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Automated Trading System for Commodity Markets
Kliment, Vojtěch ; Novotná, Veronika (referee) ; Budík, Jan (advisor)
This master’s thesis primary deals with a design and a development of own automated trading system which is specialized for commodity markets, especially corn, soybean, wheat and slightly for gold. You can find theoretical basics of technical analysis here, then technical indicators, risk management and trading systems themselves. System is completely designed and programmed in MetaTrader trading platform with using programming language MQL and genetic algorithms. The output of this thesis is portfolio containing six trading strategies which achieved totally 42,4 % increase in three months at the end of year 2014.
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Support for Investment Decision Expert on Currency Markets
Vlček, Tomáš ; Novotná, Veronika (referee) ; Budík, Jan (advisor)
The thesis focuses on automated trading systems for trading on currency market. It describes basics of market analysis and deals with the design, optimization and identifying appropriate indicators of automatic trading system, which is based on the Fibonacci retracement. This system should serve as a decision support for trader's operations in the currency market. Furthermore, this thesis deals with the possibility of avoiding exchange rate risk by trading in the foreign exchange market.
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Design and Optimization of the Trading Strategy in Financial Markets
Pospíšil, Petr ; Slatinský, Miroslav (referee) ; Budík, Jan (advisor)
This bachelor's thesis is concerned with the design and optimization of a trading strategy on Foreign Exchange – particularly on EURUSD currency pair. The strategy makes use of standard indicators used in technical analysis and is consequently optimized and backtested using history data. The thesis addresses both the development of such a strategy and the main pitfalls, ones with which I have came in contact with and had to solve, are discussed.
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AOS: Virtual Order Management
Navrátil, Leoš ; Očenášek, Pavel (referee) ; Trchalík, Roman (advisor)
The aim of this bachelor's thesis is to design and implement a central system which will allow to enter, close and register orders from multiple remote clients. This goal will be achieved by abstracting from a trade order in trading platform using virtual order within central system. The suggested system should support buying or selling of desired instrument from multiple clients with defined volume at once in order to diminish broker's influence over the market. In other words, the system will spread out the order to multiple brokers.
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Automatic trading system for trading with commodities
Brábník, Petr ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This thesis deals with problems of automatic trading system for trading on commodity exchange. Automated trading system for the purpose of this thesis is based on the principle of adaptive moving average. This principle is processed initially at a theoretical level, then the thesis analyzes the problem of making automated trading system and risks of online trading. The final section describes implementation and testing of automatic trading system.
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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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The Investment Models in an Environment of Financial Markets
Bezděk, Petr ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
The content of my master´s thesis is the creation of automatic trading system which will be applied on real trading account mainly on financial markets of currency pairs. The thesis is divided to several parts where the theoretical part will introduce the problem of trading on financial markets. Following part analyses needs of small trader on the financial markets, selecting suitable instruments which will be used in automatic trading system. The part of the own solution design will create the mentioned automatic trading system which will be applied on broker´s demo account where the system will be tested mainly on historical data. Based on test results, system will be optimized and in case of usable results of testing also system will be applied on real trading account in trading company.
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Analysis of Financial Markets Using Technical Analysis
Beran, Adam ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This bachelor's thesis addresses the ways, methods and strategies of trading in the financial market known as Foreign Exchange (Forex). Thesis deals with the investment strategy focused on currency trading. Among the most traded currency pairs include the EUR/USD, USD/JPY and GBP/USD. The strategy is based mainly on technical analysis. It is also carried out backtesting and evaluation for which currency pair is this strategy most effective. This study therefore describes a process of creating this strategy.
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