Relevant bibliographies by topics / Technical trading systems

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Technical trading systems'

Author: Grafiati
Published: 4 June 2021
Last updated: 11 February 2022

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Journal articles on the topic "Technical trading systems"

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Lukac, Louis P., B. Wade Brorsen, and Scott H. Irwin. "Similarity of computer guided technical trading systems." Journal of Futures Markets 8, no. 1 (February 1988): 1–13. http://dx.doi.org/10.1002/fut.3990080102.

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Chenoweth, Tim, Zoran Obradovic, and Sauchi Stephen Lee. "Embedding technical analysis into neural network based trading systems." Applied Artificial Intelligence 10, no. 6 (December 1996): 523–42. http://dx.doi.org/10.1080/088395196118416.

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FLIESS, Michel, and Cédric JOIN. "Towards New Technical Indicators for Trading Systems and Risk Management." IFAC Proceedings Volumes 42, no. 10 (2009): 1435–40. http://dx.doi.org/10.3182/20090706-3-fr-2004.00239.

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Dunis, Christian L., and Jia Miao. "Optimal trading frequency for active asset management: Evidence from technical trading rules." Journal of Asset Management 5, no. 5 (February 2005): 305–26. http://dx.doi.org/10.1057/palgrave.jam.2240149.

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Honarmand, Mohammad Esmaeil, Vahid Hosseinnezhad, Barry Hayes, and Pierluigi Siano. "Local Energy Trading in Future Distribution Systems." Energies 14, no. 11 (May 26, 2021): 3110. http://dx.doi.org/10.3390/en14113110.

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Today, the pace of development of decentralized transactive management systems has increased significantly due to growing renewable energy source technologies and communication infrastructure at the distribution system level. Such bilateral energy transactions have changed the structure of electricity markets and led to the emergence of a local energy market in electricity distribution. While examining this change of attitude, this paper analyzes the effects of local market formation on the performance and performance of distribution companies. Accordingly, the technical requirements in the three areas of operation, network control, and ICT in the new workspace are thoroughly examined. The hardware requirements will be presented in two parts for the end-user and the distribution systems. Then, the proposed local distribution market framework will be introduced, and finally, the conclusion will be presented.
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Th. Vezeris, Dimitrios, Themistoklis S. Kyrgos, and Christos J. Schinas. "Hedging and non-hedging trading strategies on commodities using the d-Backtest PS method. Optimized trading system hedging." Investment Management and Financial Innovations 15, no. 3 (October 1, 2018): 351–69. http://dx.doi.org/10.21511/imfi.15(3).2018.29.

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Modern trading systems are mechanic, run automatically on computers inside trading platforms and decide their position against the market through optimized parameters and algorithmic strategies. These systems now, in most cases, comprise high frequency traders, especially in the Forex market.In this research, a piece of software of an automatic high frequency trading system was developed, based on the technical indicator PIVOT (price level breakthrough). The system made transactions on hourly closing prices with weekly parameters optimization period, using the d-Backtest PS method.Through the search and checking of the results, two findings for optimization of trading strategy were found. These findings with the order they were examined and are presented in this paper are as follows: (1) the simultaneous use of “long and short” positions, with different parameters in a hedging account, acts as a hedging strategy, minimizing losses, in relation to a “long or short” in a non-hedging account for the same time period and (2) there is weak correlation of past backtesting periods between the same systems, if they are configured for “long and short” trades, or for just “long” or for just “short”.
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Pakhrudin, Khairul, Kamalia Azma Kamaruddin, and Fauziah Ahmad. "TRADER HUB SYSTEM DEVELOPMENT USING VAN K THARP EXPECTANCY THEORY TO ANALYSE RETAIL FOREX TRADING SYSTEM PERFORMANCE." MALAYSIAN JOURNAL OF COMPUTING 5, no. 2 (August 3, 2020): 523. http://dx.doi.org/10.24191/mjoc.v5i2.8995.

