Trading Strategy on Market Stock by Analyzing Candlestick Pattern using Artificial Neural Network (ANN) Method
نویسندگان
چکیده
Technical analysis plays an important role in a stock market. Traders using technical to find the trading strategy on market stock. There are some indicators tools that can support analysis, such as Moving Average, Stochastic, and others. Candlestick pattern also parts of used develop since represents behavior. Therefore, understanding indicator will be valuable for traders predict strategy. This study performs prediction by analyzing Artificial Neural Network (ANN). The generated features label data modeling process. method is applied four stocks from IDX through their certain period time. We 28 days, model generates highest accuracy reached 85.96%. K-Fold Cross-Validation evaluate result performance
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 کاملShort-term Prediction of Tehran Stock Exchange Price Index (TEPIX): Using Artificial Neural Network (ANN)
The main objective of this study is to find out whether an Artificial Neural Network (ANN) will be useful to predict stock market price, which is highly non-linear and uncertain. Specifically, this study will focus on forecasting TSE Price Index (TEPIX) as the most significant index of Iran Stock Market. Many data have been used as inputs to the network. These data are observations of 2000 day...
متن کاملStock Market Modeling Using Artificial Neural Network and Comparison with Classical Linear Models
Stock market plays an important role in the world economy. Stock market customers are interested in predicting the stock market general index price, since their income depends on this financial factor; Therefore, a reliable forecast in stock market can be extremely profitable for stockholders. Stock market prediction for financial markets has been one of the main challenges in forecasting finan...
متن کاملStock Market Prediction using Feed-forward Artificial Neural Network
This paper presents computational approach for stock market prediction. Artificial Neural Network (ANN) forms a useful tool in predicting price movement of a particular stock. In the short term, the pricing relationship between the elements of a sector holds firmly. An ANN can learn this pricing relationship to high degree of accuracy and be deployed to generate profits with sufficiently large ...
متن کاملUsing artificial neural network models in stock market index prediction
Forecasting stock exchange rates is an important financial problem that is receiving increasing attention. During the last few years, a number of neural network models and hybrid models have been proposed for obtaining accurate prediction results, in an attempt to outperform the traditional linear and nonlinear approaches. This paper evaluates the effectiveness of neural network models which ar...
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: Jurnal media informatika Budidarma
سال: 2021
ISSN: ['2548-8368', '2614-5278']
DOI: https://doi.org/10.30865/mib.v5i4.3266