BORNINOKA, KAUTSAR PATRIOT (2014) RANCANG BANGUN STRATEGI PERDAGANGAN FOREIGN EXCHANGE MENGGUNAKAN ROBOT FOREX DENGAN PENDEKATAN TIME FRAME. Skripsi, Fakultas Ilmu Komputer.
| PDF - Published Version Download (3999b) | Preview |
Abstract
This research aimed is to design and build foreign exchange trading strategies using forex robots. Forex robot development approaching to time frame as the main reference in the analysis system. This research uses a forex robot with a 4 combination of different time frames. With the same treatment, forex robot which has been designed and built will be evaluated with backward test method uses historical forex trade data for 10 years from 2003 to 2013 with the evaluation criteria such as fast reaction, High Percentage of successful, and Low Risk . The results of the test and evaluation system forex robot is robot number 4 are qualified all the evaluation criteria established in this study. Although it has the total trade of at least as many as 136 trade, but the percentage of successful trades has the greatest value (61%). From 4 forex robot was tested, only robot number 4 are can getting profit plus and robot 4 has the lowest percentage of drawdown among another robot, that is only 1.98%. These results is indicate forex robot design in this study is suitable for the determination of long-term trading strategies.
Item Type: | Article |
---|---|
Subjects: | T Technology > Teknik Informatika > INF Informatika Universitas Dian Nuswantoro > Fakultas Ilmu Komputer > Teknik Informatika > INF Informatika Semantik 2013 > INF Informatika |
Divisions: | Library of Congress Subject Areas > T Technology > Teknik Informatika > INF Informatika Fakultas Ilmu Komputer > Teknik Informatika > INF Informatika Semantik 2013 > INF Informatika |
Depositing User: | Psi Udinus |
Date Deposited: | 08 Sep 2014 13:54 |
Last Modified: | 22 Nov 2014 07:02 |
URI: | http://eprints.dinus.ac.id/id/eprint/5346 |
Actions (login required)
View Item |