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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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The Use of Means of Artificial Intelligence for the Decision Making Support on Stock Market
Vaško, Jan ; Kříž, Jiří (referee) ; Dostál, Petr (advisor)
Diploma thesis deals with analyzing the possibility of using artificial intelligence, specifically artificial neural networks and fuzzy logic, on the capital markets as a tool to support decision making in business. The Matlab software is used for this purpose. The work is divided into three parts. The first part deals with theoretical knowledge, brief description of the current situationin is covered in a second part and the theoretical solutions are applied to the system in the third section.
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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.
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Technical Analysis
Kratochvíl, Bohumír ; Dřímal, Dominik (referee) ; Novotná, Veronika (advisor)
Master´s thesis goal that the author hopes to achieve is a design of an application aiding stock technical analysis based on identified needs. Based on analysis regarding modules for technical analysis of current trading platforms, I found out there is a certain space for improvement. Implemented trading rules and technical indicators of the application itself are further examined in terms of prognostic success rate on historical data. Selected chapters of technical analysis are fundamental base for this master´s thesis.
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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.
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Technical Analysis
Kubíková, Lenka ; Doubravský, Karel (referee) ; Novotná, Veronika (advisor)
The bachelor's thesis deals with use of technical analysis to create the optimal portfolio of shares. There is primarily used the Capital Asset Pricing Model CAPM. In the first part of thesis there is stated the theoretical background which describes basic information about shares, capital market, technical analysis and CAPM model. The second part of thesis describes individual companies whose shares were chosen for analysis, and it focuses on the detection of buying and selling signals using moving averages. The last part of thesis applies of formation of optimal portfolio and description of application which attends to individual calculations.
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Technical Analysis
Krčová, Vendula ; Jedličková, Lucie (referee) ; Novotná, Veronika (advisor)
This diploma thesis is focused on the general characteristics of the technical analysis, definitions of the information sources and technical analyses. Main attention is given to the particular indicators of the technical analysis. Practical part of this thesis includes applying of the defined indicators in the evaluation of the money market situation.
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Sensitivity analysis of pressure-time method on measurement uncertainty
Červinková, Kateřina ; Himr, Daniel (referee) ; Habán, Vladimír (advisor)
The pressure-time method is one of two methods of measuring the flow rate on large hydraulic structures applicable to IEC 60041, which is based on the temporal integration of the measured pressure difference and the formation of a water hammer in a closed pipe. The aim of this master thesis is to perform a literature review of this method and to evaluate the flow rate of the measured data. Furthermore, the thesis deals with determination of the sensitivity of the evaluated flow rate to the weights of individual pressure sensors and to numerical modifying of the measured pressures. The first part is made using MS Excel. The flow rate is always evaluates with only one pressure sensor and it is compared with the original flow rate. There is research, how absence of the sensor has an impact on the evaluated flow rate. In the second part of the determination of the sensitivity of the evaluated flow rate, various encroachment (signal smoothing, noise, time delay, frequency band removal) are performed of measured pressure signal in Matlab. Various surrounding influences or sensors failures are simulated.
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