3rd South American International Conference on Industrial Engineering and Operations Management

Approaches to algorithmic trading techniques: First sell and moving average crossover

Hector F Gomez A
Publisher: IEOM Society International
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Track: Case Studies
Abstract

Knowing how to interpret the signals in markets as critical as the synthetic indices and keeping the appropriate stop operations are, without denying it, two important variables when operating in trading. In this research, two manual trading sell techniques are proposed, one based on the first sell after the BOOM 500 trigger and the other based on moving average crossovers. The results showed an efficiency close to 70% for the first proposal, and the second regularly obtains an efficiency close to 100%.

Published in: 3rd South American International Conference on Industrial Engineering and Operations Management

Publisher: IEOM Society International
Date of Conference: May 10-12, 2022

ISBN: 978-1-7923-9159-0
ISSN/E-ISSN: 2169-8767