لایب سان

Author(s): Jacinta Chan

Publisher: Springer Singapore;Palgrave Pivot, Year: 2019

ISBN: 978-981-13-9944-2,978-981-13-9945-9

xv cOntents 1 Introduction to Model Trading 1 2 Technical Indicators: Market Technicians Trading Tools 19 3 Market Data Analysis 37 4 Development of Technical Algorithm Trading Systems 45 5 Development of Artificial Intelligence Algorithm Trading Systems 67 6 Test Results of the Profitability of New Trading Model 81 7 Evaluation and Stops 89 8 Conclusion: End of Course and Beginning of Trading 105 Glossary 119 Bibliography 125 Index 129 xvii list Of figures Fig. 1.1 Chart of CLOF depicting Accumulation, uptrend, excess, distribution, downtrend, and despair (Source Author’s creation of chart of CLOF depicting accumulation, uptrend, excess, distribution, downtrend, and despair based on CLOF closing prices) 6 Fig. 2.1 CLOF closing prices and MA20 (Source Author’s creation based on CLOF closing prices and MA20) 23 Fig. 2.2 CLOF closing prices and most optimized moving average (MA50) (Source Author’s creation based on CLOF closing prices and most optimized moving average [MA50]) 24 Fig. 2.3 CLOF closing prices and moving average crossover (MA3 and MA21) (Source Author’s creation based on CLOF closing prices and moving average crossover [MA3 and MA21]) 26 Fig. 2.4 CLOF closing prices and adjustable moving average′ (AMA′) (Source Author’s creation based on CLOF closing prices and adjustable moving average′ [AMA′]) 28 Fig. 2.5 CLOF closing prices and moving average envelope of 1% (Source Author’s creation based on CLOF closing prices and moving average envelope of 1%) 30 Fig. 2.6 CLOF closing prices and BBZ (Source Author’s creation based on CLOF closing prices and BBZ) 33 Fig. 4.1 CLOF closing prices and adjustable moving average′ (AMA′) (Source Author’s creation based on CLOF closing prices and adjustable moving average′ [AMA′]) 56 Fig. 5.1 CLOF closing prices and Neural network of Close and AMA′ (N-CAMA′) (Source Author’s creation based on CLOF closing prices and neural network of close and AMA′ [N-CAMA′]) 74 Fig. 7.1 Accumulated equity using N-CAMA′ simulations from 2000 to 2018 (Source Author’s creation based on accumulated equity using N-CAMA′ simulations from 2000 to 2018) 97 xviii LIST OF FIGURES

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