SISTEM EVALUASI ROBOT TRADING DENGAN METODE ELECTRE BERBASIS REAL-TIME WEB SERVICE PADA PASAR VALAS

Penelitian ini bertujuan mengoptimalkan keuntungan perdagangan valas secara otomatis menggunakan robot trading namun tetap mempertimbangkan tingkat akurasi dan drawdown. Sistem evaluasi mengelompokkan kinerja robot trading berdasarkan sesi pasar perdagangan (Sydney, Tokyo, London dan New York) untuk menentukan robot trading yang tepat untuk digunakan pada sesi pasar tertentu. Sistem evaluasi ini berbasis web dengan perhitungan metode ELECTRE yang berinteraksi secara real-time dengan robot trading melalui web service dan mampu menyajikan grafik kinerja secara real-time pada dashboard dengan komunikasi protokol web socket. Aplikasi web diprogram menggunakan teknologi NodeJs. Pada periode pengujian, semua robot trading disimulasikan 24 jam di semua sesi pasar selama tiga bulan, robot trading terbaik dinilai berdasarkan kriteria laba, akurasi dan drawdown yang dihitung menggunakan metode ELECTRE berbasis web. Ide dari penelitian ini adalah membandingkan robot trading terbaik pada periode pengujian dengan kinerja kolaborasi empat robot trading terbaik di setiap sesi pasar. Penelitian ini menggunakan data historis pergerakan mata uang EURO terhadap USD sebagai periode pengujian dan 3 bulan berikutnya sebagai data validasi. Dari hasil penelitian, kinerja kolaborasi empat robot trading terbaik yang dikelompokkan berdasarkan sesi pasar dapat meningkatkan persentase keuntungan secara konsisten dengan tetap menjaga tingkat akurasi dan drawdown. Kata Kunci: Kinerja, Sistem Evaluasi, Valas, Robot Trading, ELECTRE This research aims to optimize forex trading profit automatically using EA but its still keep considering accuracy and drawdown levels. The evaluation system will classify EA performance based on trading market sessions (Sydney, Tokyo, London and New York) to determine the right EA to be used in certain market sessions. This evaluation system is a web-based ELECTRE methods that interact in real-time with EA through web service and are able to present real-time charts performance dashboard using web socket protocol communications. Web applications are programmed using NodeJs technology. In the testing period, all EAs had been simulated 24 hours in all market sessions for three months, the best EA is valued by its profit, accuracy and drawdown criterias that calculated using web-based ELECTRE method. The ideas of this research is to compare the best EA on testing period with collaboration performances of each best classified EA by market sessions. This research uses three months historical data of EUR against USD as testing period and other 3 months as validation period. As a result, performance of collaboration four best EA classified by market sessions can increase profits percentage consistently in testing and validation periods and keep securing accuracy and drawdown levels. Keywords: Performance, Evaluation System, Forex, EA, ELECTR

Automated Foreign Exchange Trading System

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\u27s 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

Forex Trading System Development

This Interactive Qualifying Project introduces the Foreign Exchange market with an emphasis on fundamental and technical parameters, in order to get started as a Forex trader. The purpose of this project is to systematically create a profitable trading strategy in the Forex market. The group used $100,000 each in a simulated account to trade different currency pairs on the TradeStation platform. During this process, two students in the group selected manual trading systems and the other two chose to trade automatically. After collecting the data, the group would compare the profits and constructed a most profitable system

Stock Market Analysis

With the recent financial crisis in America, investors have received much of the blame and have been tasked with improving investment techniques to prevent another recession of similar magnitude. Here we look to develop new methods for investing using algorithms that automate the process of deciding whether to buy, sell, or avoid a stock. These algorithms use both technical and fundamental data to improve investing success by removing the factor of human emotion from trading, reducing risk of loss due to greed. We ultimately find that with a careful application of technical and fundamental data, as well as a thorough understanding patterns in financial markets, it is possible to develop an automated trading strategy that can profitably trade stocks and currencies

Trading System Development IQP 17_18

In this interactive qualifying project, we developed three different trading systems and then we combined them to form a faux hedge fund. We individually developed a manual scalping Ichimoku based system, an automatic swing trading exponential moving average high winning percent system and an automatic long term trading hybrid turtle trading based system. We then successfully combined them into a superior robust and profitable system of systems

