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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Intraday trades
 BOHINSKÝ, Petr
This thesis is focused on comparison of intraday and short term trades profitability using technical analyses by application the method of crossing moving averages between January 1st 2014 and August 1st 2016. Trading takes place on the basis of buying and selling signals of a generated technical indicator in the investment program Alapri and XTB. The traded indexes are DAX 30, S§P 100 and commodities gold and oil. The theoretical part of this work is devoted to the financial market, commodity market, describes intraday and positional trader and advantages as well as disadvantages of these markets. It also deals with technical analyses and explains basic investment terms. Practical part of the work is devoted to a description of the results modeled on real historical data. It is possible to determine on the base of back-tested results that the method of crossing moving average with the value of the instrument is better for short-term trades; in modeled example in daily graph than for intraday trades modeled in four-hour graph. Furthermore when modeling there was found that it is more profitable to buy instruments and let them be valorized by the financial market under given conditions. It means to buy them at the beginning of the investment period and sell at the end of this period without any buying and selling operations.
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Využití technické analýzy pro intradenní obchody na komoditních trzích
 Veselý, Jiří
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