Design and evaluation of trading strategy in a-trader system

• Authors: Korczak Jerzy , Hernes Marcin , Maciej Bac
• Languages of publication: EN

Abstracts

The article presents an approach to the performance analysis of trading strategies in the a-Trader system. A-Trader supports investment decisions on the FOREX market. The first part of the article contains a description of the a-Trader system from the user viewpoint. Next, the algorithms of the selected agents’ strategies are presented. In the last part of the article, the performance evaluation of strategies is proposed and illustrated.

Keywords

EN

Multi-agent systems; financial decisions; FOREX; investment strategies

• Publisher: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
• Journal: Informatyka Ekonomiczna
• Year: 2014
• Issue: 3(33)
• Pages: 88-101

Contributors

author

Korczak Jerzy

author

Hernes Marcin

author

Maciej Bac

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