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Dissertations / Theses on the topic 'Technical trading systems'

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Published: 4 June 2021
Last updated: 11 February 2022

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1

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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3

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
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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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Aldea, Cerasella Edhazhoerh. "Technical analysis-based futures trading system." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/mq24080.pdf.

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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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Kutina, Michal. "Analýza burzovních dat metodami UI." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-15866.

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The graduation thesis "Analysis of stock-exchange data using AI methods" is focused on the use of neural networks while predicating the exchange-rate movements on Change. The theoretical part is divided into three independent units. The Change matters and the related individual terms are described in the first part. In the second part, the two basic approaches to the stock-exchange data analysis are analyzed, these two approaches being the fundamental and technical analysis. The third, and the last, theoretical part forms an individual unit describing the Artificial Intelligence theory. Particularly the issue of the neuronal networks is described in detail. The practical part seeks the use for the chosen neuronal network GAME. It analyses the chosen YMZ9 market. It focuses on the prediction of the exchange-rate movements using the "sliding window" method. The last chapter summarizes the results and it proves that under certain circumstances it is possible to properly use the neuronal networks both for the prediction of the stock-exchange movements and as one of the corner-stones of the profitable trading system.
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Svensson, Peter. "Digitalisering inom teknikhandelns småföretag : Hur småföretag hanterar digitaliseringens möjligheter och utmaningar inom den traditionella industrin." Thesis, Linnéuniversitetet, Institutionen för informatik (IK), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-104638.

