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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Bibliographic Details
Main Author: Ikhlaas Gurrib
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2018-08-01
Series:Banks and Bank Systems
Subjects:
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10757/BBS_2018_03_Gurrib.pdf

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