Sasika Roledene, Lakna Ariyathilaka, N. Liyanage, P. Lakmal, J. Bamunusinghe
{"title":"GeniBux -基于事件的智能外汇交易策略增强器","authors":"Sasika Roledene, Lakna Ariyathilaka, N. Liyanage, P. Lakmal, J. Bamunusinghe","doi":"10.1109/ICIAFS.2016.7946562","DOIUrl":null,"url":null,"abstract":"The Foreign Currency Exchange market (Forex) is the largest financial market in the world with the highest daily trading volume. A highly volatile complex behavior is seen during the time the market is open and understanding market trend patterns solves an enormous amount of problems pertaining to prediction and decision making. Many often traders write trading strategies to identify the significant patterns they have recognized. This concept directly involves trading automation or algorithmic trading but building such a versatile algorithm is quite challenging unless you have a person to suggest improvements in your own algorithm. Therefore, in this paper we propose an intelligent system called Genibux will assist Forex traders to improve their strategies. The system suggests improvements with justifications for the maximum gain of profit. Genibux is mainly based on Complex Event Processing and it has been implemented with highly comprehensible Genibux Strategy Language (GSL) together with Machine Learning and classifying algorithms enclosed in a set of highly interactive interfaces. Most importantly, it performs exceedingly well and depicts more profit gains through Genibux improved trading strategies.","PeriodicalId":237290,"journal":{"name":"2016 IEEE International Conference on Information and Automation for Sustainability (ICIAfS)","volume":"165 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2016-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"GeniBux - event based intelligent Forex trading strategy enhancer\",\"authors\":\"Sasika Roledene, Lakna Ariyathilaka, N. Liyanage, P. Lakmal, J. Bamunusinghe\",\"doi\":\"10.1109/ICIAFS.2016.7946562\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The Foreign Currency Exchange market (Forex) is the largest financial market in the world with the highest daily trading volume. A highly volatile complex behavior is seen during the time the market is open and understanding market trend patterns solves an enormous amount of problems pertaining to prediction and decision making. Many often traders write trading strategies to identify the significant patterns they have recognized. This concept directly involves trading automation or algorithmic trading but building such a versatile algorithm is quite challenging unless you have a person to suggest improvements in your own algorithm. Therefore, in this paper we propose an intelligent system called Genibux will assist Forex traders to improve their strategies. The system suggests improvements with justifications for the maximum gain of profit. Genibux is mainly based on Complex Event Processing and it has been implemented with highly comprehensible Genibux Strategy Language (GSL) together with Machine Learning and classifying algorithms enclosed in a set of highly interactive interfaces. Most importantly, it performs exceedingly well and depicts more profit gains through Genibux improved trading strategies.\",\"PeriodicalId\":237290,\"journal\":{\"name\":\"2016 IEEE International Conference on Information and Automation for Sustainability (ICIAfS)\",\"volume\":\"165 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2016-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2016 IEEE International Conference on Information and Automation for Sustainability (ICIAfS)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ICIAFS.2016.7946562\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2016 IEEE International Conference on Information and Automation for Sustainability (ICIAfS)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICIAFS.2016.7946562","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
GeniBux - event based intelligent Forex trading strategy enhancer
The Foreign Currency Exchange market (Forex) is the largest financial market in the world with the highest daily trading volume. A highly volatile complex behavior is seen during the time the market is open and understanding market trend patterns solves an enormous amount of problems pertaining to prediction and decision making. Many often traders write trading strategies to identify the significant patterns they have recognized. This concept directly involves trading automation or algorithmic trading but building such a versatile algorithm is quite challenging unless you have a person to suggest improvements in your own algorithm. Therefore, in this paper we propose an intelligent system called Genibux will assist Forex traders to improve their strategies. The system suggests improvements with justifications for the maximum gain of profit. Genibux is mainly based on Complex Event Processing and it has been implemented with highly comprehensible Genibux Strategy Language (GSL) together with Machine Learning and classifying algorithms enclosed in a set of highly interactive interfaces. Most importantly, it performs exceedingly well and depicts more profit gains through Genibux improved trading strategies.