In this research, we aim to present a trading strategy based on the DC approach and a dynamic threshold to replace the fixed given one.
... Their result shows that trading based on DC trend reversal forecasting techniques yields profitable positive returns at comparatively low risk. Alkhamees ...
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The Dynamic Threshold Trading Strategy (DT-TS) is a trading strategy built based on the DC approach with daily dynamic defined threshold values. The DT-TS ...
This paper applies the DT-TS trading strategy on data streams of different frequency to investigate its potential to generate surplus.
When designing a trading algorithm, the distortion should be considered. A threshold that minimizes the difference between actual and theoretical confirmations ...
This chapter is going to introduce two trading strategies – Trading Strategy 1 (TS1). & Trading Strategy 2 (TS2), which are built based on Directional Changes.
TSFDC: A trading strategy based on forecasting directional change · Developing sustainable trading strategies using directional changes with high frequency data.
Nov 7, 2022 · The aim of the single threshold-based DC strategy (STDC) is to predict when the current trend will reverse (trend reversal point) and ...
In order to do this, we use a genetic programming algorithm to automatically generate trading strategies that make use of DC thresholds—strategies are created ...
Nov 17, 2024 · This innovative adaptive trading strategy addresses the limitations of traditional RSI strategies through dynamic threshold optimization. The ...