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Digitaliseringen erbjuder utmaningar och möjligheter för såväl små som stora företag och driver inom partihandeln effektivisering, stordriftsfördelar och automatisering vilket bedöms leda till fortsatt konsolidering med färre och större företag. Forskning visar att förutsättningarna att hantera utmaningar och möjligheter ser olika ut beroende på olika faktorer som företagsstorlek, ålder, bransch och resurser. Det kan leda till digitala klyftor mellan dem som tar vara på möjligheterna och de som inte gör det. Utvecklingen behöver nödvändigtvis inte betyda att det är de moderna sektorer som förändras mest. Forskning visar på en utmanande situation när småföretag med begränsade resurser skall driva digitalisering till en högre nivå av digital mognad. Med bättre kunskap om hur förutsättningar ser ut kan ny viktig förståelse bidra till att förbättra möjligheten att hantera utmaningarna och ta vara på möjligheterna. För att undersöka detta har en kvalitativ studie genomförts på sex småteknikhandelsbolag i den mogna industrin. Vald teori bygger på Westerman, et al., (2014) digitala mognadsmodell med utgångspunkt i digital förmåga och ledarskapsförmåga.Forskningsresultatet som vald teori grundar sig på är baserad på den mogna industrin, vilket gör den relevant för uppsatsens problemformulering och forskarfråga. Studien i uppsatsen visarpå kundorienterade små teknikhandelsbolag med olika verksamheter som befinner sig i en liknande situation utifrån digitaliseringen. Företagen visar en medvetenhet om sina digitala brister och en ambition att utvecklas, men med en försiktighet och osäkerhet i genomförandet. Det kan kopplas samman med brist på främst relevant digital förståelse. Ambitionen leder till olika digitala insatser inom olika område, men en övergripande digital helhetssyn saknas. Samtidigt uttrycker företagen ingen noterbar oro för situationen, vilket ger en något motsägelsefull bild. Studien visar på ett samstämmigt resultat vilket stämmer överens med tidigare forskning, och kan indikera att tusentals andra småföretag befinner sig i samma båt. Teorin är relevant, men för att de studerade företagen skall kunna omsätta teorin praktiskt på ett sätt som leder dem framåt behöver de nå en högre digital mognad. Därför matchar det valda teoretiska perspektivet inte företagens behov i nuläget. Den enskilt största utmaningen är relaterad till brist på digital kompetens för att strategiskt driva digital omställning. Med en traditionell och relativt digitalt omogen kundsektor blir omvandlingstrycket lågt med för- och nackdelar. Företag inom teknikhandel skapar ett mervärde genom specialistkunnande, lokal marknadskännedom, kvalificerad teknisk rådgivning, lagertillgänglighet och hög service. Det är livsviktigt att fortsätta utveckla detta mervärde för ökad konkurrenskraft mot ökad digital transparens av prisjämförelser och mot resursstarka globala och digitala e-handelsplattformar. Genom att lyfta blicken över den vardagliga situationen bör företagen mer proaktivt fokusera på extern kundnytta och intern effektivitet. Med ökad förståelse om kunders digitala behov, kan företagen kraftsamla inom område med störst behov, vilket kan attrahera nya kunder med högredigital mognad som skapar incitament till att driva den digitala omställningen framåt. För Sveriges tusentals industriföretag är potentialen i dessa frågor stor och avgörande på sikt.
Digitalization offers challenges and opportunities for both small and large companies and drives efficiency, economies of scale and automation within the technical trade sector, which isexpected to lead to continued consolidation with fewer and larger companies. Research shows that the conditions for managing these challenges and opportunities are different depending on different factors such as company size, age, industry, and resources. This can lead to a situation where digitalization divides between those who seize the opportunities and those who don´t. The development does not necessarily mean that it is the modern sectors that are changing the most.Research shows a challenging situation, when small businesses with limited resources want to drive digital transformation to a higher level of digital maturity. With better knowledge of what the conditions look like, important understanding can improve the ability to manage the challenges and seize the opportunities. Therefore, a qualitative study has been carried out on six small technical trading companies in the mature industry. The chosen theoretical framework is based on Westerman, et al., (2014) digital maturity model with two dimensions, digital capabilities, and leadership capabilities. The research results on which the chosen theory is based is the mature industry, which makes the chosen theory relevant to the thesis's problem formulation and research question. The study shows customer oriented small technical trading companies with different businesses that are in a similar situation due to digitalization. Companies show an awareness of their digital shortcomings and an ambition to develop, but with caution and uncertainty in their implementation. This can be linked to a lack of mainly relevant digital understanding. The ambition leads to different digital efforts in different areas, but an overall digital holistic approach is lacking. At the same time, companies do not express any notable concern about the situation, which paints a somewhat contradictory picture. The study shows a consistent result, also with previous research, and may indicate that many thousands of similar small businesses are in the same boat. The theory is relevant, but for the companies studied to be able to put the theory into practice in a way that leads them forward, they need to reach a higher digital maturity. Therefore, the chosen theoretical perspective does not match the needs of the companies at present. The single largest challenge is related to a lack of digital skills to strategically drive digital transformation. With a traditional and relatively digitally immature customer sector, the conversion pressuresare low resulting in both advantages and disadvantages. Technical trading companies create added value through a specialist know-how, local market knowledge, qualified technical consultations, product availability and high service. It is vital to continue to develop this added value for increased competitiveness towards increased digital transparency of price comparisons and towards resource-rich global and digital e-commerce platforms. By looking above, the daily business, the companies should focus more proactively on external customer benefit and internal efficiency. With an increased understanding of customers' digital needs, companies can gather strength in areas with the greatest need, which can attract new customers with higher digital maturity who creates incentives to drive the digital transition forward.
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Weselake, J. Jonathan. "Technical system trading returns from commodity futures markets." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape7/PQDD_0009/MQ41648.pdf.

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Kudláček, David. "Návrh a optimalizace obchodního systému založeného na principech systému Triple Screen." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-241404.

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This diploma thesis deals with the Triple Screen trading system in the theoretical and practical level. As part of the work semiautomatic trading system, which focuses on trading with corn is designed. Previously, there are discussed theoretical assumptions necessary for the successful implementation of the trading system. There is explained and described deal with corn and principles and possibilities nowadays. The practical part includes the creation of custom application in Matlab development environment and scripting language. Using this application is simulated trading corn with selected trend indicators and oscillators. Using historical data there is found the best combination of indicators and it is subsequently applied on the following dates.
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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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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, some of the agents have proven to yield good results, both during years with extremely good stock market returns, as well as during times of recession. In spite of the positive performance, anomalous results do exist and call for cautionous use of the system’s recommendations. Combining them with fundamental analysis appears to be a safe approach to achieve succesful stock market trading.

