Back-test of efficiency by combining technical indicators on the EUR/JPY

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F17%3A10238214" target="_blank" >RIV/61989100:27510/17:10238214 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Back-test of efficiency by combining technical indicators on the EUR/JPY
Original language description
The aim of the paper is to backtest the profitability of forex trading, using trades based on combinations of technical indicators. Empirical studies, confirmed by scientific work foe example (Mastný, 2003), state that most strategies based on separate technical indicators have been unsuccessful for a long time. The paper verifies the possibility of using a combination of individual indicators. Calculations will be made on currency pair EUR/JPY. Strategies based on combinations of SMA9, SMA20, EMA 9, EMA 20, Bollinger bands, Parabolic SAR, MACD, Stochastic Oscillator, CCI, ADX will be evaluated.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Financial Management of Firms and Financial Institutions : 11th international scientific conference : 6th - 7th September 2017, Ostrava, Czech Republic : proceedings.
ISBN
978-80-248-4138-0
ISSN
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e-ISSN
2336-162X
Number of pages
10
Pages from-to
391-400
Publisher name
VŠB - Technická univerzita Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 6, 2017
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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