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With the advance of technology, foreign exchange trading, known as forex or FX trading, has been conducted electronically using the Internet. Forex traders were using technical analysis to project the best price when buying or selling currencies, and by using the technical analysis tools, they have created their own trading system. Forex traders need to make consistent profitability in the long term to sustain in the forex market, therefore a good trading system is vital. In order to evaluate their trading system performance, forex traders can use the backtesting and forward testing methods. However, these two methods took a long time to perform and did not provide the exact benchmark quality of the trading system. This paper describes how Van K Tharp Expectancy Theory was applied in the development of the Trader Hub System (THS) to evaluate forex trading systems quality. By using the system development life cycle (SDLC) methodology, four phases have been undertaken, which were requirements gathering, requirements analysis, system design, and system development. The outcome is a system that can easily evaluate forex trading system performance; thus, it may help retail forex traders in Malaysia to do technical analysis on their foreign exchange pairs.
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Lukac, Louis P., B. Wade Brorsen, and Scott H. Irwin. "A test of futures market disequilibrium using twelve different technical trading systems." Applied Economics 20, no. 5 (May 1988): 623–39. http://dx.doi.org/10.1080/00036848800000113.

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Lukac, Louis P., and B. Wade Brorsen. "The usefulness of historical data in selecting parameters for technical trading systems." Journal of Futures Markets 9, no. 1 (February 1989): 55–65. http://dx.doi.org/10.1002/fut.3990090106.

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Banga, Jasdeep S., and B. Wade Brorsen. "Profitability of alternative methods of combining the signals from technical trading systems." Intelligent Systems in Accounting, Finance and Management 26, no. 1 (January 2019): 32–45. http://dx.doi.org/10.1002/isaf.1442.

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Dissertations / Theses on the topic "Technical trading systems"

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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 system development and follows up with third chapter on practical application of the theoretical assumption on the real market conditions, i.e. to design a profitable trading system
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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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Roberts, Harry Hutchinson. "Comparison of the profitability of a number of technical trading systems on the ALSI futures contract." Thesis, Stellenbosch : University of Stellenbosch, 2009. http://hdl.handle.net/10019.1/920.

