposed system will be optimally optimized to maximize profitability and stability with application to the most liquid currency pairs.

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Sauer, Václav. "Tvorba obchodní strategie pro měnový trh." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2017. http://www.nusl.cz/ntk/nusl-318623.

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This thesis deals with the design, implementation and optimization of the automated trading system for the foreign exchange market. Thesis analyses theoretical aspects for the system implementation, including introduction of foreign exchange market, types of market analysis, money management, risk management and technical indicators. The thesis further describes, what is required for development of such system and what important parts the system must contain. The work also describes how the system can be tested and optimised based on historical data.

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Kolář, Jan. "Návrh automatického obchodního systému pro forex." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-241445.

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The thesis deals with designing an automated trading system, especially for intra-day trading the currency markets. The aim is to create a comprehensive theoretical background, practical work knowledge can be used to develop appropriate automated trading system. The thesis is an emphasis on technical and partly a psychological analysis of currency markets. Designed system will be suitably optimized to maximize profits and stability of applications on the most liquid currency pairs.

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Parro, Mattia <1991&gt. "Analisi tecnica e trading systems - sviluppo di un sistema di trading automatico basato sulla conformazione grafica a bandiera." Master's Degree Thesis, Università Ca' Foscari Venezia, 2021. http://hdl.handle.net/10579/18525.

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Trasformazione di una formazione grafica dei prezzi, la conformazione a bandiera, in un trading system automatizzato. Analisi dei risultati e confronto dei rendimenti con la strategia di investimento basata sul buy&hold

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7

Pozník, Petr. "Návrh a optimalizace automatického obchodního systému pro měnový trh." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224974.

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The main objective of this thesis is to design and optimize an automated trading system so as to achive stable equity curve and profit. This model is tested on historical and current market data. Area of trading in the currency markets by using automated trading systems is very large and therefore the biggest focus is on current aproaches to technical analysis, automated systems and summarizes interesting ideas which are used to design my own automated strategy. After completing system design and optimization of the selected input parameters follows its testing on historical data and simulatio

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Točevová, Radka. "Testování úspěšnosti trading a trending indikátorů technické analýzy." Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-360518.

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The goal of this master's thesis is to evaluate the successfulness of the strategies' portfolio and of trading and trending indicators, which are parts of the portfolio, through this evaluation. The theoretical part concerns with the key principles of the foreign exchange market which the portfolio is created for. After that, the individual technical indicators, which are used in the analytical part of the thesis, are analyzed in detail. Then in the following part, the development process of automated trading systems in case of the genetic algorithms' application is defined. Individual generat

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Herich, Martin. "Využití automatických obchodních systémů na komoditních trzích." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224995.

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Focus of master's thesis is usability of automated trading of commodities with automated trading systems – expert advisors. Thesis describe theoretical background of commodity markets, trading principles, technical analysis of market, design and implementation of strategy as expert advisor. In conclusion, results are analyzed.

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Šuffner, Otakar. "Stavba automatických obchodních strategií na bázi tržních statistik." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-201619.

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This diploma thesis deals with the construction of automated trading strategies, which are built on the basis of market statistics. In the first part are shortly introduced the basic parameters of the E-mini S&P 500. In this chapter is also a detailed description of the process of creating a market statistics. In the second part is described a process of building a number of automated trading strategies. Optimization of these strategies is conducted on historical data. In the second part of this thesis is also shown a discretionary trading system based on market statistics. In order to demonst

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Maštalíř, Adam. "Návrh automatického obchodního systému pro drobného investora." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224986.

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The aim of the diploma thesis Proposal of an automated trading system for a retail investor is to propose and create an automated trading system in the forex foreign exchange market environment. Basing on an analysis of the current scientific knowledge about the topic and greatly focusing on stability and profitability of the system, a functional automated trading system fit for a retail investor is proposed. A practical application of this system on a portfolio of selected currency pairs is included in the thesis.

