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The evaluation of technical indicators in trading on the commodity market
Vyoral, Jan ; Hes, Aleš (advisor) ; Petr, Petr (referee)
This work is focused on theoretical description, practical testing and evaluation of technical indicators in trading on commodity markets. The work is systematically divided on theoretical and practical parts. In the beginning of the first part is described theoretical analysis in general, which consists of the technical indicators and the chart patterns. Thereafter is theoretical part focused on the description of indicators and principles, on which are technical indicators founded. Part of the indicators descriptions are possible trading strategies and use for capture of trading signals. In the second part of the work are evaluated each indicators using definite trading strategies. The evaluation is performed by backtesting strategies on commodity markets historical data. The indicators are evaluated from the perspective of particular strategies profitability, taking into account the broker fees.

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4 Vyoral, Jakub
1 Vyoral, Jaroslav
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