Algoritmic Trading System Based on State Model for Moving Average in a Binary-Temporal Representation

One of the most basic methods of technical analysis that is used in the practice of investment is the analysis of moving averages, usually calculated for exchange rates in a candlestick representation. The following paper proposes a new, state model, describing the process of trajectory changes in a...

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Bibliographic Details
Main Author: Michał Dominik Stasiak
Format: Article
Language:English
Published: MDPI AG 2022-03-01
Series:Risks
Subjects:
Online Access:https://www.mdpi.com/2227-9091/10/4/69