The Development of Prediction Indicators on Currency Market Using Neuro-Fuzzy Method

LIE, RONALD LIMOWA and Santoso, Murtiyanto and Pasila, Felix and Lim, Resmana (2020) The Development of Prediction Indicators on Currency Market Using Neuro-Fuzzy Method. [UNSPECIFIED]

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Official URL: http://www.icesti.org/

Abstract

A technical indicator is an analysis instruments to help traders analyzing forex price movements through charts. Prediction indicators are
artificial technical indicators that can help traders to analyse forex price movements in the future. This prediction information becomes one of the
bases in making trading decisions. This project aims to develop prediction indicators on MetaTrader that can provide information on forex price
predictions using Neuro-Fuzzy method. The Neuro-Fuzzy System requires input parameters in the system prediction process obtained from the system
training process. These parameters can be through or without optimization process. The prediction indicator will also make trading decisions based on prediction indicators analysis, RSI, and Stochastic. Finally, the information
on trading decisions will be displayed on Facebook pages. The prediction indicator testing run well on a trading system. Prediction indicators with
parameters before optimization were well used in the H4 EURUSD pair (data 2012) with a predicted profit of USD 16 499. While the prediction
indicators with parameters after optimization were well used in the H1 EURUSD pair with a predicted profit of USD 21 945. The information on
trading decisions were also successfully displayed on Facebook pages.

Item Type: UNSPECIFIED
Subjects: T Technology
Divisions: Faculty of Industrial Technology > Electrical Engineering Department
Depositing User: Admin
Date Deposited: 01 Aug 2021 18:16
Last Modified: 23 Sep 2021 21:03
URI: https://repository.petra.ac.id/id/eprint/19368

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