Artificial intelligence-based indicators for ALGO trading strategy on the NSE derivatives

Abstract

Machine learning and ALGO trading processes have resulted in a worldwide change in corporate practices. As a result of these technical advancements, traders may now lower their susceptibility to loss while improving their possibilities of earning from their investments. The buy-or-write method is often used for a single asset or a marketable product. A buy-and-sell maximization study design is a type of research design used to form an opinion. This research design establishes a position by optimizing an exponential moving average (EMA), a relative strength index (RSI), and an average true range (ATR). When the buy and sell signals of the proposed approach are engaged, it also generates signals for a stop-loss order and target price for the position. Additionally, gains and losses for a specific period are represented.