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Thesis (MBA (Business Management))--University of Stellenbosch, 2009.
ENGLISH ABSTRACT: The purpose of this report is to investigate whether the returns of five different trading systems applied is able to outperform the return of a Buy & Hold (B&H) strategy when applied to the Johannesburg Stock Exchange/Financial Times Stock Exchange (JSE/FTSE) Top 40 Index future contract (ALSI). The study starts with an overview of theoretical and empirical studies regarding technical trading systems as well as the application of these technical trading systems in various strategy formats. Five common trading systems were selected for the test. They include the Volatility Channel, the Bollinger Channel Breakout, the Donchian Channel, the Dual Moving Average and the Triple Moving Average systems. The trading systems were applied in three different types of strategies. In the first test the systems were employed using randomly selected parameters to generate trading signals. In the second test the systems were optimised to select the parameters that would yield the most profitable returns over the test period. Finally in the third test a stop loss was added to the systems to investigate whether it would improve returns. In virtually all tests the systems outperformed the B&H approach. This was primarily due to the collapse of world financial markets in 2008 that caused the systems, which are all trend following by nature, to generate large returns. If it had not been for this event, the trend-following systems would all have underperformed the total return generated by the B&H strategy over the duration of the test period. The tests revealed that the selection of the parameters that generate the trade signals for the trading systems can drastically influence the profitability of a trading system. Furthermore the implementation of stop-loss strategies does not necessarily improve the return or drawdown that a system displays, as several of the systems were negatively influenced by the implementation of the stop-loss strategy.
AFRIKAANSE OPSOMMING: Die doel van hierdie verslag is om te ondersoek of die opbrengs van vyf verskillende verhandelingstelsels die opbrengs van die Koop-en-Hou-strategie kan klop soos toegepas op die JSE/FTSE Top 40 Indeks termynkontrak (ALSI). Die studie begin met ’n oorsig oor teoretiese en empiriese studies oor tegniese verhandelingstelsels, asook die toepassing van hierdie tegniese stelsels in verskeie strategiese formate. Vyf algemene verhandelingstelsels is gekies vir die ondersoek, naamlik die Volatiliteitskanaal (Volatility Channel), die Bollinger Kanaal Uitbreek (Bollinger Channel Breakout), die Donchian Kanaal (Donchian Channel), die Tweeledige Bewegende Gemiddelde (Dual Moving Average) en die Drieledige Bewegende Gemiddelde (Triple Moving Average). Die stelsels is op drie verskillende tipes stategieë toegepas. In die eerste toets was die stelsels geïmplementeer deur lukraak gekose parameters te gebruik om verhandelingseine voort te bring. In die tweede toets was die stelsels geoptimaliseer deur die parameters te kies wat die mees winsgewende opbrengs oor die toetsperiode sou voortbring. In die derde toets was ’n staakverlies (stop loss) geïmplementeer om te ondersoek of dit die opbrengs sou verbeter. Feitlik al die toetse het getoon dat die verhandelingstelsels die Koop-en-Hou-benadering geklop het. Aangesien al die stelsels die algemene tendens in die mark volg, het hulle hoë opbrengste getoon hoofsaaklik as gevolg van die beermark wat die wêreld se finansiële markte in 2008 gekenmerk het. As hierdie gebeurtenis nie plaasgevind het nie, sou hierdie stelsels swakker gevaar het as die Koop-en-Hou-strategie gedurende die tydperk van die toetsperiode. Die toetse het aangedui dat die keuse van die parameters wat verhandelingseine vir die stelsels gegenereer het, die winsgewendheid van ’n verhandelingstelsel drasties kan beïnvloed. Die implementering van ’n staakverlies- (stop-loss) strategie verbeter nie noodwendig die opbrengs van ’n stelsel nie, aangesien verskeie stelsels negatief beïnvloed was deur die staakverlies-strategie.
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Bačík, Matej. "Využití prostředků umělé inteligence pro podporu na kapitálových trzích." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2012. http://www.nusl.cz/ntk/nusl-223596.

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A main subject of the presented master thesis is trading and investing in capital, commodities and foreign exchange markets over the world with support of technical analysis constructed by artificial intelligence. The thesis also produces step-by-step guide to stock and futures trading, building a successful trading system and gaining profits from invested capital.
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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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Purpose:

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. 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.

Background:

The study is based on innovation and diffusion theories, as well as those of power structures and organization. Further, an explanation of ATS and its dynamics is provided and discussed to facilitate a definition of the term.

Method:

The research has been carried out as an exploratory, descriptive and analytical qualitative study. We have conducted case studies of 7 companies that are implementing, or evaluating the implementation, of ATS. The data was collected through interviews.

Conclusion:

The majority of the case companies are in the clarifying and routinizing stages of the innovation process. What is found unique with ATS is that it can be implemented partly. The dimensions found central to a smooth diffusion in the companies are the required level of competence-sharing and complexity of implementation.

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Dos, Santos Gilcimar Pereira. "Trend following no mercado brasileiro: propostas de trading systems seguidores de tend?ncias em ativos negociados na bm&fbovespa." Universidade Estadual de Feira de Santana, 2018. http://tede2.uefs.br:8080/handle/tede/705.

