POBUCKÝ, Michal. Search for optimization of a real-time neural trading system. Online. In Holeňa, Martin; Horváth, Tomáš; Kelemenová, Alica; Mráz, František; Pardubská, Dana; Plátek, Martin; Sosík, Petr. Proceedings of the 20th Conference Information Technologies - Applications and Theory (ITAT 2020). 2718th ed. Slovensko: CEUR Workshop Proceedings, 2020, p. 230-238. ISSN 1613-0073.
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Basic information
Original name Search for optimization of a real-time neural trading system
Authors POBUCKÝ, Michal (203 Czech Republic, guarantor, belonging to the institution).
Edition 2718. vyd. Slovensko, Proceedings of the 20th Conference Information Technologies - Applications and Theory (ITAT 2020), p. 230-238, 9 pp. 2020.
Publisher CEUR Workshop Proceedings
Other information
Original language English
Type of outcome Proceedings paper
Field of Study 10201 Computer sciences, information science, bioinformatics
Country of publisher Slovakia
Confidentiality degree is not subject to a state or trade secret
Publication form electronic version available online
WWW Plný text příspěvku v anglickém jazyce
RIV identification code RIV/47813059:19240/20:A0000693
Organization unit Faculty of Philosophy and Science in Opava
ISSN 1613-0073
Keywords in English Neural networks; Financial markets; Commerce; Modular system; Trading system
Tags SGS112019, ÚI
Tags International impact, Reviewed
Links LQ1602, research and development project.
Changed by Changed by: Mgr. Kamil Matula, Ph.D., učo 7389. Changed: 31/12/2020 14:22.
Abstract
We describe the development of a complex modular system that should be able to predict the movement of the currency market (FOREX) using real-time neural networks and then automatically issue instructions for buying or selling individual currencies. To access the currency market, we use the free MetaTrader 5 application, which is linked to the Thisifi Trading Terminal (TTT) application that we created. TTT first reads the data needed for network training and then selects the training sets. The samples serve as input for training the neural network. Once the network is trained, the user can switch to online mode, where the network responds in real time to a change in the currency market and passes to MetaTrader instructions for the transaction.
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