Testing EMA Indicator For the Currency Pair EUR/USD

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F17%3A10238061" target="_blank" >RIV/61989100:27510/17:10238061 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.1515/ijek-2017-0003" target="_blank" >http://dx.doi.org/10.1515/ijek-2017-0003</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1515/ijek-2017-0003" target="_blank" >10.1515/ijek-2017-0003</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Testing EMA Indicator For the Currency Pair EUR/USD

Popis výsledku v původním jazyce

The aim of this paper is to verify the effectiveness of EMA indicator according to selected time intervals. The underlying assumption is that, on longer timescales EMA is profitable and provides more relevant signals. The second objective of this paper is to test the signals of indicators in different months. It is believed that in September and January the number of trading signals on this indicator will increase. Testing will be done on the five -minute time frame. The test will be subjected to 65,000 rate values of the EUR / USD currency pair. Effectiveness of the analysis will be evaluated on the basis of digital (binary) option. Business strategy is based on EMA crossover indicator of current exchange rate. By the contribution there were confirmed hypotheses about more profitable signals when selecting a greater timeframe breadth of moving average.There was also confirmed an increased amount of signals in September, but not in January.

Název v anglickém jazyce

Testing EMA Indicator For the Currency Pair EUR/USD

Popis výsledku anglicky

The aim of this paper is to verify the effectiveness of EMA indicator according to selected time intervals. The underlying assumption is that, on longer timescales EMA is profitable and provides more relevant signals. The second objective of this paper is to test the signals of indicators in different months. It is believed that in September and January the number of trading signals on this indicator will increase. Testing will be done on the five -minute time frame. The test will be subjected to 65,000 rate values of the EUR / USD currency pair. Effectiveness of the analysis will be evaluated on the basis of digital (binary) option. Business strategy is based on EMA crossover indicator of current exchange rate. By the contribution there were confirmed hypotheses about more profitable signals when selecting a greater timeframe breadth of moving average.There was also confirmed an increased amount of signals in September, but not in January.

Druh

J_ost - Ostatní články v recenzovaných periodicích

CEP obor

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OECD FORD obor

50206 - Finance

Projekt

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Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2017

Kód důvěrnosti údajů

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

Název periodika

International Journal of Entrepreneurial Knowledge

ISSN

2336-2952

e-ISSN

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Svazek periodika

5

Číslo periodika v rámci svazku

1/2017

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

6

Strana od-do

35-40

Kód UT WoS článku

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EID výsledku v databázi Scopus

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