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Studia Informatica Pomerania

Previously: Zeszyty Naukowe Uniwersytetu Szczecińskiego. Studia Informatica

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Paradygmat programowania proceduralnego w procesie budowy systemów automatycznych bazujących na średnich kroczących


(The procedure programming paradigm as a method of constructing automatic transaction systems based on moving averages)
DOI: 10.18276/si.2016.39-03
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ISSN:2451-0424
eISSN:2300-410X
Authors: Przemysław Juszczuk
Uniwersytet Śląski w Katowicach, Wydział Informatyki i Nauki o Materiałach

Jan Kozak
Uniwersytet Ekonomiczny w Katowicach, Wydział Informatyki i Komunikacji
Keywords: procedural programming moving averages transaction system
Issue / book publication date:2016
Page range:11 (25-35)
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Abstract

In this article we propose a novel approach for the generating transaction systems based on the technical analysis indicator – moving averages. Crossover of the moving average with the price chart is considered as a signal. Mechanism of setting the moving average period will be decreased in case of efficient trading. On the other hand, a couple of loss making trades leads to the increasing the moving average period. This will directly affect of decreasing number of trades. Such approach will be compared with the classical solutions based on crossover of two moving averages. Such mechanism will be presented as a system based on the procedural programming paradigm, in which stand-alone block codes are system functions. This will allow to easily expand some system functionalities without increasing code complexity.

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