UGC Approved Journal no 63975(19)

ISSN: 2349-5162 | ESTD Year : 2014
Call for Paper
Volume 11 | Issue 4 | April 2024

JETIREXPLORE- Search Thousands of research papers



WhatsApp Contact
Click Here

Published in:

Volume 7 Issue 11
November-2020
eISSN: 2349-5162

UGC and ISSN approved 7.95 impact factor UGC Approved Journal no 63975

7.95 impact factor calculated by Google scholar

Unique Identifier

Published Paper ID:
JETIR2011355


Registration ID:
303820

Page Number

480-485

Share This Article


Jetir RMS

Title

Automated Stock Trading Algorithm

Abstract

Indicators have always been essential to stock trading. They can be used to predict the behaviour of the stock market. Our goal is to maximize cumulative profit after brokerage using trading indicators in a fully automated algorithm. This model uses the concept of moving averages in which cross-overs are used as indicators to generate profit. By applying these indicators to the past three months' data, we formulated an algorithm with optimum parameters. The algorithm takes price averages at every minute for the past nine and twenty-one minutes, based on which a decision is made: to buy or to sell a particular stock at a particular time and price. The trading done at any moment is strictly limited to a volume equal to 1. The total sum of cumulative profit after brokerage for the period 1st June to 1st September for the company, Reliance, was calculated to be ₹93.80.

Key Words

Stock market; moving average; stop loss; buffer value; crossover; golden cross; dead cross; automated

Cite This Article

"Automated Stock Trading Algorithm", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.7, Issue 11, page no.480-485, November-2020, Available :http://www.jetir.org/papers/JETIR2011355.pdf

ISSN


2349-5162 | Impact Factor 7.95 Calculate by Google Scholar

An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 7.95 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator

Cite This Article

"Automated Stock Trading Algorithm", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.7, Issue 11, page no. pp480-485, November-2020, Available at : http://www.jetir.org/papers/JETIR2011355.pdf

Publication Details

Published Paper ID: JETIR2011355
Registration ID: 303820
Published In: Volume 7 | Issue 11 | Year November-2020
DOI (Digital Object Identifier): http://doi.one/10.1729/Journal.25062
Page No: 480-485
Country: Delhi, Delhi, India .
Area: Engineering
ISSN Number: 2349-5162
Publisher: IJ Publication


Preview This Article


Downlaod

Click here for Article Preview

Download PDF

Downloads

0003126

Print This Page

Current Call For Paper

Jetir RMS