This master thesis aims at creating automatic trading system, which consists of design, implementation, optimization and testing, on U.S stock market. The algorithm is based on trend identification using falling and rising price minimums and maximums over a certain time interval. Based on the identified trend, the algorithm places buy or sell orders on the stock exchange, which parameters are calculated using Keltner Channel and Stochastic Oscillator indicators.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:318353 |
| Date | January 2017 |
| Creators | Janičko, Adam |
| Contributors | Stoklásek, Libor, Budík, Jan |
| Publisher | Vysoké učení technické v Brně. Fakulta podnikatelská |
| Source Sets | Czech ETDs |
| Language | Slovak |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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