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Using Wealth Lab software for technical and graphical analysis to evaluate effectiveness and appliance of the trading algorithm
Milovanov Maksim Mikhailovich

Senior Lecturer, Siberian State Industrial University

654007, Russia, Kemerovskaya oblast', g. Novokuznetsk, ul. Kirova, 42

mirovan@narod.ru
Другие публикации этого автора
 

 

Abstract.

Modern software allows using technical and graphical analysis to build charts and predictions based on the technical indicators and oscillators. The article describes a technique of making a trading algorithm for stock market using Wealth Lab. The author reviews features of Wealth Lab and describes trading algorithm using standard indicators available in Wealth Lab. The article gives and analysis of the developed algorithm and shows the evaluation of its effectiveness based on the gathered data. Observation is the main method of the study. The author observes a set of data, described by the price and time. Since stock market is constantly changing, it is urgent to have an accurate trading algorithm to make a profit. Applying software allows to evaluate the algorithm. Using techniques of finding the optimal solution of the problem of selection of the parameters, such as exhaustive search and Monte Carlo method, author gathers all data needed. The Wealth Lab allows to test the algorithm using C#, find parameters using optimizer and build charts using build-in methods to evaluate the performance of the algorithm visually.

Keywords: Monte Carlo method, optimal solutions, software, technical analysis, algoritm, economic, futures, stock market, optimization, prediction

DOI:

10.7256/2306-4196.2015.3.15411

Article was received:

29-05-2015


Review date:

30-05-2015


Publish date:

14-06-2015


This article written in Russian. You can find full text of article in Russian here .

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