Intelligent Dynamic Backlash Agent: A Trading Strategy Based on the Directional Change Framework

The Directional Changes (DC) framework is an approach to summarize price movement in financial time series. Some studies have tried to develop trading strategies based on the DC framework. Dynamic Backlash Agent (DBA) is a trading strategy that has been developed based on the DC framework. Despite t...

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Bibliographic Details
Main Authors: Amer Bakhach, Venkata L. Raju Chinthalapati, Edward P. K. Tsang, Abdul Rahman El Sayed
Format: Article
Published: MDPI AG 2018-10-01
Online Access: