In the Forex market, the price of the currencies increases and decreases rapidly based on many economic and political factors such\nas commercial balance, the growth index, the inflation rate, and the employment indicators. Having a good strategy to buy and\nsell can make a profit from the above changes. A successful strategy in Forex should take into consideration the relation between\nbenefits and risks. In this work, we propose an intra week foreign exchange speculation strategy for currency markets based on a\ncombination of technical indicators. This system has a two-level decision and is composed of the Probit regression model and rules\ndiscovery using Random Forest. There are two minimum requirements for a trading strategy: a rule to enter the market and a rule to\nexit it. Our proposed system, to enter the currency market, should validate two conditions. First, it should validate Random Forest\naccess rules over the following week while in the second one the predicted value of the next day using Probit should be positive.\nTo exit the currency market just one negative warning from Probit or Random Forest is enough. This system was used to develop\ndynamic portfolio trading systems. The profitability of the model was examined for USD/(EUR, JYN, BRP) variation within the\nperiod from January 2014 to January 2016. The proposed system allows improving the prediction accuracy. This indicates a good\nprediction of the behavior market and it helps to identify the good times to enter it or to leave it.
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