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Submitted by Verena Pereira (verenagoncalves@uefs.br) on 2018-09-12T21:52:11Z No. of bitstreams: 1 Vers?o Final_Disserta??o.pdf: 2988104 bytes, checksum: c27862945e0f83da183a6c591a54de39 (MD5)
Made available in DSpace on 2018-09-12T21:52:11Z (GMT). No. of bitstreams: 1 Vers?o Final_Disserta??o.pdf: 2988104 bytes, checksum: c27862945e0f83da183a6c591a54de39 (MD5) Previous issue date: 2018-06-15
Trading systems based on trend following strategies are applied by many investors when negotiating in the variable income markets, in operations conducted in several asset classes worldwide. These systems play an important role in investor decision-making process, but still require further study. In this dissertation, four trend following trading systems are presented, whose performances have been demonstrated in order to evaluate their effectiveness in the Brazilian variable income market. Two of the four proposed systems were evaluated in the stock market and the other two were considered for the future contract market. For this purpose, a historical series of asset prices available for trade between January 1995 and December 2014 at the S?o Paulo Mercantile and Futures Exchange. Through simulations, the systems showed that if they were traded on the stock market and futures markets in Brazil, they would generate profitability, indicating the existence of several trends in the assets studied, obtaining a performance superior to strategy of buying and hold in the market Ibovespa index. This study contributes to the discussion on the effectiveness of trading systems based on the trend following investment philosophy
Sistemas de negocia??o baseados em estrat?gias fundamentadas no trend following, s?o utilizados por in?meros investidores para negociarem nos mercados de renda vari?vel, em opera??es nas mais variadas classes de ativos no mundo. Esses sistemas desempenham papel importante na tomada de decis?o por parte de um investidor na realiza??o de uma negocia??o, no entanto, ainda precisam de maiores estudos. Nesta disserta??o, apresentamos quatro trading systems seguidores de tend?ncias, os quais tiveram suas performances demonstradas na perspectiva de avaliar a efic?cia desses trading systems no mercado de renda vari?vel brasileiro. Dois dos quatro sistemas propostos, foram avaliados no mercado de a??es e os outros dois foram considerados para opera??es no mercado de contratos futuros. Para tanto, foram consideradas s?ries hist?ricas de pre?os de ativos dispon?veis para negocia??o entre janeiro de 1995 ? dezembro de 2014, na Bolsa de Valores Mercadorias e Futuros de S?o Paulo. Atrav?s de simula??es, os sistemas demonstraram que caso fossem operados no mercado de a??es e/ou de futuros do Brasil, gerariam lucros, indicando-se a exist?ncia de diversas tend?ncias nos ativos estudados, obtendo-se performance superior ? estrat?gia de comprar e manter no ?ndice Ibovespa. O presente trabalho contribui na discuss?o a respeito da efic?cia de sistemas de negocia??o baseados na filosofia de investimento do trend following
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MICHNIUK, KAROLINA. "PATTERN RECOGNITION APPLIED TO CHART ANALYSIS. EVIDENCE FROM INTRADAY INTERNATIONAL STOCK MARKETS." Doctoral thesis, Universitat Politècnica de València, 2017. http://hdl.handle.net/10251/78837.

