Technical analysis and computer trading
نویسندگان
چکیده
منابع مشابه
Market Time DataTM Improving Technical Analysis and Technical Trading
The purpose of this paper is to demonstrate that by changing the underlying data used in technical analysis and technical trading systems the performance of these techniques can be greatly improved. We present two techniques – one for real-time (intraday) data and one for standard daily (end-of-day) data. For high frequency data we present a dynamic sampling technique that can generate a time s...
متن کاملFuzzy logic, trading uncertainty and technical trading
0378-4266/$ see front matter 2012 Elsevier B.V. A http://dx.doi.org/10.1016/j.jbankfin.2012.09.012 ⇑ Corresponding author at: Faculty of Business Ad versity, 955 Oliver Road, Thunder Bay, ON, Canada P7 fax: +1 807 343 8443. E-mail addresses: [email protected] (N. (R. Gençay). From the market microstructure perspective, technical analysis can be profitable when informed traders make systemat...
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In this study, we focused on Tehran stock exchange market analysis based on applying moving average rules. The Tehran stock exchange in the Middle East has evolved into an exciting and growing marketplace where individual and institutional investor trade securities of over 420 companies. In an attempt to examine the ability to earn excess return by exploiting moving average rules, the average a...
متن کاملTwo Stock-Trading Agents: Market Making and Technical Analysis
Abstract Evolving information te hnologies have brought omputational power and real-time fa ilities into the sto k market. Automated sto k trading draws mu h interest from both the elds of omputer s ien e and of business, sin e it promises to provide superior ability in a trading market than any individual trader. Trading strategies have been proposed and pra ti ed from the perspe tives of Arti...
متن کاملAuthor's Personal Copy Fuzzy Logic, Trading Uncertainty and Technical Trading
From the market microstructure perspective, technical analysis can be profitable when informed traders make systematic mistakes or when uninformed traders have predictable impacts on price. However, chartists face a considerable degree of trading uncertainty because technical indicators such as moving averages are essentially imperfect filters with a nonzero phase shift. Consequently, technical...
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ژورنال
عنوان ژورنال: Intereconomics
سال: 1987
ISSN: 0020-5346,1613-964X
DOI: 10.1007/bf02932230