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Optimization of Automated Trading System`s Interaction with Market Environment

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62690094%3A18450%2F10%3A00002904" target="_blank" >RIV/62690094:18450/10:00002904 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Optimization of Automated Trading System`s Interaction with Market Environment

  • Original language description

    This paper is focused on the automated trading systems (ATS) design and optimization. In a preparation phase before use, an optimization of interaction of such systems with its intended market environment should be done. The technical analysis indicatorsare most frequently used in ATS. Optimization is done by testing of different settings of MACD indicator and optimal settings depend heavily on market parameters. The intended use of the ATS is to perform its activity independently to some extend (depending on user`s preferences). The main aim is to enhance automated trading system performance, in order to improve its usefulness and acceptability for the user. Paper will be focused on futures markets only (Chicago and New York), but results are applicable to other areas of trading as well.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    IN - Informatics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA402%2F09%2F0662" target="_blank" >GA402/09/0662: Decision making processes in autonomous systems</a><br>

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2010

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Perspectives in business informatics research : 9th international conference, BIR 2010

  • ISBN

    978-3-642-16100-1

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

  • Publisher name

    Springer

  • Place of publication

    Heidelberg

  • Event location

    Rostock, Německo

  • Event date

    Jan 1, 2010

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article

    000286483200005