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Technical analysis as a sophisticated form of forecasting technique has a varying popularity in the academic and business world. In the past, users were sceptical about technical trading rules and their performance. This is substantiated by the acceptance of the Efficient Market Hypothesis and mixed empirical findings about technical analysis in widely cited studies. The flag pattern is seen as one of the most significant spread chart patterns amongst stock market charting analysts. The present research validates a trading rule based on the further development of flag pattern recognition. The research question concentrates on whether technical analysis applying the flag pattern can outperform international stock markets indices and prove the inefficiency of these markets. The markets observed are represented by the corresponding indices DAX (Germany), DJIA (United States) and IBEX (Spain). The design of the trading rule presents several changes with respect to previous academic works: The wide sample used when considering intraday data, together with the confiuration of some of the variables and the consideration of risk, concludes that the trading rule provides greater positive risk-adjusted returns than the buy-and-hold strategy which is used as a benchmark. The reported positive results strengthen the robustness of the conclusions reached by other researchers.
El análisis técnico es una forma sofisticada de técnica de predicción cuya popularidad ha ido variando en el mundo académico y de los negocios. En el pasado, los usuarios eran bastante escépticos respecto de las reglas técnicas de trading y su performance. Todo esto, se encuentra sustentado por la aceptación de la hipótesis del mercado eficiente y descubrimientos empíricos mixtos sobre el análisis técnico, que se mencionan en un número amplio de estudios. El patrón bandera es visto como uno de los patrones gráficos más significativo y difundido entre los analistas técnicos de mercado. El presente estudio valida una regla de trading basada en el desarrollo futuro del reconocimiento gráfico del patrón bandera. La pregunta de investigación se centra en si el análisis técnico basado en el patrón bandera puede batir los índices internacionales de mercado y probar, de esta manera, la ineficiencia de dichos mercados. Los mercados observados son representados por los correspondientes índices DAX (Alemania), DJIA (Estados Unidos) e IBEX (España). El diseño de la regla de trading presenta varios cambios y novedades con respecto a trabajos académicos previos. La amplia muestra usada al considerar los datos intradía, junto con la configuración de algunas variables y la consideración del riesgo, confirman que la regla de trading proporciona mejores, y más ajustadas al riesgo, rentabilidades positivas que la estrategia de buy-and-hold que se utiliza como referencia. Los resultados positivos corroboran la robustez de las conclusiones a las que también se llegan en otros trabajos.
L'anàlisi tècnica és una forma sofisticada de tècnica de predicció, la popularitat de la qual ha anat variant al món acadèmic i dels negocis. En el passat, els usuaris eren bastant escèptics respecte de les regles tècniques de trading i la seva performance. Tot això, es troba sustentat per l'acceptació de la hipòtesi del mercat eficient i descobriments empírics mixts sobre l'anàlisi tècnica, que s'esmenten en un nombre ampli d'estudis. El patró bandera és vist com un dels patrons gràfics més significatiu i difós entre els analistes tècnics de mercat. El present estudi valida una regla de trading basada en el desenvolupament futur del reconeixement gràfic del patró bandera. La pregunta de recerca se centra en si l'anàlisi tècnica basada en el patró bandera pot batre els índexs internacionals de mercat i provar, d'aquesta manera, la ineficiència d'aquests mercats. Els mercats observats són representats pels corresponents índexs DAX (Alemanya), *DJIA (Estats Units) i IBEX (Espanya). El disseny de la regla de trading presenta diversos canvis i novetats pel que fa a treballs acadèmics previs. L'àmplia mostra usada en considerar les dades intradia, juntament amb la configuració d'algunes variables i la consideració del risc, confirmen que la regla de trading proporciona millors, i més ajustades al risc, rendibilitats positives que l'estratègia de buy-and-hold que s'utilitza com a referència. Els resultats positius corroboren la robustesa de les conclusions a les quals també s'arriben en altres treballs.
Michniuk, K. (2017). PATTERN RECOGNITION APPLIED TO CHART ANALYSIS. EVIDENCE FROM INTRADAY INTERNATIONAL STOCK MARKETS [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/78837
TESIS
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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 and oricess of ensuring smooth operation, as well as the selection and installation of the necessary software resources. In the Adaptrade Builder enviroment there has been shown the process of developing strategies and consequently theirs characteristics, performance, as well as a graph showing the evolution of the account at the time. Selected portfolio strategy has been tested in the MetaTrader platform and in the end of the thesis is offered assessing achievements and draw an overall conclusion.
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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 to the interconnection of European stock markets, which is explored by the means of correlation analysis among different stock indexes. The correlation coefficients show a strong link of the markets and the rising level of integration of European markets.
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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 generated trading systems are described in the next segment separately. Their descriptions are followed by evaluation of outcomes of testing on historical data and of robustness' tests. Afterwards, the correlations between individual strategies are mentioned. The thesis concludes by efficiency evaluation of strategies' portfolio via backtest results and paper testing.
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Books on the topic "Technical trading systems"

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Trading systems and methods. 5th ed. Hoboken, N.J: Wiley, 2013.

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Trading systems explained: How to build reliable technical systems. [Columbia]: Marketplace Books, 2008.

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The trading book: A complete solution to mastering technical systems and trading psychology. New York: McGraw-Hill, 2011.

