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Transformation of Trading Strategies in the MetaLang Language on Parallel Codes Accelerated by a Supercomputer
Halfar, Vítězslav ; Šimek, Václav (referee) ; Jaroš, Jiří (advisor)
The aim of this bachelor thesis is to design and implement a software - MetaTester, which deals with testing and optimizing of the automated trading systems made for platform MetaTrader 4. This system handles performance problems of the most widespread business platform in the world, used to trade in the biggest world market - Forex, with the parallelization of processes and IT potential of supercomputers. The thesis describes the architecture of the system, solving problems, the implementation of sectional parts and special techniques to provide the highest computing performance. At the end of the thesis, there are summarized achievements of the platforms MetaTrader and MetaTester.
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Design and Optimalization of Automatic Trading System
Boček, František ; Plaček, Marek (referee) ; Budík, Jan (advisor)
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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Technical Analysis
Spáčil, Přemysl ; Budík, Jan (referee) ; Novotná, Veronika (advisor)
This master’s thesis is focused on the development, optimization and testing automated trading systems (ATS) using technical analysis. The first part, which describes mainly theoretical background, is followed by the practical part. This section deals with designing workflow for the development of ATS. Outcome of this thesis is portfolio of strategies that can be traded on e-mini markets. Some systems have been designed in Adaptrade Builder using genetic algorithms, while all testing was performed in TradeStation platform.
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Design of Automatic Trading System for Intraday Trading on Forex
Neřád, Václav ; Cibula, Peter (referee) ; Budík, Jan (advisor)
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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Technical Analysis
Kosek, Lukáš ; Doubravský, Karel (referee) ; Novotná, Veronika (advisor)
This thesis deals with problems of the technical analyses and its usage during creation of the automated trading systems. Theoretical section explains the basic principles of functioning of the monetary market (Forex) and includes technical indicators. Portfolio of strategies, as output of this work, was applied onto monetary pairs of Euro/American dollar and British pound/American dollar. Computer program Adaptrade Builder was used for proposed commercial strategies with help of the genetic algorithms and subsequently tested on the MetaTrader 4 commercial platform.
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Automatic Trading System for CFD Markets
Novák, Milan ; Novotná, Veronika (referee) ; Budík, Jan (advisor)
This thesis deals with design, optimization and testing of an automated trading system intended for trading CFD contracts. The strategy is based on a combination of a moving average and a custom indicator, which gives signals based on convergence of signals of other monitored indicators. The designed automated trading system also contains a simple, but efficient money management. It is responsible for risking a constant portion of current account balance on each trade. The thesis continues with comparison of three ways to optimize chosen input parameters and comparison of performance of the strategy for ten tested market symbols.
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Online trading using automated trading systems
Polák, Tomáš ; Palovský, Radomír (advisor) ; Sova, Martin (referee)
This work deals with the online automated trading systems in the Forex. In the theoretical section are explained basic concepts necessary for understanding of the international currency market and the basic tools used by professionals to analyze the behavior of prices. In the practical part, author construct two profitable automated systems based on different approaches according to generally accepted standards and prove that it is possible on the basis of simple-blade business model to program a robot to safely and regularly evaluates the financial resources. The results will be compared with the performance of a standard open source AOS.
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Technical Analysis of the Futures Contract E-mini Russell 2000
Palidrab, Maroš ; Veselá, Jitka (advisor) ; Málek, Jiří (referee)
The goal of my thesis is to describe futures commodity contract e-mini Russell 2000 and the application of automatic trading system on this contract. Developed trading strategy is tested with technical analysis indicators using Money management for optimization. The conclusion of the thesis answers the question if modeled trading system is profitable and practically used for real trading.
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