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National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
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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