Foreign Exchange Trading Rules Using a Single Technical Indicator from Multiple Timeframes

  title={Foreign Exchange Trading Rules Using a Single Technical Indicator from Multiple Timeframes},
  author={Shangkun Deng and Akito Sakurai},
  journal={2013 27th International Conference on Advanced Information Networking and Applications Workshops},
  • Shangkun DengA. Sakurai
  • Published 25 March 2013
  • Business
  • 2013 27th International Conference on Advanced Information Networking and Applications Workshops
This study applies a genetic algorithm (GA) to generate trading rules for currency trading based on a single technical indicator named the Relative Strength Index (RSI) as well as multiple timeframes from which we extract the feature. The target trading currency pair is EUR/USD and trading time horizon is one hour. Using more than one timeframe may improve the assessment of the overbought or oversold conditions of the target currency pair, since different traders may have different trading time… 

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