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Winning edge trading: Successful and profitable short and long-term trading systems and strategies. Hoboken, N.J: John Wiley & Sons, 2010.

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1948-, Hexton Richard, ed. Technical analysis in the options markets: The effective use of computerised trading systems. London: Kogan Page, 1993.

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The technical analysis of stocks, options, & futures: Advanced trading systems and techniques. Chicago, Ill: Probus Pub., 1988.

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George Lindsay and the art of technical analysis: Trading systems of a market master. Upper Saddle River, N.J: FT Press, 2012.

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Chande, Tushar S. Beyond technical analysis: How to develop and implement a winning trading system. New York: Wiley, 1997.

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Beyond technical analysis: How to develop and implement a winning trading system. 2nd ed. New York: Wiley, 2001.

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Bank, Islamic Development. IDB's technical assistance to member countries to meet the challenges of the new multilateral trading system. Jeddah: Islamic Development Bank, 1997.

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Book chapters on the topic "Technical trading systems"

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Chan, Jacinta. "Development of Technical Algorithm Trading Systems." In Automation of Trading Machine for Traders, 45–66. Singapore: Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-9945-9_4.

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Feng, Yi, Ronggang Yu, and Peter Stone. "Two Stock-Trading Agents: Market Making and Technical Analysis." In Agent-Mediated Electronic Commerce V. Designing Mechanisms and Systems, 18–36. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-25947-3_2.

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Mayo, Michael. "Hybridizing Data Stream Mining and Technical Indicators in Automated Trading Systems." In Lecture Notes in Computer Science, 79–90. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-22589-5_9.

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Corazza, Marco, Paolo Vanni, and Umberto Loschi. "Hybrid Automatic Trading Systems: Technical Analysis & Group Method of Data Handling." In Neural Nets, 47–55. Berlin, Heidelberg: Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/3-540-45808-5_4.

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Goldbaum, David. "Price Bubbles and the Long Run Profitability of a Trend Following Technical Trading Rule." In Lecture Notes in Economics and Mathematical Systems, 183–94. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-56472-7_12.

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Stan, Alexandru. "Day Trading the Emerging Markets Using Multi-Time Frame Technical Indicators and Artificial Neural Networks." In Advanced Intelligent Computational Technologies and Decision Support Systems, 191–200. Cham: Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-319-00467-9_16.

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McDonald, Brian. "Technical Barriers to Trade." In The World Trading System, 116–23. London: Palgrave Macmillan UK, 1998. http://dx.doi.org/10.1057/9780230379701_13.

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Contreras, Iván, J. Ignacio Hidalgo, and Laura Núñez-Letamendia. "Combining Technical Analysis and Grammatical Evolution in a Trading System." In Applications of Evolutionary Computation, 244–53. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-37192-9_25.

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Masteika, Saulius, and Rimvydas Simutis. "Stock Trading System Based on Formalized Technical Analysis and Ranking Technique." In Computational Science – ICCS 2006, 332–39. Berlin, Heidelberg: Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/11758549_49.

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"Oscillators: Trading Oscillators Systems." In Kase on Technical Analysis Workbook, 81–87. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119209737.ch12.

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Conference papers on the topic "Technical trading systems"

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Wang, Li-Xin. "Speculative dynamical systems: How technical trading rules determine price dynamics." In 2014 IEEE Symposium on Computational Intelligence in Control and Automation (CICA). IEEE, 2014. http://dx.doi.org/10.1109/cica.2014.7013230.

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Kantavat, Pittipol, and Boonserm Kijsirikul. "Combining Technical Analysis and Support Vector Machine for Stock Trading." In 2008 8th International Conference on Hybrid Intelligent Systems (HIS). IEEE, 2008. http://dx.doi.org/10.1109/his.2008.76.

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Ahmad, Mahfudh, Haryono Soeparno, and Togar Alam Napitupulu. "Stock Trading Alert : with fuzzy knowledge-based systems and technical analysis." In 2020 International Conference on Information Technology Systems and Innovation (ICITSI). IEEE, 2020. http://dx.doi.org/10.1109/icitsi50517.2020.9264914.

