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Building Trading System Based on Time Range Breakout
Šťastný, Filip ; Hynek, Jiří (referee) ; Holkovič, Martin (advisor)
This thesis is focused on creation of automatical trading system for Forex exchange market. System is based on time range breakout principal and highly customizable by parameters. The thesis explains basic principals of trading on Forex, a designing of the strategy, an implementation of the strategy in Easy language, optimalizations and backtesting using Multicharts platform.
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Two-dimensional distributions for given margins
Šťastný, Filip ; Pešta, Michal (advisor) ; Omelka, Marek (referee)
One of the tools for study of dependence between random variables are co- pulas. While modelling multidimensional variables it is possible using Sklar's theorem to model through copulas marginal distributions and relationship be- tween them separately, this approach thus enables us to split construction of multi-dimensional distributions into these two factors. With marginal distributi- ons fixed, the construction is consisting of appropriate copula choice only. This thesis deals with copulas in the case of two-dimensional distributions with conti- nuous fixed marginal distributions and is focused on parametrical copulas, mainly through Archimedean copulas. Basic properties of copulas with Sklar's theorem, which enables studying copulas in stochastic context, are presented here. Further, measures of dependence such as Kendall's tau, Spearman's rho and coeficients of tail dependence are in connection with copulas studied in this thesis. At the end, the thesis deals with methods of estimation unknown parameters, which are ilustrated on two examples. 1
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Vliv způsobu nakládání na přesnost nakládky míchacích krmných vozů
ŠŤASTNÝ, Filip
The subject of the diploma thesis is Influence of loading method on loading accuracy of mixing feed wagons. The teoretical section describes the technologies used in feeding cattle. Both, technology from the past and especially modern technology. An overview of mixing feed wagons is listed, especially in terms of loading and unloading. In the practical part of the diploma thesis there is a comparison of two different feed wagons from the brand Faresin and Trioliet. The comparison focuses mainly on the loading and unloading of feed. The data will be recorded in a programmable weighing computer system integrated in each mixing wagon used. The thesis contains a brief description of both computer programs. The obtained data are recorded in tables and graphs for better overview.
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Stanovení poloměru otáčení u traktorů Zetor 6911, Zetor 7745 a Zetor 7711 pro potřeby počítačových modelů
ŠŤASTNÝ, Filip
The subject of the bachelor's thesis is Determining the turning radius of selected agricultural machinery. It deals with the analysis of working machines, sorting the tractors out according to multiple aspects and factors that influence the operation of vehicles in the field, such as wheel slipping, rolling resistance , air resistance or strength of the underlying material. Practical part deals with evaluation of measured results of Zetor 6911, Zetor 7711 and Zetor 7745 wheeled tractors and determination of turning radius. Work reflects the actual turning radius of particular tractors and weather conditions during the data collection. For better clarity, the results are written in the tables.
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Building Trading System Based on Time Range Breakout
Šťastný, Filip ; Hynek, Jiří (referee) ; Holkovič, Martin (advisor)
This thesis is focused on creation of automatical trading system for Forex exchange market. System is based on time range breakout principal and highly customizable by parameters. The thesis explains basic principals of trading on Forex, a designing of the strategy, an implementation of the strategy in Easy language, optimalizations and backtesting using Multicharts platform.
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