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Grega, Martin. "Tvorba automatických obchodních systémů pomocí genetických algoritmů." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224903.

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The thesis deals with the use of genetic algorithms in the process of creating automated trading systems. The emphasis is on testing the robustness of the developed strategies, their practical applicability in the financial markets and minimizing risk through diversification. The output of this work is a portfolio consisting of three strategies that achieved 31.3% return on capital during the fourth quarter of 2014.

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Nečas, Ondřej. "Návrh automatického obchodního systému měnové burzy." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-225269.

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The content of this diploma thesis is building an automatic trading system and its exact description. The thesis is focused on the classification of system requirements and on this base selection of underlying asset, which is defined by the forex contracts category.

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Brábník, Petr. "Automatický obchodní systém pro obchodování s komoditami." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2016. http://www.nusl.cz/ntk/nusl-241347.

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This thesis deals with problems of automatic trading system for trading on commodity exchange. Automated trading system for the purpose of this thesis is based on the principle of adaptive moving average. This principle is processed initially at a theoretical level, then the thesis analyzes the problem of making automated trading system and risks of online trading. The final section describes implementation and testing of automatic trading system.

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Salmela, Markus, and Rickard Ström. "Implementing Automated Trading Systems in The Swedish Financial Industry : Establishing a Framework for Successful Diffusion." Thesis, Jönköping University, JIBS, EMM (Entrepreneurship, Marketing, Management), 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-12641.

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<p><strong><p><strong>Purpose: </strong></p><p><em>Our main purpose is to explore, describe and analyze the organizational conduct when implementing automated trading systems (ATS) in companies, investigate the organizational challenges arising from this, and the effects these have on a successful diffusion</em>. As the extent of implementing ATS in the Swedish financial industry has not been explored to any greater extent, it is therefore also imperative to explore this; which will be seen as a secondary purpose to this article.<strong></strong></p><p><strong>Background: </strong></p><p>The s

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Mičulka, Václav. "Automatický obchodní systém založený na breakout strategii a veřejných fundamentálních datech." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224711.

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This thesis focuses on design, implementation and optimalization of automated trading system based on breakout strategy and public fundamental data wich trades on FOREX. It descripes theoretical backgroud of financial markets and especially focuces on FOREX. This automated trade system is implemented in object oriented programing paradigm for MetaTrader 5 platform. Last part of thesis is aimed at testing implemented system on historical data in order to evaluate the correctness of system and optimalizations.

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Neřád, Václav. "Návrh automatického obchodního systému pro intradenní obchodování na forexu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224989.

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This diploma thesis deals with theoretical and practical aspect of the Forex market and all important information that is necessary for its understanding and trading on this market, focused on intraday trading with automated trading system. The main goal of this thesis is to create whole information source for beginner forex traders and to describe them all trading risks and the ways how to reduce these risks, for example through the using of money management and creating suitable automated trading strategy. The next part describes fundamental, technical and partly psychological analysis. This

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Radošinský, Martin. "Využití analýz pro intradenní obchodování na mezinárodním měnovém trhu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-241469.

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The main aim of this diploma thesis is to analyze the options of trading Forex by combining fundamental and technical analysis in connection to intraday trading. One of the goals is to identify pros and cons of these analysis. Based on the gained information, design trading portfolio consisting of different strategies. Each strategy will be programmed as automated trading system and optimized and tested on historical price data.

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Staněk, Kamil. "Implementace systému pro analýzu a optimalizaci obchodních systémů s využitím umělé inteligence." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2019. http://www.nusl.cz/ntk/nusl-402550.

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This diploma thesis deals with the realization of a business order, consisting in creating a system of rapid analysis and optimization based on real business data of currency pairs using the MATLAB software. Within this developed topic a customer automated trading system is implemented, including the analysis and the optimization of the system parameters. There was also used a predictive system of the development of the prices, using artificial intelligence methods, based on historical data. The obtained data from the optimization and the simulations of the automated trading system are clearly

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Kříž, Jakub. "Algoritmické obchodování na burze s využitím dat z Twitteru." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2015. http://www.nusl.cz/ntk/nusl-264940.