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Novotná, Vendula. "Technická analýza vybraných akcií." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224734.

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This master’s thesis deals with the technical analysis of Starbucks Corporation, Vodafone Group, Apple and Autodesk stocks, which are tradeable at stock market NASDAQ. At the beginning, this work focuses on theoretical materials, which are then used for elaborating three trading systems and their testing on selected stocks. Conclusion of this thesis contains a selection of trading system for each stock on selected period of time.
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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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Oliva, Martin. "Testování vlastních obchodních strategií na americkém kapitálovém trhu." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-17088.

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The aim of the thesis is testing of created investment strategies on American capital market. The beginning of the thesis is devoted to the explanation of principles of Walk-forward optimalization, description of tested time period and shares and other starting points of the thesis. Afterwards several tools of technical analysis are used to create two trading systems, which are then tested. The final part of the thesis is devoted to the analysis of results of both trading system and to suggestions, which could improve both trading systems performance.
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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 part is mainly focused on technical analysis and describing well known and the most widely used indicators of technical analysis. Based on gained knowledge, several automated intraday trading strategies suitable for small initial capital on the most liquid currency pair EUR/USD are designed, tested and evaluated. These strategies are based on technical indicators and its combinations.
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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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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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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 the end of year 2014.
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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 than 25 % of some business strategies by tweets analysis. However this improvement applies for certain data and timeframe.
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Tomo, Milan. "Využití technické analýzy při obchodování futures odvozených od akciových indexů." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2010. http://www.nusl.cz/ntk/nusl-222575.

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The diploma thesis deals with the possibilities of using technical analysis to trade on the financial markets, particularly in futures trading derived from stock market indexes. Specifically specifies selected trading system and then analyzes the results achieved by this system.
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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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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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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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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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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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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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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 model. The final part proposes a possible practical accounting solution to the foreign exchange speculative trades.
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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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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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Borek, Martin. "Investiční strategie založená na Bollingerových pásmech." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224965.

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This thesis deals with the automatization and comparison of two different strategies for the forex markets, based on the indicator, one from the tools of technical analysis, called Bollinger Bands. Both strategies are first optimized and then compared. Automatization of strategies will be implemented by? using the Meta Quotes Language for MetaTrader broker and its testing will be done on historical data. The goal with this thesis is the operational objective application of the better strategy in the environment of real market.
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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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Maia, Abra?o Vieira. "Timing no mercado de a??es no brasil com padr?es candlesticks e indicadores associados." Universidade Estadual de Feira de Santana, 2018. http://tede2.uefs.br:8080/handle/tede/683.

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Submitted by Verena Pereira (verenagoncalves@uefs.br) on 2018-07-20T23:30:41Z No. of bitstreams: 1 Disserta??oMestradoVers?oFinalCD.pdf: 2552948 bytes, checksum: 021c9ef4954fba969e5860759364257e (MD5)
Made available in DSpace on 2018-07-20T23:30:41Z (GMT). No. of bitstreams: 1 Disserta??oMestradoVers?oFinalCD.pdf: 2552948 bytes, checksum: 021c9ef4954fba969e5860759364257e (MD5) Previous issue date: 2018-03-06
The biggest challenge for stock market traders is to identify the timing to enter and exit in a trade. This research uses a trading system based on bullish and bearish candlesticks patterns to identify buy and sell signals in the brazilian?s stock market with exit through the chandelier method. The trading system was tested during the period 2005 and 2010 for application in two strategies between 2011 and 2016. The statistical significance and robustness of the strategies were evaluated through skewness, kurtosis, Monte Carlo, z-score, t-test and walk-forward. They revealed some prediction in bullish candlesticks standards
O maior desafio para os investidores no mercado de a??es ? identificar o momento para entrar e sair de uma negocia??o. Esta pesquisa utilizou um sistema de negocia??o baseado em padr?es candlesticks de alta e de baixa para gerar sinal de compra/venda no mercado brasileiro de a??es e vender/comprar por meio do m?todo chandelier exit. O sistema de negocia??o foi testado para simular negocia??es no per?odo entre 2005 e 2010 e para aplica??o em duas estrat?gias no per?odo entre 2011 e 2016. A signific?ncia estat?stica e robustez das estrat?gias foram avaliadas por meio daskewness, kurtosis, Monte Carlo, z-score, t-test e walk-forward. Eles revelaram algum grau de predi??o nos padr?es de candlesticks de alta
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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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"A Study of the trading systems of the selected technical indicators." Chinese University of Hong Kong, 1992. http://library.cuhk.edu.hk/record=b5887109.

