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Optimized Indicators of Technical Analysis on the New York Stock Exchange

Martin Širůček, Karel Šíma
2016 Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis  

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ŠIRŮČEK MARTIN, ŠÍMA KAREL. 2016. Optimized Indicators of Technical Analysis on the New York Stock Exchange. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 64(6): 2123-2131. The article is focused on the use of technical analysis and it's indicators. The main aim is the evaluation of technical analysis for selected index instruments which are traded on NYSE. The secondary objective is the optimization of indicator's parameters of technical analysis and subsequent
more » ... son of profitability of business strategies based on these optimized parameters. The empirical analysis includes the backtesting of optimized indicators and comparison with the default settings of these indicators. The optimization and backtesting were performed on cyclical stocks, represented by stock index S&P 500 Financial from 11/1/2014 to 10/31/2015.
doi:10.11118/actaun201664062123 fatcat:6t3o52da5fdijm5v7kvqzl7qsm
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Martin Širůček, Karel Šíma. "Optimized Indicators of Technical Analysis on the New York Stock Exchange." Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 64.6 (2016) 2123-2131