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Design and Optimization of Automated Trading System
Ondo, Ondrej ; Gancarčík, Lukáš (referee) ; Budík, Jan (advisor)
This thesis focuses on automated trading systems for foreign exchange markets. It describes theoretical background of financial markets, technical analysis approaches and theoretical knowledge about automated trading systems. The output of the thesis is set of two automated trading systems built for trading the most liquid currency pairs. The process of developing automated trading system as well as its practical start up in Spartacus Company Ltd. is documented in the form of project documentation. The project documentation captures choosing necessary hardware components, their installation and oricess of ensuring smooth operation, as well as the selection and installation of the necessary software resources. In the Adaptrade Builder enviroment there has been shown the process of developing strategies and consequently theirs characteristics, performance, as well as a graph showing the evolution of the account at the time. Selected portfolio strategy has been tested in the MetaTrader platform and in the end of the thesis is offered assessing achievements and draw an overall conclusion.
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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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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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Technical Analysis
Regen, Ondřej ; Heliová, Martina (referee) ; Novotná, Veronika (advisor)
This master’s thesis deals with automated trading systems based on chosen trading strategies, their testing and inputs optimization. The work begins with a theoretical basis for subsequent practical part, where is the solution process illustrated. In conclusion, final evaluation of results is performed and recommendations for the future are mentioned.
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The Investment Models in an Environment of Financial Markets
Repka, Martin ; MSc, Martin Volko (referee) ; Budík, Jan (advisor)
This thesis focuses on automated trading systems for financial markets trading. It describes theoretical background of financial markets, different technical analysis approaches and theoretical knowledge about automated trading systems. The output of the present paper is a diversified portfolio comprising four different investment models aimed to trading futures contracts of cocoa and gold. The portfolio tested on market data from the first quarter 2013 achieved 46.74% increase on the initial equity. The systems have been designed in Adaptrade Builder software using genetic algorithms and subsequently tested in the MetaTrader trading platform. They have been finally optimized using sensitivity analysis.
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Making a trading strategy in the currency markets.
Šalovský, Vojtěch ; Brixí, Radim (advisor) ; Veber, Jaromír (referee)
This work focuses on the currency markets (forex) and especially programming language MetaQuotes Language 4 (MQL4), which is used on the platform MetaTrader 4 (MT4 ) for creating automated trading strategies. The aim of this work was to demonstrate that it is possible in the currency markets to achieve long-term gains with relatively little capital risk. The entire process of automated currency strategy from the initial idea to the final solution was implemented on the most widely used forex trading platform - MT4 . To meet the objective the strategy was programmed in MQL4 language inspired by the so-called triple screen method. Strategy was further tested on historical data using the backtesting. It has been shown that by using proper methods and procedures can create an automated trading strategy that in the time period from 1st Junuary 2012 to 31th December 2013 achieved the annual profit 25.44 % with a maximum drawdown of 15.75 % on the portfolio which included these currency pairs: EUR/JPY, USD/JPY, GBP/JPY, GBP/ USD AUD/USD.
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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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Analysis of technical indicators on foreign exchange market
Čermák, Jakub ; Musílek, Petr (advisor) ; Veselá, Jitka (referee)
The goal of this diploma work is aplication of technical analysis indicators, especially trend indicators and oscillators. Analysis was made for period of 5 years back on one title from foreign exchange market. Analysis indentifies whether are indicators more profitable than benchmark in the long term. Analysis also examine whether combination of indicators earn more, than indicators themselves.
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Development of mechanical trading strategy
Liška, Jakub ; Bruckner, Tomáš (advisor) ; Chocholatý, Drahomír (referee)
The objective of this thesis is to: 1) explore and evaluate the trading platform MetaTrader, the programing language MetaQuotes and the IDE MetaEditor; 2) create a mechanical trading system for the platform MetaTrader; 3) test the system on the historical data. Contributions for this thesis consist of available theoretical information and observation from my own experiences with creation and testing of the mechanical trading strategy.
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Sophisticated trading strategies and systems on electronic trading
Bezděkovský, Jakub ; Votava, Libor (advisor) ; Donát, Lukáš (referee)
Work clarifies the issues about trading strategies and systems to the starting traders. Attention is concentrated on trader with a small account. In the theoretical part, reader is introduced to the realities of trading and is briefed by the basics of theoretical knowledge. Using data analysis is made the trading strategy with trading systems. The goal is to try to answer the question whether it is possible to have constant gains in the financial markets using these strategies. The result of this work is a strategy that is made up of three business systems. These mechanical trading systems were programmed in the program Metatrader 4. After the final evaluation of trading systems and the whole strategy, we find that these trading systems (in spite of profitability) do not meet the requirements for trading. The conclusion is based on interview with professional trader, who suggests to the starting traders the way, which would lead to the constant gains using sophisticated trading strategies and systems.
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