|
| |
|
|
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.
|
|
|
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.
|
|
|
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.
|
|
| |
|
|
Design and Implementation of Automatic Trading System for Foriegn Exchange Market
Vojtěch, Tomáš ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This diploma thesis deals with the design of a trading strategy and subsequent implementation of an automated trading system for the forex currency market. In this thesis, a "breakout" strategy with trade filtering based on moving average is created. Consequently, an automated trading system for the MetaTrader 4 platform is developed in MQL4 language. This thesis also deals with the back-testing and optimization of the system in order to maximize the stability and profit.
|
|
| |
|
|
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.
|
|
|
Design and Optimization of Automated Trading System on the Currency Markets
Kanoš, Petr ; Stoklásek, Libor (referee) ; Budík, Jan (advisor)
This master thesis deals with design of automated trading system for currency trading. The thesis includes testing of this system on historical data and its optimization for achieving stability and profit. Thesis is divided into theoretical, analytical and practical part. The goal of the first part is to provide theoretical knowledge of the currency market, methods for analysis of the currency market and to define fundamental terminology. Second part describes properties of technical analysis indicators and introduces optimization and testing methods for automated trading systems. The last part is focused on design, implementation, optimization and testing of the automated trading systems.
|
|
|
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.
|
guest ::
