GeniBux -基于事件的智能外汇交易策略增强器

Sasika Roledene, Lakna Ariyathilaka, N. Liyanage, P. Lakmal, J. Bamunusinghe
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引用次数: 4

摘要

外汇交易市场(Forex)是世界上最大的金融市场,日交易量最高。在市场开放期间,可以看到高度波动的复杂行为,了解市场趋势模式可以解决大量与预测和决策有关的问题。许多交易员经常写交易策略来确定他们已经认识到的重要模式。这个概念直接涉及交易自动化或算法交易,但构建这样一个通用的算法是相当具有挑战性的,除非有人建议你改进自己的算法。因此,在本文中,我们提出了一个名为Genibux的智能系统,它将帮助外汇交易者改进他们的策略。该系统建议改进,并证明利润最大化的合理性。Genibux主要基于复杂事件处理(Complex Event Processing),通过高度可理解的Genibux策略语言(GSL)以及一组高度交互的界面中包含的机器学习和分类算法来实现。最重要的是,它表现得非常好,并通过Genibux改进的交易策略描绘了更多的利润增长。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
GeniBux - event based intelligent Forex trading strategy enhancer
The Foreign Currency Exchange market (Forex) is the largest financial market in the world with the highest daily trading volume. A highly volatile complex behavior is seen during the time the market is open and understanding market trend patterns solves an enormous amount of problems pertaining to prediction and decision making. Many often traders write trading strategies to identify the significant patterns they have recognized. This concept directly involves trading automation or algorithmic trading but building such a versatile algorithm is quite challenging unless you have a person to suggest improvements in your own algorithm. Therefore, in this paper we propose an intelligent system called Genibux will assist Forex traders to improve their strategies. The system suggests improvements with justifications for the maximum gain of profit. Genibux is mainly based on Complex Event Processing and it has been implemented with highly comprehensible Genibux Strategy Language (GSL) together with Machine Learning and classifying algorithms enclosed in a set of highly interactive interfaces. Most importantly, it performs exceedingly well and depicts more profit gains through Genibux improved trading strategies.
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