Student Work

Forex Trading Systems: An Algorithmic Approach to Technical Trading

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In financial trading, emotion can often obstruct clear decision making. The goal of this project is to build a system which can overcome this by trading foreign currencies autonomously. Three systems were created: two relying on neural networks, and a third on pattern recognition of candlestick charts. A fourth system has been designed to allocate funds to the others using utility theory. Though the algorithms were not profitable, a powerful interface was built, connecting Python scripts to MetaTrader 4 for trading.

  • This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
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Identifier
  • E-project-042519-112458
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Year
  • 2019
Date created
  • 2019-04-25
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Last modified
  • 2021-02-03

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