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This master's thesis describes creation of prediction system. This system predicts future market development based on stock exchange data and twitter messages analysis. Tweets from two different sources are analysed by mood dictionaries or via recurrent neural networks. This analysis results and technical analysis of stock exchange data results are used in multilayer neural network for prediction. A business strategy is created and tested based on results of this prediction. Design and implementation of prediction system is described in this thesis. This system achieved revenue increase more t

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Hefka, Martin. "Návrh automatizovaného obchodního systému pro komoditní trhy." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-234788.

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This diploma thesis deals with theoretical and practical aspects of the commodity mar-ket. The automated trading system is designed and described there, which is focused on oil trades. The theoretical background as technical analysis, technical indicators descrip-tion or money management in trading, are described. The practical part of the thesis is focused on the analysis of oil market and the proposition of several strategies. These strategies are implemented subsequently to MQL4 language and tested on historical data.

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Myslivec, Oldřich. "Využití technické analýzy při tvorbě obchodních systémů." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-11194.

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This thesis is devoted to the technical analysis with the emphasis on design, testing and using of trading systems. Its objective is to find out whether it is possible for a trader to design and trade his own profitable trading system with widely accessible tools and methods. First part of the thesis is focused on the chart analysis and description of candlestick charts including their rate of profit success, all based on hands-on experience in a real market. It continues with a breakdown of most used methods based on moving averages. The second chapter fully describes main stage of trading sy

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Malý, Petr. "Návrh automatického obchodního systému s využitím fraktální geometrie." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224844.

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This thesis deals with an analysis and prediction of foreign exchange markets. The thesis is based on the fractal market hypothesis and it uses tools based on fractal geometry for prediction of markets. The thesis also describes ways of using advanced methods of artificial intelligence for analyzing markets. The outcome is designed and implemented automatic trading system. The thesis also deals with testing of designed system on historical data and on the latest data as well.

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Kliment, Vojtěch. "Automatický obchodní systém pro komoditní trhy." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224902.

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This master’s thesis primary deals with a design and a development of own automated trading system which is specialized for commodity markets, especially corn, soybean, wheat and slightly for gold. You can find theoretical basics of technical analysis here, then technical indicators, risk management and trading systems themselves. System is completely designed and programmed in MetaTrader trading platform with using programming language MQL and genetic algorithms. The output of this thesis is portfolio containing six trading strategies which achieved totally 42,4 % increase in three months at

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Vlček, Tomáš. "Podpora v rozhodování pro investičního experta na měnových trzích." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224707.

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The thesis focuses on automated trading systems for trading on currency market. It describes basics of market analysis and deals with the design, optimization and identifying appropriate indicators of automatic trading system, which is based on the Fibonacci retracement. This system should serve as a decision support for trader's operations in the currency market. Furthermore, this thesis deals with the possibility of avoiding exchange rate risk by trading in the foreign exchange market.

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Štechr, Vladislav. "Využití SVM v prostředí finančních trhů." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-241651.

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This thesis deals with use of regression or classification based on support vector machines from machine learning field. SVMs predict values that are used for decisions of automatic trading system. Regression and classification are evaluated for their usability for decision making. Strategy is being then optimized, tested and evaluated on foreign exchange market Forex historic data set. Results are promising. Strategy could be used in combination with other strategy that would confirm decisions for entering and exiting trades.

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Bruttocao, Marco <1995&gt. "Automated Stock Trading System Based on Random Forest Algorithm: An Application to the Italian Utilities Sector." Master's Degree Thesis, Università Ca' Foscari Venezia, 2022. http://hdl.handle.net/10579/21903.

