Forex and Treasury Management Module I T heor y and P r ac tic e of F or e x and T r easur y Managemen t M o FDI / FPI Guidelines in India and impact of Inflows & Outflows on Forex Treasury o GDRs / ADRs, Tandoori Bonds, Pass Through Certificates 6. Treasury - Technology Role of Information Technology in Treasury Management This paper conducts some experiments with forex trading data. The data being used is from blogger.com, a website that provides datasets for machine learning and data scientists. The goal of the experiments is to know how to design many parameters in a Retracement as an important tool to predict forex market. In this article I have included some graphic formats such as Fibonacci arcs, fan, channel, expansion, wich are created also with Fibonacci retracement and also rules to perfect chart plotting. I have analyzed some examples of Fibonacci retracements pattern in a downtrend and in an uptrend
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Download PDF Download Full PDF Package This paper. A short summary of this paper. FOREX DATA ANALYSIS USING WEKA Luciana Abednego and Cecilia Esti Nugraheni Department of Informatics, Parahyangan Catholic University, Indonesia ABSTRACT This paper conducts some experiments with forex trading data. The data being used is information technology effect forex daytrader in pdf kaggle.
com, a website that provides datasets for machine learning and data scientists. The goal of the experiments is to know how to design many parameters in a forex trading robot. Some questions that want to be investigated are: How far the robot must set the stop loss or target profit level from the open position?
When is the best time to apply for a forex robot that works only in a trending market? Which one is better: a forex trading robot that waits for a trending market or a robot that works during a sideways market? To answer these questions, some data visualizations are plotted in many types of information technology effect forex daytrader in pdf. The data representations are built using Weka, an open-source machine learning software.
The data visualization helps the trader to design the strategy to trade the forex market. KEYWORDS forex trading data, forex data experiments, forex data analysis, forex data visualization, weka 1. Besides the help of some technical indicators and fundamental analysis [1][2], a trading system needs to set many risk management parameters, such as stop loss and take profit [3].
To investigate the ideal level for risk management parameters and the trading system, this research tries to find the answer to those questions. Some experiments are conducted in the H1 timeframe, which updates the price hourly. The experiments use the dataset from Kaggle, a website that provides many kinds of datasets for machine learning and data scientists [4]. Some data visualization techniques are used to represent the result of these data using Weka. Weka is open-source software that provides many machine learning information technology effect forex daytrader in pdf and data visualization tools [5].
RELATED WORKS Some previous researches have been conducted. In [1], we developed some forex robot with technical analysis. Then in [2], we tried to compare the technical robot performance with a fundamental robot that extract fundamental news that affect forex prices from a website.
The fundamental robot makes decisions based on the updated news. In [3], we compared some techniques of money managements in forex trading. In this paper, we further investigate the characteristics of some major pairs in forex trading.
The result can then be the basis for the next robot algorithms. David C. Wyld et al. Eds : MLNLP, BDIoT, ITCCMA, CSITY, DTMN, AIFZ, information technology effect forex daytrader in pdf, SIGPRO - pp. Forex Trading Forex foreign exchange is a global marketplace where the banks, corporations, investors, and individual traders exchange foreign currencies for a variety of reasons. The fluctuations of these currencies are the target for traders for making some profit.
But at the same time, a trader risks their account when the market moves against his open position. The currencies are traded in pairs. Figure 1 shows the approximate volume breakdown per currency pair [6]. Figure 1. Estimated Trading Volume by Currency Pair The forex market works 24 hours a day, 5 days a week.
Table 1 shows the opening and closing times [6]. Table 1. Global Trading Hour Schedule Time Zone New York GMT Tokyo Open p. Forex Risk Management When a trader opens a position in the forex market, two actions can be taken: buy or sell.
If the trader thinks that the price will go upward, he is supposed to open a buy position. On the contrary, if the trader considers that the price will go downward, he is supposed to open a sell position. Information technology effect forex daytrader in pdf a trader chooses one of that action, but unluckily the market moves against its open position, the trader will lose.
