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Automatic Trading System Based on Breakout Strategy and Public Fundamental Data
Mičulka, Václav ; Dostál, Petr (referee) ; Budík, Jan (advisor)
This thesis focuses on design, implementation and optimalization of automated trading system based on breakout strategy and public fundamental data wich trades on FOREX. It descripes theoretical backgroud of financial markets and especially focuces on FOREX. This automated trade system is implemented in object oriented programing paradigm for MetaTrader 5 platform. Last part of thesis is aimed at testing implemented system on historical data in order to evaluate the correctness of system and optimalizations.
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Design and Use of Automatic Trading System for Increasing Company's Capital
Kněžínek, Michal ; Suchomel, Michal (referee) ; Budík, Jan (advisor)
This diploma thesis discusses about the possibilities of investing in the capital market with a focus on the foreign exchange market. Analysis of the company, whose output is SWOT analysis, is focused on the economic justification of investments. The essence is the proposal of automatic trading systems that will automatically trade on the basis of information from the market and add value to ivested capital. This automatic trading systems are designed in analytic platform named MetaTrader and their parameters are optimized by genetic algorithms.
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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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Implementation of the system for analysis and optimization of business systems with the use of artificial intelligence
Staněk, Kamil ; Trenz, Oldřich (referee) ; Šťastný, Jiří (advisor)
This diploma thesis deals with the realization of a business order, consisting in creating a system of rapid analysis and optimization based on real business data of currency pairs using the MATLAB software. Within this developed topic a customer automated trading system is implemented, including the analysis and the optimization of the system parameters. There was also used a predictive system of the development of the prices, using artificial intelligence methods, based on historical data. The obtained data from the optimization and the simulations of the automated trading system are clearly summarized in graphic outputs.
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Testing of Automated Trading Systems
Zapletal, Martin ; Vrábel, Lukáš (referee) ; Petřík, Patrik (advisor)
This thesis deals with testing of automated systems used for stock market trading. The reader acquires basic knowledge about financial markets and stock market. Subsequently, performance indicators for the whole trading system and for the prediction model used in the system are introduced. The explanation of influence of input data selection on trading system performance is the most crucial part of the paper. Selected trading system tests were done using the application, which was made as a part of this thesis. Results of these tests are also presented.
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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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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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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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