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Short-Term Stock Market Prediction Based on Candlestick Pattern Analysis
KTH, School of Computer Science and Communication (CSC).
KTH, School of Computer Science and Communication (CSC).
2017 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesisAlternative title
Kortsiktig förutsägning av aktiemarknaden baserat på candlestick patterns (Swedish)
Abstract [en]

This study performs a comparative analysis and evaluates the impact of different Relative Strenght Index (RSI) and stop loss configurations on a trading algorithm based on candlesticks patterns. It is tested on both the Swedish OMXS30 market and the UK FTSE100 market. By tweaking the configurations, RSI and stop loss was found to have a substantial impact on the performance of the algorithm. On both OMXS30 and FTSE100 markets the difference between configurations was shown to be significant

Abstract [sv]

Denna studie gör en jämförelse och analyserar olika Relative Strenght Index (RSI) och stop loss-konfigurationers påverkan på en tradingalgoritm som är baserad på candlestick patterns. Algoritmen är testad på svenska OMXS30 och brittiska FTSE100. Genom att testa olika konfigurationer blev slutsatsen att RSI och stop loss hade en stor påverkar på algoritmens resultat. På både OMXS30 och FTSE100 var skillnaden mellan konfigurationerna signifikant.

Place, publisher, year, edition, pages
2017. , p. 34
Keywords [en]
technical analysis, rsi, candlestick patterns, trading
National Category
Computer Sciences
Identifiers
URN: urn:nbn:se:kth:diva-209820OAI: oai:DiVA.org:kth-209820DiVA, id: diva2:1114719
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Available from: 2017-06-26 Created: 2017-06-25 Last updated: 2018-01-13Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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Language
  • de-DE
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Output format
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