Alexandre Augusto Martins Carvalho, F. Barboza, José Augusto Fiorucci
{"title":"基于图形分析的自动化交易算法能带来好的结果吗?","authors":"Alexandre Augusto Martins Carvalho, F. Barboza, José Augusto Fiorucci","doi":"10.22567/rep.v9i1.594","DOIUrl":null,"url":null,"abstract":"Investments based on technical analysis have been used more frequently to examine the strategic performance of automated negotiations through an investment algorithm, in particular using parabolic SAR indicators and Fibonacci. This work used the scenario evaluation to later compare their results in relation to the buy and hold strategy. Scenarios differ from the use of risk factors, timeframes and price levels. Backrests were carried out for a period from January 20015 to April 2017 to compare the strategies. As a result, it was noticed that the use of technical analysis through automated trading can result in profits higher than buy and hold. However, such a form of trading presents a high level of volatility.","PeriodicalId":40421,"journal":{"name":"Revista ENIAC Pesquisa","volume":"9 1","pages":"129-150"},"PeriodicalIF":0.2000,"publicationDate":"2020-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Um algoritmo de negociação automatizado baseado em uma análise gráfica, pode apresentar um bom resultado?\",\"authors\":\"Alexandre Augusto Martins Carvalho, F. Barboza, José Augusto Fiorucci\",\"doi\":\"10.22567/rep.v9i1.594\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Investments based on technical analysis have been used more frequently to examine the strategic performance of automated negotiations through an investment algorithm, in particular using parabolic SAR indicators and Fibonacci. This work used the scenario evaluation to later compare their results in relation to the buy and hold strategy. Scenarios differ from the use of risk factors, timeframes and price levels. Backrests were carried out for a period from January 20015 to April 2017 to compare the strategies. As a result, it was noticed that the use of technical analysis through automated trading can result in profits higher than buy and hold. However, such a form of trading presents a high level of volatility.\",\"PeriodicalId\":40421,\"journal\":{\"name\":\"Revista ENIAC Pesquisa\",\"volume\":\"9 1\",\"pages\":\"129-150\"},\"PeriodicalIF\":0.2000,\"publicationDate\":\"2020-01-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Revista ENIAC Pesquisa\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.22567/rep.v9i1.594\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"MANAGEMENT\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Revista ENIAC Pesquisa","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.22567/rep.v9i1.594","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MANAGEMENT","Score":null,"Total":0}
Um algoritmo de negociação automatizado baseado em uma análise gráfica, pode apresentar um bom resultado?
Investments based on technical analysis have been used more frequently to examine the strategic performance of automated negotiations through an investment algorithm, in particular using parabolic SAR indicators and Fibonacci. This work used the scenario evaluation to later compare their results in relation to the buy and hold strategy. Scenarios differ from the use of risk factors, timeframes and price levels. Backrests were carried out for a period from January 20015 to April 2017 to compare the strategies. As a result, it was noticed that the use of technical analysis through automated trading can result in profits higher than buy and hold. However, such a form of trading presents a high level of volatility.