Faculty Advisor
Radzicki, Michael J.
Abstract
We sought to use the TradeStation trading platform to develop an automated strategy to trade in the foreign exchange, or currency markets. Meeting with our advisor, and conducting independent research, we evaluated various trading methods and strategies. We then developed indicators and strategies in EasyLanguage, TradeStation's proprietary programming language, testing and evaluating which methods were successful. Finally, we developed a strategy, which incorporated concepts from several models, that trades successfully in the forex market.
Publisher
Worcester Polytechnic Institute
Date Accepted
May 2011
Project Type
Interactive Qualifying Project
Copyright Statement
All authors have granted to WPI a nonexclusive royalty-free license to distribute copies of the work, subject to other agreements. Copyright is held by the author or authors, with all rights reserved, unless otherwise noted.
Accessibility
Unrestricted
Advisor Department
Social Science and Policy Studies