2022
DOI: 10.14569/ijacsa.2022.0130259
|View full text |Cite
|
Sign up to set email alerts
|

A Channeled Multilayer Perceptron as Multi-Modal Approach for Two Time-Frames Algo-Trading Strategy

Abstract: FOREX (Foreign Exchanges) is a 24H open market with an enormous daily volume. Most of the used Trading strategies, used individually, are not providing accurate signals. In this paper, we are proposing an automated trading strategy that fits random market behaviors. It is based on neural networks applying triple exponential weighted moving average (EMA) as a trend indicator, Bollinger bands as a volatility indicator, and stochastic RSI as a momentum reversal indicator to prevent false indications in a short ti… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Publication Types

Select...

Relationship

0
0

Authors

Journals

citations
Cited by 0 publications
references
References 38 publications
(85 reference statements)
0
0
0
Order By: Relevance

No citations

Set email alert for when this publication receives citations?