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📘 Volume 6 📄 Issue 7 📅 july 2018

👤 Authors

1
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📄 Abstract

<p>Success of any trade depends on the ability to spot and profit from market swings associated with prices {x<sub>t: </sub>1, 2, &hellip;, N} of a stock.&nbsp; In this paper an optimal technical trading rule (OTTR) is proposed to identify profitable positions for &lsquo;when to buy and when to sell&rsquo; to help all traders who live and die with minute-by-minute price data. Furthermore a trading rule G<sub>SL</sub>(t) that assigns selling positions with&nbsp; an upper level price and buying positions with a&nbsp; lower level price is formulated&nbsp; by monitoring the ratio series R(t)=MA<sub>S</sub>(t)/MA<sub>L</sub>(t) where, S &lt; L with MA<sub>S</sub>(t) and MA<sub>L</sub>(t) as simple moving averages (MAs) computed from the stock series {x<sub>t</sub>} under study.&nbsp; We denote &nbsp;the mean and standard deviation measures of the R<sub>SL</sub>(t) series by &lsquo;m&rsquo; and &lsquo;s&rsquo; respectively and the upper level positions (ULPs) are selected above the mean at time &lsquo;t&rsquo; if (R<sub>SL</sub>(t) &gt; m,&nbsp; R<sub>SL</sub>(t-1) &lt;m ) and lower level positions (LLPs) below the mean are chosen at time &lsquo;t&rsquo; if (R<sub>SL</sub>(t-1) &gt; m-ks,&nbsp; R<sub>SL</sub>(t) &lt;m-ks ), defining a trading rule G<sub>SL</sub>(t). A combination (S<sup>*</sup>, L<sup>*</sup>, h<sup>*</sup>) that maximises the total expected profit P<sub>SL</sub>(t, h) over the positions determined by the OTTR is selected as the &lsquo;Optimal technical trading rule (OTTR(S<sup>*</sup>,L<sup>*</sup>, h<sup>*</sup>))&rsquo;&nbsp; for this investigation. To implement the proposed methodology pertaining to this rule, a training data set and testing data set are simulated and an appropriate model is fitted by hybrid-Auto Regressive Integrated Moving Average (hybrid-ARIMA) and Artificial Neural Network (ANN) methods. Using the estimated values of the parameters by hybrid-ARIMA and NN methods, predictions are made for testing data set. From these predicted values, OTTR(S<sup>*</sup>, L<sup>*</sup>,h<sup>*</sup>) for both hybrid-ARIMA and ANN approaches are&nbsp; obtained and the corresponding maximum profits are compared.</p> <p><strong>KEYWORDS</strong>: ARIMA model; ANN model; MA values; predicted prices; OTTR R(t) ratio; Positional profit.</p>

📚 How to Cite:

R. Sivasamy , Volume 6 , Issue 7, july 2018, EPRA International Journal of Economic and Business Review(JEBR) ,

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https://cdn.epratrustpublishing.com/article/EW201807-01-002510.pdf

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