INTELLIGENT DECISION SUPPORT ON FOREX

A new technology of intelligent decision support on Forex, including forming algorithms of trading signals, rules for the training sample based on technical indicators, which have the highest correlation with the price, the method of reducing the number of losing trades, is proposed. The last is bas...

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Bibliographic Details
Main Authors: V. A. Rybak, H. M. Sulaiman
Format: Article
Language:Russian
Published: National Academy of Sciences of Belarus, the United Institute of Informatics Problems 2016-10-01
Series:Informatika
Online Access:https://inf.grid.by/jour/article/view/165
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Summary:A new technology of intelligent decision support on Forex, including forming algorithms of trading signals, rules for the training sample based on technical indicators, which have the highest correlation with the price, the method of reducing the number of losing trades, is proposed. The last is based on an analysis of the wave structure of the market, while the beginning of the cycle (the wave number one) is offered to be identified using Bill Williams Oscillator (Awesome oscillator). The process chain of constructing neuro-fuzzy model using software package MatLab is described.
ISSN:1816-0301