IT service management: process capability, process performance, and business performance

As technology is at the core of almost every leading industry, organizations are increasingly scrutinizing their Information Technology (IT) group’s performance so that it is more in line with overall business performance and contributes to the business’ bottom line. Many IT departments are not equipped to meet these increasing IT service demands. They continue to operate as passive-reactive service providers, utilizing antiquated methods that do not adequately provide the quality, real-time solutions that organizations need to be competitive. Organizations need efficient Information Technology Service Management (ITSM) processes in order to cut costs, but ironically, in order to implement highly capable processes, there are significant costs involved, both in terms of time and resources. A potential way to achieve better performing and higher capable processes is to employ methods to compare an organization’s processes against best-practice standards to identify gaps and receive guidance to improve the processes. Many of the existing methods require large investments. Holding back progress towards best practice for financial benefit in the IT industry is the reluctance of many IT organizations to embrace the business side (specifically Service Portfolio Management and IT Financial Management) aspects of ITSM. Service Portfolio Management (SPM) is used to manage investments in Service Management across an organization, in terms of financial values. SPM enables managers to assess the quality requirements and associated costs. IT Financial Management aims to provide information on the IT assets and resources used to deliver IT services. Providing a Service Portfolio and practicing IT Financial Management requires a high level of maturity for an organization. It seems reasonable and logical that the organization’s Chief Information Officer should be able to articulate and justify the IT services provided, report the costs (by service) incurred in delivering these services, and can communicate the demand for those services, that is, how they are being consumed and projections on how they will be consumed in the future. However, a major investment in terms of time and resources may be needed to catalogue such information and report on it. The research problem that this paper addresses is the lack of a pragmatic model and method that associates ITSM process maturity (process capability and performance) with financial performance for organizations that lack mature ITSM processes. Previous studies have reported on cost savings, but there is currently no measurement model to associate ITSM maturity with financial profitability; which in turn prompts the research question: How can the association of ITSM process capability and process performance with financial performance of an organization be determined? This research iteratively develops and applies a measurement model that presents a pragmatic and cost-effective method to link ITSM process capability and process performance with business performance by operationalizing Key Performance Indicators (KPIs) to support Critical Success Factors (CSFs) and associating CSFs with business risks to determine business performance. This study employs a scholar-practitioner approach to changing/improving processes using action research and an adaptation of the Keys to IT Service Management Excellence Technique (KISMET) model to guide the process improvement initiative. This technique leads to the second research question: How can the ITSM measurement framework be demonstrated for CSI? The research was based on a single case study of a global financial services firm Company X that had implemented the ITIL® framework to improve the quality of its IT services. The study found that the measurement framework developed can be used as a starting point for self-improvement for businesses, identifying gaps in processes, benchmarking within an organization as well as guiding an organization’s process improvement efforts. The measurement model can be used to conduct What-If analyses to model the impacts of future business decisions on KPIs and CSFs. The measurement model presented in this study can be quickly implemented, adapted and evolved to meet the organization’s needs. The research offers an example from which other organizations can learn to measure their financial return on investment in ITSM improvement

Financial System in Economic Development: The Nature and Role of a Robust Financial System in the Economic Transformation of Uganda

Financial System in Economic Development: The Nature and Role of Robust Financial System in the Economic Transformation of Uganda is a thesis that treats the nature and role of the massive network of efficient as opposed to dysfunctional financial institutions and functions in the mobilization and allocation of financial resources for creative investment and economic transformation of Uganda. The thesis suggests that a market-focused robust financial system utilizing a Rural Reach Refocus Financial Model (the 3-R Financial Model), spurs the entrepreneurial revolution, offers debt and equity financing, and enhances economic transformation. It also highlights the basic conditions for the success of the 3-R Financial Model, which are awareness and attitude change, information efficacy, competition candor and government friendly intervention

Designing a Forex Trading and Equity Investment Strategy for the New-State Capital Hedge Fund

Construct the investment strategy for the New-State Capital Hedge Fund. Identify profit making opportunities in Foreign Exchange (Forex) & Equities using both conventional and non-conventional indicators. The author is to articulate and document his current knowledge in the chosen area in order to stimuate ideas in creating potential investment strategies. Justify knowledge with actual results in a genuine live investment. Critique and evluate the effectiveness of the proposed investment strategy. Conclude with lessons learned and future research