Document Type

Conference Paper

Rights

Available under a Creative Commons Attribution Non-Commercial Share Alike 4.0 International Licence

Disciplines

Applied mathematics

Publication Details

InfoSys 2011: The Third International Conference on Resource Intensive Applications and Services (Submitted), Venice, Italy, 2011

Abstract

This paper reports on the results of a research and development programme concerned with the analysis of currency pair exchange time series for Forex trading in an intensive applications and services environment. In particular, we present some of the preliminary results obtained for Forex trading using MetaTrader 4 with a new set of trend indicators deigned using a mathematical model that is based on the Fractal Market Hypothesis. This includes examples of various currency pair exchange rates considered over different time intervals and use of the indicators in a live trading environment to place a buy/sell order.

DOI

https://doi.org/10.21427/D77F8W

Funder

Science Foundation Ireland, Enterprise Ireland

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