Research & Development
We have been working on an
Electronic Trading System as a R&D Project
since 2005. Our investigation is based on 7 years of data in Istanbul Stock Exchange Market. Our models are based on different
types of moving averages. Of all 300 companies, the average profit is
100 times. The best 5 companies make profit more than
100,000 times.
Here is a screenshot of the result of a simulation for İş Bankası for the time
period 2001-2007.
We have defined different formations for buying and selling separately. Each of
these formations base calculations on one or more moving average types.
We use the following moving averages in our calculations :
- Adaptive Moving Average
- Exponential Moving Average
- Double Exponential Moving Average
- Triple Exponential Moving Average
- Simple Moving Average
- Time Series Forecast (Endpoint)
For this period, our system simulates our model for more than 300 companies. We
observe the average profit for every buying and selling formation.
The result of the simulation is shown in several grids. The one on the left is the result for
buying formations and the right is for selling formations. The grid below
shows the transactions. By selecting any transaction, we can see the buying and
selling point represented by arrows on the graph.
Spectrum of moving averages
We use a spectrum of moving averages in our calculations. The periods are : 5, 12, 22, 60, 100, 200, 300, 400, 500, 800, 1000, 2000, 3000.
