Performance of the Average Directional Index as a market timing tool for the most actively traded USD based currency pairs
The aim of this study is to test a trading system based on the average directional index, which is complemented with the parabolic stop and reverse indicator. The trend-based system is tested onto the most actively traded USD based foreign currency pairs, using both monthly and weekly data set over...
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Format: | Article |
Language: | English |
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LLC "CPC "Business Perspectives"
2018-08-01
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Series: | Banks and Bank Systems |
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Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10757/BBS_2018_03_Gurrib.pdf |