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by To Kwok-Fai.
Thesis (M.B.A.)--Chinese University of Hong Kong, 1992.
Includes bibliographical references (leaves 83-84).
ABSTRACT --- p.ii
ACKNOWLEDGEMENTS --- p.iii
TABLE OF CONTENTS --- p.iv
LIST OF ILLUSTRATIONS --- p.vi
LIST OF TABLES --- p.viii
Chapter
Chapter I. --- INTRODUCTION --- p.1
Chapter II. --- THE GROWTH AND CHANGING CHARACTER OF THE FOREIGN EXCHANGE MARKET --- p.3
Three Economic Blocs --- p.3
Increase of Trading Volume --- p.4
Shift In Customer Base --- p.5
Twenty-four Hours Global Market --- p.5
Growth in the Use of Computer --- p.6
Chapter III. --- FORECASTING OF FOREIGN EXCHANGE RATE --- p.7
Efficient Market Hypothesis and Random Walk Theory --- p.7
The Hypothesis --- p.7
Implications --- p.9
Chaos Theory --- p.9
Definition --- p.9
Phenomena in Foreign Exchange Market --- p.9
Implications --- p.12
Fundamental Analysis in Forecasting Foreign Exchange Rate --- p.12
Technical Analysis in Forecasting Foreign Exchange Rate --- p.15
Other Factors Influencing Foreign Exchange Rate --- p.17
Chapter IV. --- METHODOLOGY --- p.18
Collection of Data --- p.18
Selection of Trading Systems --- p.20
Construction of Trading Systems --- p.21
Simple Moving Average Trading System --- p.21
Directional Movement Index Trading System --- p.22
Evaluation of Trading Performance --- p.27
Chapter V. --- RESULTS AND FINDINGS --- p.30
Simple Moving Average Trading System --- p.30
Directional Movement Index Trading System --- p.40
Comparison of the Two Trading Systems --- p.50
Current Net Profit or Loss --- p.50
Sample Standard Deviation --- p.52
Sharpe Ratio --- p.52
Ratio of Average Profit per Profitable Transaction to Average Loss per Losing Transaction --- p.55
Chapter VI. --- CONCLUSIONS --- p.57
APPENDIX
Chapter 1. --- Program Listing of Simple Moving Average Trading System Performance Report --- p.59
Chapter 2. --- Program Listing of Directional Movement Index Trading System Performance Report --- p.63
Chapter 3. --- "Detailed Listing of USD/DEM High, Low and Close Exchange Rate from Oct 18 1988 to Dec 31 1991" --- p.67
BIBLIOGRAPHY --- p.83
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43

Yeh, Chia-heng, and 葉佳恒. "The Triple Screen Trading System Can Promote Return of Technical Analysis." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/67546392696230828987.

