The algorithmic stock trading has developed exponentially in the past years, while the automatism of the technical analysis was the main research are for implementing the algorithms. This paper proposes a model for a trading algorithm that combines the signals from different technical indicators in order to provide more accurate trading signals.

Technical indicators have been widely applied to the financial trading market, often combined with machine learning algorithms, predict future stock market prices. The characteristics of energy data are comparable data; hence this research derives eight price prediction technical for hourly electricity prices from Irish Integrated Single Electricity Market. proposed consider three key types ind...

arly in the morning of each business day, the major foreign exchange trading firms send their customers lists of technical trading signals for that day. Timely technical signals are also supplied by major real-time information providers. These signals, which are based primarily on prior price and volume movements, are widely used by active foreign exchange market participants for speculation an...

We evaluate an agent-based model featuring nearzero-intelligence traders operating in a call market with a wide range of trading rules governing the determination of prices, which orders are executed as well as a range of parameters regarding market intervention by market makers and the presence of informed traders. We optimize these trading rules using a multi-objective population-based increm...

Trading votes for votes is believed to be ubiquitous in committees and legislatures, and yet we know very little of its properties. We return to this old question with a laboratory experiment and a simple theoretical framework. We posit a family of minimally rational trading rules such that pairs of voters can exchange votes when mutually advantageous. Such rules always lead to stable vote allo...

Candlestick charts are a type of financial chart for tracking the movement of securities. Some of the earliest technical trading analysis was used to track prices of rice in the 18th century. Some investors find them more visually appealing than the standard bar charts and the price actions easier to interpret. In technical analysis, a candlestick pattern is a movement in prices shown graphical...

The purpose of this empirical study is intended to investigate XCS (Extended Classifier System) based model with knowledge rules for dynamic TIPP (Time Invariant Portfolio Protection) policy. There are two XCS-based agents in the proposed model (MA-TIPP).One agent dynamically optimizes Multiple and Tolerance variables which are concerned as the important parameters of TIPP and recommend trading...

This paper examines the weak form market efficiency using transactions data. Previous studies have mainly used daily data to investigate whether trading rules can result in abnormal profits with mixed results. This study on the other hand uses trade-by-trade data to apply trading rules such as moving average and filter. Two different futures contracts the Australian All Ordinaries Index traded ...

In this study, we use the Extended Classifier System (XCS) to model the market behavior of financial time series, the purpose of which is to provide effective trading decision support. Several technical indicators and their firstand second-order derivatives are selected as the market descriptive variables, which are then used for XCS training. Then, the adaptive rules of the classifiers, which ...