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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
IN - Informatics
OECD FORD branch
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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
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e-ISSN
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Number of pages
6
Pages from-to
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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