Intraday high frequency forex trading with adaptive neuro fuzzy inference systems


Intraday high frequency forex trading with adaptive neuro fuzzy inference systems


This paper is motivated by the aspect of uncertainty infinancial decision making, and how artificial intelligence and softcomputing, with its uncertainty reducing aspects can be used foralgorithmic trading applications that trade in high frequency.This paper presents an optimized high frequency trading system thathas been combined with various moving averages to produce a hybridsystem that outperforms trading trwding that rely solely on movingaverages.

The paper optimizes an adaptive neuro-fuzzy inferencesystem fuzzh takes both the price and its moving average as input,learns to predict price movements from training data consisting ofintraday data, dynamically switches frequebcy the best performingmoving averages, and performs decision making of when to buy orsell a certain currency in high frequency. The empirical data used in our investigation are five-minute mid-price time series from Xdaptive markets.

The ANFIS optimisation involves back-testing as well as varying the number of epochs, and is combined with a new method of capturing volatility using an event-driven approach that takes into consideration directional changes within pre-specified thresholds. Choosing a Forex Broker that is right for you is an essential step towards a successful online trading experience. Anyone interested in trading or investing Forex online needs to select a Forex Broker in order to facilitate their online trading, as there is no central market for this activity.During the past few years, there has been frequenxy growth in the number of online Forex Brokers, each with their own unique parameters.

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Intraday high frequency forex trading with adaptive neuro fuzzy inference systems

Intraday high frequency forex trading with adaptive neuro fuzzy inference systems

Intraday high frequency forex trading with adaptive neuro fuzzy inference systems



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