Navegando por Autor "Silva Filho, Leonardo Luiz Pereira da"

Agora exibindo 1 - 1 de 1
  • Imagem de Miniatura
    Item
    Robocon: um protótipo de um robô de investimentos usando informações de contexto no Dólar Futuro
    (Instituto Federal de Educação Ciência e Tecnologia de Alagoas, 2019-01-10) Vasconcelos, João Victor Berta; Costa, Breno Jacinto Duarte da; 7418697922506495; http://lattes.cnpq.br/7418697922506495; Chaves, George Flávio Pereira; 8336474473346824; http://lattes.cnpq.br/8336474473346824; Ferreira, Rômulo Pires Coelho; 2186783834916848; http://lattes.cnpq.br/2186783834916848; Gomes, Anderson Rodrigues; http://lattes.cnpq.br/2811716093058287
    With the rise of eletronic trading and globalization, the financial markets became in- creasingly complex and dynamic creating a new demand for automated operations, such demands allowed the emergence of the so called algorithmic trading .In this context, this present work had as its goal the development of an algo-trading system prototype for the brazilian future dolar market based on this market’s contextual information such as previous day close and adjustment prices, , furthermore it includes risk management to limit the losses and maximize profits. It used the Metatrader5 platform, which by its programming language MQL5 allows algo-trading systems creation, besides, it provides an environment for simulation with historical data.The algo-trading system was tested on the july, october, november and december months of 2018, which showed that the system achieved success in most of the months and although it had not a high accuracy rate, due to risk management, it was possible to profit.