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Automatický obchodní systém na trzích CFD / Automatic Trading System for CFD Markets

This thesis deals with design, optimization and testing of an automated trading system intended for trading CFD contracts. The strategy is based on a combination of a moving average and a custom indicator, which gives signals based on convergence of signals of other monitored indicators. The designed automated trading system also contains a simple, but efficient money management. It is responsible for risking a constant portion of current account balance on each trade. The thesis continues with comparison of three ways to optimize chosen input parameters and comparison of performance of the strategy for ten tested market symbols.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:224708
Date January 2014
CreatorsNovák, Milan
ContributorsNovotná, Veronika, Budík, Jan
PublisherVysoké učení technické v Brně. Fakulta podnikatelská
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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