A New moving average approach to predict the direction of stock movements in algorithmic trading

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Journal of New Results in Science
Volume:11 Issue:1
A New moving average approach to predict the direction of stock movements in algorithmic trading

A New moving average approach to predict the direction of stock movements in algorithmic trading

Authors : Üzeyir AYCEL, Yunus SANTUR

Pages : 13-25

Doi:10.54187/jnrs.979836

View : 49 | Download : 12

Publication Date : 2022-04-30

Article Type : Research Paper

Abstract :Moving averages and indicators derived from these averages are used to predict the future direction the stocks will move. In manual and algorithmic trading, moving averages play a decisive role in decision making. In this study, a new hybrid approach has been developed that can be used as an alternative to moving averages such as SMA, WMA and EMA used in the literature. In BIST30 stocks in Turkey, the proposed method performs better than widely used indicators such as MACD, Stochastic and RSI, commonly used in the literature.
Keywords : Algorithmic trading, Financial forecasting, Stock market, Technical analysis

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