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Drawing on the scientific literature on automated stock trading systems based on machine learning techniques, this thesis addresses to evaluate the ability of random forest algorithms to predict whether the expected return of an investment in stocks will be positive or negative at the end of a hypothetical five-day trading window. Specifically, the final aim is to build an effective trading tool calibrated for the Italian utility sector. Therefore, the stocks taken into consideration includes all the utility industries listed in the FTSE MIB index providing oil, gas, and electricity. The time

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Kanoš, Petr. "Návrh a optimalizace automatického obchodního systému na měnových trzích." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-241612.

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This master thesis deals with design of automated trading system for currency trading. The thesis includes testing of this system on historical data and its optimization for achieving stability and profit. Thesis is divided into theoretical, analytical and practical part. The goal of the first part is to provide theoretical knowledge of the currency market, methods for analysis of the currency market and to define fundamental terminology. Second part describes properties of technical analysis indicators and introduces optimization and testing methods for automated trading systems. The last par

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Regen, Ondřej. "Technická analýza." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224434.

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This master’s thesis deals with automated trading systems based on chosen trading strategies, their testing and inputs optimization. The work begins with a theoretical basis for subsequent practical part, where is the solution process illustrated. In conclusion, final evaluation of results is performed and recommendations for the future are mentioned.

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Facchini, Nicolo' <1995&gt. "Machine learning ed investimenti finanziari - Studio ed elaborazione di trading system automatici basati su reinforcement learning ed analisi tecnica." Master's Degree Thesis, Università Ca' Foscari Venezia, 2020. http://hdl.handle.net/10579/16547.

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La presente tesi di laurea ha il fine di analizzare e rielaborare la letteratura scientifica in merito all’applicazione di modelli di reinforcement learning in trading system automatici. Dopo aver descritto le caratteristiche dei modelli di machine learning e dei trading system finanziari a tutto tondo (con particolare riguardo, rispettivamente, al reinforcement learning ed all’analisi tecnica), il lavoro di ricerca verterà sulla personale elaborazione di sistemi d’investimento basati su tali concetti. Nel primo capitolo il focus è sul tema del machine learning, analizzato nelle sue diverse va

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Boček, František. "Návrh a optimalizace automatického obchodního systému." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-241636.

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The goal of this work is to describe approaches to financial market analysis and implement chosen approaches in automatic trading system in the MetaQuote Language environment for Metatrader platform. Another objective is to optimise the designed trading system and test additional rules to achieve maximum profit during minimalization risks.

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Masoudi, Mohammad Amin. "Robust Deep Reinforcement Learning for Portfolio Management." Thesis, Université d'Ottawa / University of Ottawa, 2021. http://hdl.handle.net/10393/42743.

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In Finance, the use of Automated Trading Systems (ATS) on markets is growing every year and the trades generated by an algorithm now account for most of orders that arrive at stock exchanges (Kissell, 2020). Historically, these systems were based on advanced statistical methods and signal processing designed to extract trading signals from financial data. The recent success of Machine Learning has attracted the interest of the financial community. Reinforcement Learning is a subcategory of machine learning and has been broadly applied by investors and researchers in building trading systems (K

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Dekýš, Marek. "Návrh automatického obchodního systému na měnových trzích s využitím breakout strategie." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224982.

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This thesis addresses the analysis and design of automatic trading system on currency markets using breakout strategy for capital appreciation for company ALFA – zdravá výživa. The description of implementation of this strategy on chosen trading platform and its summary will represent an output of this thesis.

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Matoušková, Hana. "Testování úspěšnosti vybraných indikátorů technické analýzy na trzích EU." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-75238.

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This diploma thesis deals with the technical analysis with the emphasis on creating, testing and using of trading systems. Its objective is to find out whether it is possible for a trader to design and trade his own profitable trading system with widely accessible tools and methods. First part of the thesis concentrates among other things on the explanation of stock valuation principles, description of tested shares and time period. The second and third chapters fully describe the process of trading system development and the analysis of results of both trading systems. Last chapter is devoted

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Novák, Milan. "Automatický obchodní systém na trzích CFD." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224708.

