Evaluation of the effectiveness of technical indicators
Islam, Tuba and Kapinchev, Konstantin (2025) Evaluation of the effectiveness of technical indicators. In: 2024 17th International Conference on Signal Processing and Communication System (ICSPCS) 16th - 18th December 2024, Surfers Paradise, Australia. IEEE Xplore . Institute of Electrical and Electronics Engineers, Inc. (IEEE), Piscataway, New Jersey, pp. 1-6. ISBN 979-8350389630 (doi:10.1109/ICSPCS63175.2024.10815753)
|
PDF (Conference Paper VoR)
51306 KAPINCHEV_Evaluation_Of_The_Effectiveness_Of_Technical_Indicators_(VoR)_2025.pdf - Published Version Restricted to Repository staff only Download (727kB) | Request a copy |
Abstract
This paper proposes two trading approaches, which have the potential to identify buy and sell areas in the foreign currency exchange market. The approaches combine a range of technical indicators, in order to improve the confidence in the results they generate. Those indicators include Moving Average, Relative Strength Index, Stochastic Oscillator, Bollinger Bands and others. The effectiveness and suitability of the technical indicators are studied and compared. While those indicators can provide good illustration of the fluctuations of the currency exchange rates, they should not be the only factor to consider, when making trading decisions.
| Item Type: | Conference Proceedings |
|---|---|
| Title of Proceedings: | 2024 17th International Conference on Signal Processing and Communication System (ICSPCS) 16th - 18th December 2024, Surfers Paradise, Australia |
| Uncontrolled Keywords: | hands, visualization, signal processing algorithms, signal processing, market research, robustness, indexes, currencies, oscillators, convergence, financial modelling, technical indicators, moving average, Relative Strength Index, stochastic oscillator, Bollinger bands |
| Subjects: | Q Science > Q Science (General) Q Science > QA Mathematics Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
| Faculty / School / Research Centre / Research Group: | Faculty of Engineering & Science Faculty of Engineering & Science > School of Computing & Mathematical Sciences (CMS) |
| Last Modified: | 01 Dec 2025 12:31 |
| URI: | https://gala.gre.ac.uk/id/eprint/51306 |
Actions (login required)
![]() |
View Item |
Downloads
Downloads per month over past year
Tools
Tools