Aplikace technické analýzy v intradenním obchodování na měnovém trhu

Abstract

The aim of the diploma thesis is to apply trading system on the historical data of the forex market GBP/USD and to analyze the results of the trading system on the sample of at least 250 trades. Additionally, it is important to examine these result according to each pattern. Furthermore, the model for analyzing the optimized profit target is described and explained the Monte Carlo technique, which simulates the maximum drawdown of capital. First and second chapter are theoretical. The first chapter describes the basic principle of technical analysis and trading systems. Second chapter obtains mathematical and statistical methods used for analyzing and optimizing trading system. Third and fourth chapter are practical. The third chapter includes the description and evaluation of the trading system GAZWIN. The last chapter includes an applied model for calculating the optimized profit target and it carries out the analyze of the Monte Carlo simulation for determining the maximum drawdown.