There are many types of risk management strategies [3]. Some parameters that can be set to limit the loss of any open trade are stop loss and target profit.
In this paper, some experiments are conducted to investigate the ideal level to set these parameters. Data Preparation and Mining This research uses past forex data that is gained from Kaggle, a website that provides many kinds of datasets for machine learning and data scientists [4]. This raw data is then cleaned, transformed, and represented in some visualizations charts by using Weka. Weka is an open-source data mining and visualization framework.
Weka was developed at the University of Waikato, New Zealand. Figure 2 shows the user interface of Weka. This paper uses Weka as a tool for data visualization and mining. Figure 2. Weka Interface 4. The H1 timeframe for 1 year is used for all the experiments. As mention before, the datasets that are used in these experiments are from Kaggle.
com [3], a website that provides many kinds of datasets for machine learning and data science purposes. These datasets use pip price in percentagewhich is the smallest value by which a currency may fluctuate in the forex market [5].
The goals of these experiments are explained in the following sections. Experiment with Information Gain The goal of this experiment is to sort the most important attributes to the price change above 10 pips. Table 2 shows the experimental result.
Table 2. Information Gain Experiment. Attribute Information Gain 1 Date 0. This shows that in some certain times, the forex market is trending the price change above 10 pips and the number of volumes influences this trend. Experiment With 10 Pips of Currency Fluctuation Based on the first experiment, the dataset is categorized based on the pip change that shows whether the market is on the condition of trending or sideways.
So, in this experiment, a new attribute, Class 10 Pip Change, was added based on the open price of the next candle minus the information technology effect forex daytrader in pdf price of the previous candle. Table 3. Experiment Data based on10 Pips Change Class No. This data can be used to determine the algorithm of how to trade the forex currency pair. The algorithm must be dealt with ranging market.
From this experiment, the trader can decide how many percent of winning chance if he set the forex parameters such as stop loss or target profit level at a certain position. Experiment Data Based on 25 Pips of Currency Fluctuation Similar with the previous experiment, the dataset is categorized based on the pip change that shows whether the market is on the condition of trending or sideways.
So, in this experiment, a new attribute, Class 25 Pip Change, was added based on the open price of the next candle minus the close price of the previous candle. The algorithm must be dealt with the ranging market. Table 4. Experiment Data based on 25 Pips Change Class No, information technology effect forex daytrader in pdf.
Experiment Data based on 25 Pips Change Class 4. A new attribute Class Price Up was added in this experiment, with two possibilities of value: TRUE or FALSE. TRUE means the next close price is higher than the previous close price. FALSE means the contrary. Table 5 and Figure 5 show the result of this experiment. Table 5. Data Experiment based on Price Up Class No.
Experiment Data based on Price Up Class This experiment shows that the number of up prices almost comparable with the number of down prices. From this experiment, the trader has a percent chance to buy or sell decisions. The price of each transaction to the time of a day is plotted in the chart below see Figure 6.
Figure 6.
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Forex and Treasury Management Module I T heor y and P r ac tic e of F or e x and T r easur y Managemen t M o FDI / FPI Guidelines in India and impact of Inflows & Outflows on Forex Treasury o GDRs / ADRs, Tandoori Bonds, Pass Through Certificates 6. Treasury - Technology Role of Information Technology in Treasury Management Retracement as an important tool to predict forex market. In this article I have included some graphic formats such as Fibonacci arcs, fan, channel, expansion, wich are created also with Fibonacci retracement and also rules to perfect chart plotting. I have analyzed some examples of Fibonacci retracements pattern in a downtrend and in an uptrend The concept of development suggests that countries and regions grow to become self-sustaining partners in what is being called the global economy. In more recent years this concept has been synonymous with the emergence of an “information society” whose wheels are oiled by information sharing and the application of knowledge. Some international agencies even propose that information and
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