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Testing of Indicators for Technical Analysis in Stock Market Trading
Kaděra, Miroslav ; Hrubý, Martin (referee) ; Rozman, Jaroslav (advisor)
The topic of this thesis is testing of indicators for technical analysis, done from the point of view of their suitability for automatic stock market trading systems. The thesis tests behaviour of simple moving average, exponential moving average and the RSI indicator. A simple automatic trading system was made for each indicator. Profitability of the system was tested for various parameters of the used indicator. The testing was realized using real historical data of more than ten years historical period. The results show that profitability of the system can be increased by tens of percent. Even though for stable profitable trading the trader should work out a lot of other rules than just indicator parameters.
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Dewatering of foundation pit - numerical analysis
Krejzar, Vojtěch ; Boštík, Jiří (referee) ; Miča, Lumír (advisor)
The subject of the presented thesis is a foundation pit dewatering numerical analysis. The study is introduced with practical examples and the summary of the necessary theory. Individual subtasks are modeled as two or three-dimensional problem on a chosen foundation pit example. A comparison with analytical methods and theoretical knowledge about the problem is made. The studies focus on specifying the pumped water quantity, the shape of the depression curve, determining the size of the numerical model and the influence of the finite element network density. The steady-state flow cases, water table aquifer, a well system, sheet pile wall cutoff effect, surface drained pit and partial penetration cases are analyzed. The work proposes a method of modeling a well by FEM. The main output is a 3D analysis of a submerged excavation dewatered with a partially penetrated well system.
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Dewatering of foundation pit - numerical analysis
Krejzar, Vojtěch ; Boštík, Jiří (referee) ; Miča, Lumír (advisor)
The subject of the presented thesis is a foundation pit dewatering numerical analysis. The study is introduced with practical examples and the summary of the necessary theory. Individual subtasks are modeled as two or three-dimensional problem on a chosen foundation pit example. A comparison with analytical methods and theoretical knowledge about the problem is made. The studies focus on specifying the pumped water quantity, the shape of the depression curve, determining the size of the numerical model and the influence of the finite element network density. The steady-state flow cases, water table aquifer, a well system, sheet pile wall cutoff effect, surface drained pit and partial penetration cases are analyzed. The work proposes a method of modeling a well by FEM. The main output is a 3D analysis of a submerged excavation dewatered with a partially penetrated well system.
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Testing of Indicators for Technical Analysis in Stock Market Trading
Kaděra, Miroslav ; Hrubý, Martin (referee) ; Rozman, Jaroslav (advisor)
The topic of this thesis is testing of indicators for technical analysis, done from the point of view of their suitability for automatic stock market trading systems. The thesis tests behaviour of simple moving average, exponential moving average and the RSI indicator. A simple automatic trading system was made for each indicator. Profitability of the system was tested for various parameters of the used indicator. The testing was realized using real historical data of more than ten years historical period. The results show that profitability of the system can be increased by tens of percent. Even though for stable profitable trading the trader should work out a lot of other rules than just indicator parameters.
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