| Title |
Technine analize gristos prekybos strategijos valiutų rinkoje pagrindimas / |
| Translation of Title |
Technical analysis based trading strategies in the currency market substantiation. |
| Authors |
Tamašauskas, Mantas |
| Full Text |
|
| Pages |
59 |
| Keywords [eng] |
currency ; trading strategies ; FOREX market |
| Abstract [eng] |
In master's thesis are analyzed the technical analysis based trading strategies for the FOREX market. The main aim of the work is to perfom modifications of the basic technical analysis based trading strategies for the FOREX market. In this thesis are tested six MACD and 50 MA indicators trading strategy modifications and six 50 MA indicator trading strategy modifications. Created modifications are checked with historical ten year (2004.05.01-2014.04.30) and the most recent six months (2014.05.01- 10.30) data. It was found that the time and the currency pair for that tradeing strategy modification are applied also has significant influence to a final result. In order to get the maximum profit and adjust tradeing strategies modifications to current market conditions will be performed their optimization by changing the profit and loss limit. Optimized trading strategies are compared to distinguish their advantages and disadvantages. |
| Dissertation Institution |
Šiaulių universitetas. |
| Type |
Master thesis |
| Language |
Lithuanian |
| Publication date |
2015 |