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碩士
朝陽科技大學
財務金融系碩士班
100
The present study employed the Triple Screen Trading System proposed by Elder (1986).This research not only use oscillators but also use trend-following indicators in Taiwan 50 Index constituents and Taiwan 100 Index constituents. We find that the Triple Screen Trading System by the statistical validation can be to raise the return of the trading strategy. We construct the portfolio using 222 companies during the period of 2005 to 2011 in the present study. The empirical results are as follows: (1) in long position, oscillators and trend-following indicators both can raise return. (2) In short position, oscillators indicators can raise return. (3) The Triple Screen Trading System could reduce number of trading and improve the profitability. (4)The profitability of applying the trading strategy in the traditional industries outperforms that in the electronics industries.
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黃靖雅. "A novel future trading system by Integrating Genetic Algorithms and Technical Analysis." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/99391959958473308377.

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碩士
國立彰化師範大學
企業管理學系
102
ABSTRACT Taiwan Futures Exchange(TAIFEX) established Taiwan Stock Price Index Futures Contract (TX) on July, 1998. TX is a Financial Derivative that just pays few trading margin and has the Market-to-Market System. The feature of high leverage makes it more risky and challenging than stocks. Technical analysis is an useful tool to predict the variation of the stock price. However, using single technical analysis to predict price variation is not enough. Therefore, we need to use multiple technical analysis tools and employ the power of information technology to help people investing in financial markets. This paper selected several technical analysis indicators as variables, and used Artificial Intelligence methods including Logistic Regression Model, Artificial Neural Network, Support Vector Machine, Decision Tree, FRNN and Genetic Programming to predict the price of TX. To optimize artificial intelligence methods and try to find best futures trading system, we adopted Genetic Algorithms to filter indicator variables.
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LIN, YEN-YU, and 林晏愉. "Taiwan Stock Market Intraday Technical Trading Strategies using GA and Visualization System." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/68402944518017574336.

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碩士
輔仁大學
統計資訊學系應用統計碩士班
104
In the past, technical analysis is accustomed to use history daily data, but old information is losing its credibility. So in this study, we try to use intraday data which collected every 3 minutes to effectively, immediately reflect the stock market. Moreover, the technical indicators are often used specific periods trading rules, but it’s not suitable for all cases. This study would use Genetic Algorithms to search the optimal trading rule and divide data into two periods. The searching period which split 1 day to 5 days was from 2016/05/25 to 2016/06/15 and the testing period was the next day of searching period. The result shows the optimal trading rule which GA found is almost better than buy-and-hold strategy, so we can confirm the optimal trading rule which GA found have the ability of earning returns. With the advancement of information technology, investors can easily obtain stock information on the web, but in the face of these large and extremely complex information, it difficult to analysis an investment in a short time. Therefore, the purpose of this study is to explore a visualization system combined with genetic algorithms, moderately presented the information to investors.
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Lai, Chien-Chi, and 賴建吉. "Using Technical Analysis and Institutional Investors’ Holdings for Taiwan Stock Index Future Trading System." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/v7s9m4.

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碩士
樹德科技大學
金融系碩士班
104
This study applies the most basic technical analyses namely Moving Averaging, MACD, ADX and other technical indicators, in coordination with the information of TAIFAX foreign capital open interest and call-put options open interest information announced by Taiwan Futures Exchange to construct futures trading strategies, and carry out a performance back-testing through program trading software MultiCharts on the period from July 2, 2007 to August 31, 2015. Empirical results shows that in the future market if systematic trading can be achieved, under good risk management and strict operational discipline, the profit targets can indeed be obtained. However judging by the maximum drawdown of various trading system, in the future market, it is very difficult to gain great profit with small investment, only good fund control can help traders to go through the risks of uncertainty of the volatile prices. This study has included processing fees and slippage such trading costs and set one million dollars to operate one Taiwan Stock Index Futures. For a trading system with the best profit performance and no parameter optimization, it has already doubled the funds of maximum loss, illustrating the practical execution value of the trading strategies in this study for the traders to reference. Keywords: technical analysis, open information, futures trading strategy, program trading
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PALAMARČUK, Igor. "Konstrukce automatického obchodního systému a vyhodnocení dosažených výsledků při obchodování na komoditních trzích." Master's thesis, 2017. http://www.nusl.cz/ntk/nusl-367499.

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