Desarrollo de estrategias algorítmicas de análisis técnico para operar en EURUSD durante el período 2018-2019.

Abstract

In this document, a series of algorithmic strategies based on oscillators and / or indicators of EURUSD currencies (Euro dollar) are developed, with the help of the Pro Real Time trading software, several values are assigned to these oscillators and / or indicators and these strategies are tested, which can be adopted if they show excellent results. The strategies to be developed are: SMA(5)+RSI(8), SMA(3)+STOCH(10,4)+RSI(5) y MACD(5,15,3) + BB(5), in which SMA are moving averages used to calculate the average value of the market rates of a certain period, RSI is a moment oscillator that measures the speed and the change in price movements, BB which translated is "Bandas de Bollinger/ Bollinger Bands" is based on the law of normal prices, the STOCH (Stochastic) seeks to establish how the current closing price is compared with respect to the price band of a certain period. Consequently, the results of the use of these strategies implemented to this currency pair are shown and based on these results some conclusions are issued with the aim of showing whether these strategies are optimal to take them into account when investing in either this currency pair or in another one and if we had actually generated some kind of benefit if they had been implemented. Based on the above mentioned, it is reflected a series of data, figures, tables that help to understand the way in which these strategies are used and the reason about the values provided.