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https://elib.bsu.by/handle/123456789/291866| Title: | Complex 5-component oscillator as a tool of technical analysis in algorithmic trading |
| Authors: | Zhalezka, B. A. Stadnik, A. O. Siniavskaya, V. A. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2022 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the XIII Intern. Conf., Minsk, Sept. 6–10, 2022 / Belarusian State University ; eds.: Yu. Kharin [et al.]. – Minsk : BSU, 2022. – Pp. 228-232. |
| Abstract: | New complex oscillator is suggested for effective algorithmic trading on the stock market. The oscillator is based on the following technical indicators: moving average convergence divergence, parabolic stop and reverse, average directional moving index rating, momentum volume weighted average price. Rule base for the oscillator construction is created. The algorithm of the oscillator calculation is realised via QuantOffice software. Results of the oscillator back-testing on the historical data are presented |
| URI: | https://elib.bsu.by/handle/123456789/291866 |
| ISBN: | 978-985-881-420-5 |
| Licence: | info:eu-repo/semantics/restrictedAccess |
| Appears in Collections: | 2022. Computer Data Analysis and Modeling: Stochastics and Data Science |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 228-232.pdf | 382,72 kB | Adobe PDF | View/Open |
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