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This thesis deals with design, optimization and testing of an automated trading system intended for trading CFD contracts. The strategy is based on a combination of a moving average and a custom indicator, which gives signals based on convergence of signals of other monitored indicators. The designed automated trading system also contains a simple, but efficient money management. It is responsible for risking a constant portion of current account balance on each trade. The thesis continues with comparison of three ways to optimize chosen input parameters and comparison of performance of the st

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Repka, Martin. "Investiční modely v prostředí finančních trhů." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2013. http://www.nusl.cz/ntk/nusl-224014.

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This thesis focuses on automated trading systems for financial markets trading. It describes theoretical background of financial markets, different technical analysis approaches and theoretical knowledge about automated trading systems. The output of the present paper is a diversified portfolio comprising four different investment models aimed to trading futures contracts of cocoa and gold. The portfolio tested on market data from the first quarter 2013 achieved 46.74% increase on the initial equity. The systems have been designed in Adaptrade Builder software using genetic algorithms and subs

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Ondo, Ondrej. "Návrh a optimalizace automatického obchodního systému." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224709.

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This thesis focuses on automated trading systems for foreign exchange markets. It describes theoretical background of financial markets, technical analysis approaches and theoretical knowledge about automated trading systems. The output of the thesis is set of two automated trading systems built for trading the most liquid currency pairs. The process of developing automated trading system as well as its practical start up in Spartacus Company Ltd. is documented in the form of project documentation. The project documentation captures choosing necessary hardware components, their installation an

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Tran, Trung-Minh. "Contributions to Agent-Based Modeling and Its Application in Financial Market." Electronic Thesis or Diss., Université Paris sciences et lettres, 2023. http://www.theses.fr/2023UPSLP022.

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L'analyse de modèles complexes tels que les marchés financiers aide les gestionnaires à élaborer des politiques raisonnables et les commerçants à choisir des stratégies de négociation efficaces. La modélisation basée sur les agents est une méthodologie de calcul pour modéliser des systèmes complexes et analyser l'influence de différentes hypothèses sur les comportements des agents. Dans le cadre de cette thèse, nous considérons un modèle de marché financier qui comprend 3 types d'agents : les agents techniques, les agents fondamentaux et les agents de bruit. Nous commençons par l'agent techniq

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Kněžínek, Michal. "Návrh a využití automatického obchodního systému pro zhodnocení kapitálu podniku." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224710.

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This diploma thesis discusses about the possibilities of investing in the capital market with a focus on the foreign exchange market. Analysis of the company, whose output is SWOT analysis, is focused on the economic justification of investments. The essence is the proposal of automatic trading systems that will automatically trade on the basis of information from the market and add value to ivested capital. This automatic trading systems are designed in analytic platform named MetaTrader and their parameters are optimized by genetic algorithms.

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Mancír, Erik. "Využití umělé inteligence jako podpory pro rozhodování v podniku." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2021. http://www.nusl.cz/ntk/nusl-444560.

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The diploma thesis deals with the design of an automatic trading system for trading on the market of selected commodities, constructed with the help of technical indicators. It also includes system optimization using genetic algorithms to maximize profit and stability. Finally, an economic evaluation of the achieved results is prepared.

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Kačer, Petr. "Forexový automatický obchodní systém založený na neuronových sítích." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2015. http://www.nusl.cz/ntk/nusl-221275.

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Main goal of this thesis is to create forex automated trading system with possibility to add trading strategies as modules and implementation of trading strategy module based on neural networks. Created trading system is composed of client part for MetaTrader 4 trading platform and server GUI application. Trading strategy modules are implemented as dynamic libraries. Proposed trading strategy uses multilayer neural networks for prediction of direction of 45 minute moving average of close prices in one hour time horizon. Neural networks were able to find relationship between inputs and output a

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Bezděk, Petr. "Investiční modely v prostředí finančních trhů." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-234818.

