Optimizing the moving average trade rule for cryptocurrencies: implications of band size and transaction costs

IF 1.2 4区经济学 Q3 ECONOMICS

Applied Economics Letters Pub Date : 2024-08-26 DOI:10.1080/13504851.2024.2394211

Daniel Svogun, Valentinas Rudys

引用次数: 0

Abstract

In this paper, we apply an adjustable-band moving average algorithm to study technical analysis profitability in cryptocurrency markets. We find three main results. First, adjustable band trade rul...

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优化加密货币的移动平均线交易规则：波段大小和交易成本的影响

在本文中，我们应用可调带移动平均线算法来研究加密货币市场的技术分析盈利能力。我们发现了三个主要结果。首先，可调波段交易裁决...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Applied Economics Letters ECONOMICS-

CiteScore

2.90

自引率

6.20%

发文量

460

期刊介绍： Applied Economics Letters is a companion journal to Applied Economics and Applied Financial Economics. It publishes short accounts of new original research and encourages discussion of papers previously published in its two companion journals. Letters are reviewed by the Editor, a member of the Editorial Board or another suitable authority. They are generally applied in nature, but may include discussion of method and theoretical formulation. In a change to the format of the Applied Financial Series of journals, from 2009 Applied Financial Economics Letters will be incorporated into its sister journal Applied Economics Letters.