|
|
Forex automated trading system based on neural networks
Kačer, Petr ; Honzík, Petr (referee) ; Jirsík, Václav (advisor)
Main goal of this thesis is to create forex automated trading system with possibility to add trading strategies as modules and implementation of trading strategy module based on neural networks. Created trading system is composed of client part for MetaTrader 4 trading platform and server GUI application. Trading strategy modules are implemented as dynamic libraries. Proposed trading strategy uses multilayer neural networks for prediction of direction of 45 minute moving average of close prices in one hour time horizon. Neural networks were able to find relationship between inputs and output and predict drop or growth with success rate higher than 50%. In live demo trading, strategy displayed itself as profitable for currency pair EUR/USD, but it was losing for currency pair GBP/USD. In tests with historical data from year 2014, strategy was profitable for currency pair EUR/USD in case of trading in direction of long-term trend. In case of trading against direction of trend for pair EUR/USD and in case of trading in direction and against direction of trend for pair GBP/USD, strategy was losing.
|
|
|
Forex automated trading system based on neural networks
Kačer, Petr ; Honzík, Petr (referee) ; Jirsík, Václav (advisor)
Main goal of this thesis is to create forex automated trading system with possibility to add trading strategies as modules and implementation of trading strategy module based on neural networks. Created trading system is composed of client part for MetaTrader 4 trading platform and server GUI application. Trading strategy modules are implemented as dynamic libraries. Proposed trading strategy uses multilayer neural networks for prediction of direction of 45 minute moving average of close prices in one hour time horizon. Neural networks were able to find relationship between inputs and output and predict drop or growth with success rate higher than 50%. In live demo trading, strategy displayed itself as profitable for currency pair EUR/USD, but it was losing for currency pair GBP/USD. In tests with historical data from year 2014, strategy was profitable for currency pair EUR/USD in case of trading in direction of long-term trend. In case of trading against direction of trend for pair EUR/USD and in case of trading in direction and against direction of trend for pair GBP/USD, strategy was losing.
|
|
|
Suitability of the Django Framework for Information Systems Development
Hrubý, Jan ; Pavlíčková, Jarmila (advisor) ; Pecinovský, Rudolf (referee)
The aim of this study is to analyze the Django framework in terms of design patterns and architectural principles with emphasis on development of information systems. Based on a comparison of two real systems was identified basic general functionality, the systems commonly support. This analysis helped identify the strengths and weaknesses of the framework. These ensue from the application architecture and from weaknesses of some of its components. Based on these were derived requirements for library expansion and new application components. Problems that have arisen with the solution of the new application components within the specified requirements are theoretically analyzed and described their solutions with emphasis on the application of appropriate design patterns. The solution here appears the Observer design pattern in an environment different processes, access control entries (pessimistic and optimistic locking) and a database schema in an incremental approach to the development of an information system. Implemented components were used to program information system in a team, which demonstrates the overall suitability of this framework for use in the development of information systems.
|
guest ::