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The content of my master´s thesis is the creation of automatic trading system which will be applied on real trading account mainly on financial markets of currency pairs. The thesis is divided to several parts where the theoretical part will introduce the problem of trading on financial markets. Following part analyses needs of small trader on the financial markets, selecting suitable instruments which will be used in automatic trading system. The part of the own solution design will create the mentioned automatic trading system which will be applied on broker´s demo account where the system w

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Kundračík, Roman. "Návrh a optimalizace obchodní strategie na platformě MetaTrader." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-241558.

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This Master’s thesis deals with implementation of an automated trading system for application in the currency market. The resulted system is tested and optimized on historical data. Robustness of this strategy is verified by testing on another currency pair and a different timeframe. Efficiency of the system is compared before and after optimization. Created trading system is profitable in all environments which it was tested on.

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Knytl, Jan. "Využití money managementu v obchodování na devizovém trhu a zachycení těchto obchodů v účetnictví bank." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-81901.

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My diploma thesis discusses the power and importance of money management when trading foreign exchange market. With the help of real examples it aims to demonstrate the difficulty of the future foreign exchange rate estimation and the ambiguousness of the market analyses results. Comparing the results of real trading in the spirit of diversification to the actual results of Vince's model, the thesis points out whether the application of diversification is a real necessity or not. The thesis also highlights the impact of diversification on the trading system performance compared to Vince's mode

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Bártíková, Pavlína. "Postupy řízení rizik při obchodování na akciovém trhu." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2016. http://www.nusl.cz/ntk/nusl-241300.

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This thesis deals with trading on stock market. It focuses on technical analysis and algorithms based on that. The thesis also includes design, implementation, optimization and testing a trading system which is based on a combination of exponential and simple moving averages. The thesis presents the achieved results.

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Doležal, Radek. "Návrh a implementace automatického obchodního systému pro devizový trh." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-241411.

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The subject of this diploma thesis is a design and implementation of an automated trading system for the forex market. It includes an analysis of the main concepts and methods of technical analysis and money management, which constitute an essential theoretical basis for the subsequent practical design of an automatic system. The objective of this work is a development of an automated trading system whose robustness and stability is tested by a walk forward analysis.

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Polanský, Jan. "Návrh automatického obchodního systému pro měnový trh." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-254259.

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The master’s thesis deals with trading the currency market. The aim of thesis is the creation of an automated trading system based on technical analysis. This thesis is divided into several parts. The theoretical aspects and analysis of current situation are followed by automated trading system proposal. The system is designed on basis of technical indicators and tested on historical data and then optimized.

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Babič, Vojtěch. "Návrh automatického obchodního systému na devizových trzích s využitím fraktální geometrie." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-254205.

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The main focus of the thesis are approaches to technical analysis, trading systems and it summarizes interesting findings, according to which a FOREX automated trading system was designed and implemented. Optimization and testing were a prerequisite for a real-world deployment, so the automated trading system was tested on historical data and some of its input parameters were optimized for maximum stability and profit.

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Vojtěch, Tomáš. "Návrh a implementace automatického obchodního systému pro měnový trh." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2017. http://www.nusl.cz/ntk/nusl-318620.

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This diploma thesis deals with the design of a trading strategy and subsequent implementation of an automated trading system for the forex currency market. In this thesis, a "breakout" strategy with trade filtering based on moving average is created. Consequently, an automated trading system for the MetaTrader 4 platform is developed in MQL4 language. This thesis also deals with the back-testing and optimization of the system in order to maximize the stability and profit.

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Maršová, Eliška. "Predikce hodnot v čase." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2016. http://www.nusl.cz/ntk/nusl-255333.

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This work deals with the prediction of numerical series whose application is suitable for prediction of stock prices. They explain the procedures for analysis and works with price charts. Also explains the methods of machine learning. Knowledge is used to build a program that finds patterns in numerical series for estimation.

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