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1、InformaticaEconomic?vol.15,no.1/2011183AStockTradingAlgorithmModelProposal,basedonTechnicalIndicatorsSignalsDarieMOLDOVAN,MirceaMOCA,?tefanNI?CHIBusinessInformationSystemsDept.Babe?-BolyaiUniversityofCluj-Napoca{Darie.Moldovan,Mircea.Moca,Stefan.Nitchi}@econ
2、.ubbcluj.roThealgorithmicstocktradinghasdevelopedexponentiallyinthepastyears,whiletheautomatismofthetechnicalanalysiswasthemainresearchareforimplementingthealgorithms.Thispaperproposesamodelforatradingalgorithmthatcombinesthesignalsfromdifferenttechnicalindi
3、catorsinordertoprovidemoreaccuratetradingsignals.Keywords:DecisionSupportSystem,TradingAlgorithm,TechnicalAnalysisIntroductionwithanimprovedaccuracy,comparedtothe1Theuseoftechnicalanalysisindicatorsinresultsobtainedusingtheuseofasingulardecisionmakingforstoc
4、kinvestmentsstaysindicator,comparingtheresultswithotheracontroversialsubject,beingappreciatedbyresearchconducted.someinvestors,butrejectedbyothers[4].ThereminderofthepaperisstructuredasWhileprofessionalsandresearchersfromthefollows.Wedescribethegeneralcondit
5、ionsacademicworlddevelopednewmethodsandoftradingalgorithmsdevelopmentinsectionindicators,liveorsimulatedtestsareneeded2.Insection3wedescribeourproposedtovalidatethem[5].methodologyfordesigningatradingThepricepredictionisaverycomplexissue,algorithmbasedonsign
6、alsfromthreeandselectingtherighttechnicalindicatorsdifferenttechnicalanalysisindicators.fortheanalysisofaparticularstockisoneofSection4isforconclusionsandfurtherthefirstpreoccupationsoftheinvestorsthatdevelopmentsdiscussion.usethetechnicalanalysis.Onedifficu
7、ltyisthetuningoftheparametersofthese2RelatedworkindicatorsinawaythatmakestheirsignalsMostofthestudiesregardingthetradingcorrectinapercentageashighaspossiblealgorithmsareconductedeitherasthedesign[1].Whilethebehaviorofthestocksisofanagentthatworksinasimulated
8、differentfromonetoanotherandchangesenvironment,provingtheirefficiencyontheduringtime,thechoiceofparameters’valuestestdataorbasedonotherstudies,tryingtobecomesadifficulttaskwithoutthehelpofprovea
