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Analysis of Market Results
Jakubík, Martin ; Hrubý, Martin (referee) ; Rozman, Jaroslav (advisor)
This thesis deals with the analysis of trading results generated by trading on the stock exchange. Introductory section explains the issue of expert advisors and position sizing models. The next section deal creation expert advisor and creation of library for position sizing models. Knowledges are analyzed in the test part of the work. Finally, we apply knowledges to automatic evaluation of risk to the trading system.
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Design and Optimatization of Trading Strategy Using MetaTrader Platform
Kundračík, Roman ; Šmídek, Lubomír (referee) ; Budík, Jan (advisor)
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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Automatic Trading System for Currency Pairs Using Technical Analysis
Padyšák, Jan ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
The aim of this work is to create an automated trading system for trading currency pairs using technical indicators and technical analysis. The proposed trading system is tested and optimized on historical price data. To verify the robustness of the proposed system was used walk-forward analysis. Automatic trading system also uses rules for position sizing and risk management of open positions. Created system is profitabel on historical price data and also in the walk-forward analysis.
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Use of Automated Trading Systems on Commodity Markets
Herich, Martin ; Ondo, Ondrej (referee) ; Budík, Jan (advisor)
Focus of master's thesis is usability of automated trading of commodities with automated trading systems – expert advisors. Thesis describe theoretical background of commodity markets, trading principles, technical analysis of market, design and implementation of strategy as expert advisor. In conclusion, results are analyzed.
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Design and Optimatization of Trading Strategy Using MetaTrader Platform
Kundračík, Roman ; Šmídek, Lubomír (referee) ; Budík, Jan (advisor)
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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Analysis of Market Results
Jakubík, Martin ; Hrubý, Martin (referee) ; Rozman, Jaroslav (advisor)
This thesis deals with the analysis of trading results generated by trading on the stock exchange. Introductory section explains the issue of expert advisors and position sizing models. The next section deal creation expert advisor and creation of library for position sizing models. Knowledges are analyzed in the test part of the work. Finally, we apply knowledges to automatic evaluation of risk to the trading system.
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Automatic Trading System for Currency Pairs Using Technical Analysis
Padyšák, Jan ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
The aim of this work is to create an automated trading system for trading currency pairs using technical indicators and technical analysis. The proposed trading system is tested and optimized on historical price data. To verify the robustness of the proposed system was used walk-forward analysis. Automatic trading system also uses rules for position sizing and risk management of open positions. Created system is profitabel on historical price data and also in the walk-forward analysis.
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Use of Automated Trading Systems on Commodity Markets
Herich, Martin ; Ondo, Ondrej (referee) ; Budík, Jan (advisor)
Focus of master's thesis is usability of automated trading of commodities with automated trading systems – expert advisors. Thesis describe theoretical background of commodity markets, trading principles, technical analysis of market, design and implementation of strategy as expert advisor. In conclusion, results are analyzed.
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Making a trading strategy in the currency markets.
Šalovský, Vojtěch ; Brixí, Radim (advisor) ; Veber, Jaromír (referee)
This work focuses on the currency markets (forex) and especially programming language MetaQuotes Language 4 (MQL4), which is used on the platform MetaTrader 4 (MT4 ) for creating automated trading strategies. The aim of this work was to demonstrate that it is possible in the currency markets to achieve long-term gains with relatively little capital risk. The entire process of automated currency strategy from the initial idea to the final solution was implemented on the most widely used forex trading platform - MT4 . To meet the objective the strategy was programmed in MQL4 language inspired by the so-called triple screen method. Strategy was further tested on historical data using the backtesting. It has been shown that by using proper methods and procedures can create an automated trading strategy that in the time period from 1st Junuary 2012 to 31th December 2013 achieved the annual profit 25.44 % with a maximum drawdown of 15.75 % on the portfolio which included these currency pairs: EUR/JPY, USD/JPY, GBP/JPY, GBP/ USD AUD/USD.
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Development of automatic trading strategies for platform MetaTrader 4
Belada, Tomáš ; Brixí, Radim (advisor) ; Veber, Jaromír (referee)
The thesis deals with specific possibilities of automation of trading strategies for the Forex market. The theoretical part of the thesis describes the functioning of the Forex markets and the basic principles of trading in it. This is followed by an analysis of a popular trading platform MetaTrader 4 and MQL4 programming language, which was created for the purpose of development of trading indicators and automated trading strategies. The practical part of the thesis is the design, implementation, optimization and performance measurement of complex trading strategy based on popular trading indicators that is able to trade without any human involvement.
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