| Summary: | 碩士 === 大同大學 === 資訊經營學系(所) === 105 === Automated trading is one of the major topics in the field of financial domain and has been used wildly. In forex market, buy and sell are the key rules to making profit or loss. The investors always create various technical indicators to generate more benefits. A well-design trading strategy is critical to make money stably in this dramatic foreign exchange market. The investors are usually uncertain about the trading timing and so many factors may influence the investment decision, thus trading automation with a good strategy would be a good way to reduce human mistake and solve investors’ financial problem. In this study, we will focus on homeopathic transactions and fuse multiple indicators to create an effective trading strategy for the currency namely EURUSD. We will launch the trading strategy via the automated system created by the bank of Dukascopy in Europe. Back testing trading period is considered for 10 years (the historic data is provided from Jan. 2004 to Dec. 2013). In addition, the same trading strategy is also launched during the events of Brexit Referendum and American President Election. The results show that this strategy can provide investors with lower risk to adapt the market fluctuations, save time and avoid making the wrong investment decisions in foreign exchange market.
Keyword： Forex strategy, Forex indicators, TA (Technical analysis), ATS (Automated trading system),
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