Short-Term Stock Market Prediction Based on Candlestick Pattern Analysis

Detta är en Kandidat-uppsats från KTH/Skolan för datavetenskap och kommunikation (CSC); KTH/Skolan för datavetenskap och kommunikation (CSC)

Sammanfattning: This study performs a comparative analysis and evaluates the impact of different Relative Strenght Index (RSI) and stop loss configurations on a trading algorithm based on candlesticks patterns. It is tested on both the Swedish OMXS30 market and the UK FTSE100 market. By tweaking the configurations, RSI and stop loss was found to have a substantial impact on the performance of the algorithm. On both OMXS30 and FTSE100 markets the difference between configurations was shown to be significant

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