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Rafiq, Atif, Noman Javed, Muhammad Adil Raja, Ambreen Hanif, and Conor Ryan. "Devising Technical Trading Rules for Pakistan Stock Exchange using Genetic Programming." In 2020 3rd International Conference on Intelligent Sustainable Systems (ICISS). IEEE, 2020. http://dx.doi.org/10.1109/iciss49785.2020.9316060.

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Fonseca, Andre R., Michel C. R. Leles, Mariana G. Moreira, Adriano S. Vale-Cardoso, Marcos V. L. Pereira, Elton F. Sbruzzi, and Cairo L. Nascimento. "Testing the Application of Support Vector Machine (SVM) to Technical Trading Rules." In 2021 IEEE International Systems Conference (SysCon). IEEE, 2021. http://dx.doi.org/10.1109/syscon48628.2021.9447068.

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Kotowski, J. F., E. Szlachcic, and P. M. Wantowski. "Portfolio selection based on technical trading rules optimized with a genetic algorithm." In 2010 IEEE 14th International Conference on Intelligent Engineering Systems (INES 2010). IEEE, 2010. http://dx.doi.org/10.1109/ines.2010.5483839.

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Hurwitz, Evan, and Tshilidzi Marwala. "Suitability of using technical indicator-based Strategies as potential strategies within intelligent trading systems." In 2011 IEEE International Conference on Systems, Man and Cybernetics - SMC. IEEE, 2011. http://dx.doi.org/10.1109/icsmc.2011.6083646.

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de Brito, R. F. B., and A. L. I. Oliveira. "Comparative Study of FOREX Trading Systems Built with SVR+GHSOM and Genetic Algorithms Optimization of Technical Indicators." In 2012 IEEE 24th International Conference on Tools with Artificial Intelligence (ICTAI 2012). IEEE, 2012. http://dx.doi.org/10.1109/ictai.2012.55.

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Zhang, Zhenyuan, Haoyue Tang, Qi Huang, and Wei-Jen Lee. "Two-Stages Bidding Strategies for Residential Microgrids Based Peer-to-Peer Energy Trading." In 2019 IEEE/IAS 55th Industrial and Commercial Power Systems Technical Conference (I&CPS). IEEE, 2019. http://dx.doi.org/10.1109/icps.2019.8733335.

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Cliff, Dave. "Simulation-based evaluation of automated trading strategies: a manifesto for modern methods." In The 19th International Conference on Modelling and Applied Simulation. CAL-TEK srl, 2019. http://dx.doi.org/10.46354/i3m.2019.mas.018.

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Abstract:
In many investment banks and major fund-management companies, automated "robot" trading systems now do work that 20 years ago would have required large numbers of human traders to perform: the rise of robot traders is a major success-story for artificial intelligence (AI) research. Although the technical details of currently profitable automated trading systems are closely guarded commercial secrets, the rise of robot trading can be traced back to a sequence of key AI research papers. Each of these key papers relied on minimal abstract simulation models of real financial markets: the simulators provide test-beds for trials in which the performance of different trading strategies could be evaluated and compared. Recent studies have revisited these seminal results, using more realistic simulations of contemporary financial markets, and have cast major doubts on core conclusions drawn in the original publications. Therefore, it seems reasonable to argue that present-day simulation methods are exposing significant problems in past research on automated trading. This position paper presents no new empirical results but instead presents a review of key past papers and an argument, a manifesto, for establishing a shared market-simulator test-bed that adequately reflects current real-world financial markets, for use in future evaluation and comparison of trading strategies.
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Reports on the topic "Technical trading systems"

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Neely, Christopher J., and Paul A. Weller. Technical Trading Rules in the European Monetary System,. Federal Reserve Bank of St. Louis, 1997. http://dx.doi.org/10.20955/wp.1997.015.

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