Candlestick chart based trading system using ensemble learning for financial assets
نویسندگان
چکیده
The candlestick charts, which were developed in the 18th century and initially used Japanese rice market, are widely trading strategies all financial markets after 1991. Candlestick charts can interpret opening, high, low closing values of an asset a single visual. In addition to these advantages, large number chart patterns makes their practical use difficult. study for this purpose, software framework that uses predicts trend direction was created. consists four stages. first step, system recognizes candle is second stage, performance model measured by running training testing processes on data sets types labeled. machine learning phase, community methods such as xgboost used. last stage study, it seen with strategy based only recognizing pattern taking position proposed approach, higher profit obtained 11 world indices compared Buy&Hold strategy.
منابع مشابه
Fuzzy Candlestick based Stock Market Trading System using Hammer Pattern
The stock markets are sentiment driven markets. Human psychology plays an important part in deciding the market movements. Usually three types of sentiments are seen in the stock markets, namely bullish, neutral and bearish. The Bullish sentiment indicates that the buyers are more than sellers and the buyers are confident about the market, so they outnumber sellers causing the market prices to ...
متن کاملA Financial Decision Supporting System Based on Fuzzy Candlestick Patterns
A financial decision supporting system based on the fuzzy candlestick pattern is proposed and developed. We model Japanese candlestick patterns by using fuzzy linguistic variables. Japanese candlestick theory is an empirical model of investment decision. The theory assumes that the trend of financial time series could be predicted by identifying specific candlestick patterns in the candlestick ...
متن کاملA Web-Based Financial Trading System
64 Computer A new electronic financial market is fast emerging. Connected by high-speed networks , buyers and sellers are gathering in virtual marketplaces and revolutionizing the way business is conducted. The financial services industry, among the most innovative and aggressive in its use of IT, has created an entirely new online brokerage industry in just a few years. In 1996, there were onl...
متن کاملControl Chart Recognition Patterns using Fuzzy Rule-Based System
Control Chart Patterns (CCPs) recognition is one the most important concepts in control chart application. Relating the patterns exhibited on the control chart to assignable causes is an ambiguous and vague task especially when multiple patterns co-exist. In this study, a fuzzy rule-based system is developed for X ̅ control charts to prioritize the control chart causes based on the accumulated e...
متن کاملTrading Complex Assets∗
We perform an experimental study of complexity to assess its effect on trading behavior, price volatility, liquidity, and trade efficiency. Subjects were asked to deduce the value of a particular asset from information they were given about the composition and price of several portfolios. Following that, subjects traded with each other anonymously in a well-defined, simple bargaining process. P...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Sigma Journal of Engineering and Natural Sciences
سال: 2022
ISSN: ['1304-7205', '1304-7191']
DOI: https://doi.org/10.14744/sigma.2022.00039