Um algoritmo de negociação automatizado baseado em uma análise gráfica, pode apresentar um bom resultado?

IF 0.2 Q4 MANAGEMENT Revista ENIAC Pesquisa Pub Date : 2020-01-29 DOI:10.22567/rep.v9i1.594
Alexandre Augusto Martins Carvalho, F. Barboza, José Augusto Fiorucci
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引用次数: 0

Abstract

Investments based on technical analysis have been used more frequently to examine the strategic performance of automated negotiations through an investment algorithm, in particular using parabolic SAR indicators and Fibonacci. This work used the scenario evaluation to later compare their results in relation to the buy and hold strategy. Scenarios differ from the use of risk factors, timeframes and price levels. Backrests were carried out for a period from January 20015 to April 2017 to compare the strategies. As a result, it was noticed that the use of technical analysis through automated trading can result in profits higher than buy and hold. However, such a form of trading presents a high level of volatility.
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基于图形分析的自动化交易算法能带来好的结果吗?
基于技术分析的投资已被更频繁地用于通过投资算法,特别是使用抛物线SAR指标和斐波那契来检查自动谈判的战略绩效。这项工作使用了情景评估,稍后将他们的结果与买入和持有策略进行比较。情景不同于风险因素、时间框架和价格水平的使用。在20015年1月至2017年4月期间进行了休息,以比较策略。因此,人们注意到,通过自动化交易使用技术分析可以获得比买入和持有更高的利润。然而,这种交易形式具有高度的波动性。
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审稿时长
16 weeks
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