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Automated Trading on Cryptocurrency Exchanges
Křesťan, Zdeněk ; Zbořil, František (referee) ; Kočí, Radek (advisor)
This thesis focuses on automated trading on cryptocurrency exchanges. Cryptos are now widespread. The possibility of hier automated buying and selling is an interesting topic, which is more and more mentioned. The main part of the thesis is the design of an algorithm for processing data from stock exchanges, their evaluation and subsequent execution of cryptocurrency trades. It also describes its implementation, testing and possible further extensions.
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Information System for Automated Trading at Crypto-Currency Exchange
Klobáska, Miroslav ; Rychlý, Marek (referee) ; Bartík, Vladimír (advisor)
The aim of this bachelor thesis is to create an information system that will execute trades on a cryptocurrency exchange in real-time, with the goal of achieving financial profit. Specific algorithms designed to generate profit are not presented in the thesis. The thesis focuses on design and development of program models that are subset to presented general trading algorithm and on the integration of these models within the information system. The result is an information system that operates users’ trading algorithm instances of a configurable set of dual trading algorithms with complete asset management. This is a specific view of automated trading, not a complete product, but rather an infrastructure that offers an alternative to publicly available, and often limited, systems for users.
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Automated Trading on Cryptocurrency Exchanges
Křesťan, Zdeněk ; Zbořil, František (referee) ; Kočí, Radek (advisor)
This thesis focuses on automated trading on cryptocurrency exchanges. Cryptos are now widespread. The possibility of hier automated buying and selling is an interesting topic, which is more and more mentioned. The main part of the thesis is the design of an algorithm for processing data from stock exchanges, their evaluation and subsequent execution of cryptocurrency trades. It also describes its implementation, testing and possible further extensions.
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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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