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

@article{Deng2013ForeignET,
  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},
  year={2013},
  pages={207-212}
}
  • Shangkun Deng, A. Sakurai
  • Published 25 March 2013
  • Computer Science
  • 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… Expand
An Examination of Alternative Trading Techniques Using Intraday EUR/USD Currency Prices
Global financial institutions provide a mechanism for multinational corporations to hedge against exchange rate risk via currency futures contracts and spot exchange rates. Currency managers workingExpand
Integrated Model of Multiple Kernel Learning and Differential Evolution for EUR/USD Trading
TLDR
A hybrid approach referred to as MKL-DE, which combines multiple kernel learning (MKL) with differential evolution (DE) for trading a currency pair is proposed, which showed that trading using the prediction learned by MKL yielded consistent profits. Expand
Heuristic based trading system on Forex data using technical indicator rules
TLDR
A heuristic based trading system on Forex data, which is developed using popular technical indicators is presented and a weighted majority voting method is proposed to combine the technical indicator based trading rules to form a single trading rule. Expand
Short-term foreign exchange rate trading based on the support/resistance level of Ichimoku Kinkohyo
  • Shangkun Deng, A. Sakurai
  • Business
  • 2014 International Conference on Information Science, Electronics and Electrical Engineering
  • 2014
In this study, we conducted foreign exchange rate simulated trading based on a traditional Japanese technical indicator called Ichimoku Kinkohyo, which is well-known and widely used in Japan forExpand
A Predictive Stock Market Technical Analysis Using Fuzzy Logic
TLDR
F fuzzy inference to stock market, with four indicators used in technical analysis to aid in the decision making process in order to deal with probability, generates satisfactory recommendation as when to buy, sell or hold when the output is compared with actual data collected from the Nigerian Stock Exchange. Expand
Automatic generation of trading rules adjusted to the market state
The search for profitable trading strategies has been driving research efforts for decades. Among the many different approaches that can be used to design trading rules (such as Particle SwarmExpand
Financial Time Series Prediction with Information Fusion(本文)
TLDR
This study demonstrates that the evaluation criteria used to examine the effectiveness of a financial market price forecasting method should be the profit and profit-risk ratio, rather than errors in prediction. Expand
Banking Industry Stocks Analysis Using Econometric and Deep Learning Approach*
Analyzing stock prices is very difficult due to the uncertainty and their dynamic nature. Investors use many statistical techniques such as moving average, Relative Strength Index (RSI) and others toExpand
Stocks Trading Using Relative Strength Index, Moving Average and Reinforcement Learning Techniques: A Case Study of Apple Stock Index
With a tremendous increase of the usage of machine learning (ML) in recent years, a method called reinforcement learning (RL) which is a branch of ML has gained a huge attraction, as it has addressedExpand
Combining Support Vector Machine with Genetic Algorithms to optimize investments in Forex markets with high leverage
TLDR
This work proposes a new approach, based on Genetic Algorithms and Support Vector Machine to trade in the forex market, where it is possible to classify trends using price sequences and therefore using the same classification for optimizing investment strategies with the most appropriate GA. Expand
...
1
2
...

References

SHOWING 1-9 OF 9 REFERENCES
A Forex trading system based on a genetic algorithm
TLDR
A genetic algorithm will be described that aims at optimizing a set of rules that constitute a trading system for the Forex market, showing that the best individuals have some forecasting ability. Expand
Optimization of the trading rule in foreign exchange using genetic algorithm
TLDR
This paper proposes a Genetic Algorithm system to automatically generate trading rules based on Technical Indexes, which focuses on calculating the most appropriate trade timing, instead of predicting the trading prices. Expand
Prediction of Foreign Exchange Market States with Support Vector Machine
TLDR
This paper proposes a method to give an early warning of an abrupt change of price in a foreign exchange market by using support vector machine that learns sequences of volatility levels estimated by hidden Markov model and makes prediction of the level. Expand
CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator
TLDR
CAST can be seen as a set of solutions for calculating the RSI using artificial intelligence techniques and the improvement is based on the use of feedforward neural networks to calculate the RPI in a more accurate way, which is called the iRSI. Expand
Trading Rule Generation for Foreign Exchange (FX)
TLDR
In the previous chapters, computational intelligence, in the form of EC, processes large amounts of financial data, and transforms it into information that can be used by a human trader. Expand
Genetic Algorithms in Search Optimization and Machine Learning
TLDR
This book brings together the computer techniques, mathematical tools, and research results that will enable both students and practitioners to apply genetic algorithms to problems in many fields. Expand
The Nature of Statistical Learning Theory
  • V. Vapnik
  • Computer Science, Mathematics
  • Statistics for Engineering and Information Science
  • 2000
Setting of the learning problem consistency of learning processes bounds on the rate of convergence of learning processes controlling the generalization ability of learning processes constructingExpand
Akito Sakurai
  • Akito Sakurai
  • 2011
New Concepts in Technical Trading Systems