Original title: Algoritmizace pro podporu rozhodování
Translated title: Algorithmization for decision support
Authors: Magda, Michal ; Budík, Jan (referee) ; Dostál, Petr (advisor)
Document type: Bachelor's theses
Year: 2019
Language: slo
Publisher: Vysoké učení technické v Brně. Fakulta podnikatelská
Abstract: [slo] [eng]
Cieľom tejto práce je vytvorenie stratégie pre obchodovanie kryptomeny bitcoin voči doláru (BTC/USD) v platforme MetaTrader5 (MT5) pomocou využitia programovacieho jazyka MQL5. Podstatou analýzy je importovanie dát do platformy MT5 z kypto-burzy, naprogramovanie stratégie za pomoci využitia technických indikátorov a otestovanie úspešnosti na historickom vývoji hodnoty bitcoinu. Vytvorené riešenie poskytuje automatizovaný obchodný systému s jednoduchou modifikáciou hlavných parametrov. Hlavným zistením je schopnosť predikcie budúceho vývoja ceny bitcoinu a zhodnotenie výnosu voči podstúpenému riziku. The aim of this bachelor thesis is a strategy creation for bitcoin towards dollar (BTC/USD) on the MetaTrader5 (MT5) platform by utilizing programming language MQL5. The basis of the analysis is to import data from crypto-exchange into the MT5 platform, to program a special strategy based on technical indicators and to backtest the performance efficiency on the historical growth of the bitcoin value. Created solution provides a trading robot with simple access to the crucial parameters modification. Primal finding is the ability to predict the future value of bitcoin, evaluation and comparsion between the revenue and risk.
Keywords: bitcoin; blockchain; cryptocurrency; MetaTrader5; MQL5; technical analysis

Institution: Brno University of Technology (web)
Document availability information: Fulltext is available in the Brno University of Technology Digital Library.
Original record: http://hdl.handle.net/11012/178582

Permalink: http://www.nusl.cz/ntk/nusl-399921


The record appears in these collections:
Universities and colleges > Public universities > Brno University of Technology
Academic theses (ETDs) > Bachelor's theses