Zhodnocení obchodování futures na základě technické analýzy

Abstract

Opening chapters were concentrated on the basic aspect of trading futures. Then was built trading system based on two exponential moving averages with periodes 14 and 34. Their intersections indikates trading signals. It was used 109 historical trades at corn market. Then we used different conceptions of building trading systems. Made results at corn market were checked at 200 historical trades at GPB / USD market. The trading system was little changed because of difference between markets. Next chapter was focused on comparation of achieved results at corn market by using trading system based on other indicator of technical analysis. It was used Commodity Channel Index. Its period was 45. Achieved result for 16 months was better than values made by trading system based on two moving averages. Last chapter is about risk quantification. It had to be desidet how to divide sum of money between corn market and GPB / USD market. Average valorization at corn market was lower. Next disadvantage of corn was bigger standard deviation. By using simple methods of technical analysis was trading based on several