Ten years of stock market data has been used for signal prediction of stock. Automated Stock Market T rading System. Ma jor Pro ject. Master of T echnology in Computer Science and Engineering.
Networking T ec hnologies. Nirma University , Ahmedabad, is the record of work carried out b y him under my su-. In my opinion, the submitted work has reac hed a level required. The results embodied in this pro ject, to the best of. Institute of T echnology , Institute of T echnology ,. Nirma University , Ahmedabad. Professor and Head, Director,. Institute of T echnology , Nirma University , Ahmedabad. Statement of Originalit y. I, Parth Shah , Roll.
It is the original work carried out. I understand that in the event of an y similarity found subsequently with an y published. It gives me immense pleasure in expressing thanks and profound gratitude to Prof.
The appreciation and continual support he has imparted. His guidance has triggered. It gives me an immense pleasure to thank Dr. Ahmedabad for his kind support and providing basic infrastructure and healthy research.
A special thank you is expressed wholeheartedly to Dr. I would also thank the Institution, all faculty members of Computer Engineering. Department, Nirma Universit y, Ahmedabad for their special attention and suggestions. See that you ackno wledge each one who hav e helped you in the pro ject directly or.
This study attempted to develop models for prediction of the stock market and to decide. Technical indicators are calculated from the stock prices. Statement of Originalit y iv. List of T ables xi. List of T ables. One of the advantage of our automated system is to restrict. Automated trading system is also known as an algorithmic trading which analyze the. Stock price time-line data is av ailable for generation the signals. User can also give the restriction for.
So, ultimately this system is use for the maximize the. Automated Stock market trading system is totally based on prediction using past data. When user start using this system, system asks some data for prediction. F rom these input parameters. Sell signal is gener-. So, by this way automated stock market trading system w orks to make maximum. F or development of automated trading system, stock market prediction m ust be re-.
There are two w ays to predict the stock i to predict the stock price and ii to. In this study model has been developed based on technical analysis.
There are ten tech-. These indicators are used as a parameter for. The Sell signal is gen-. V arious literature has been studied in order to understand the amount of work done.
Since the existence of stock markets, a lot of research had been done in. Basic criteria that analyze under fundamental analysis are interest. Financial analysis evaluated based on the historical as well as curren t. F undamental analysis is performed on historical and present data, but. There are several possible objectives:. T ext mining approach is used for fundamental analysis. Stock market fundamen tal analysis. Technical parameters do not predict stock price, but. Tec hnical analysis help investor to predict the.
T echnical analysis uses a. F ocus on Price and Volume: T echnical indicators are calculated only based on stock price, and volume trade on. Based on the historical data and price movemen t, technical indicators. Even though there are knee-jerks present in the stock mark et,. Supply , Demand, and Price Action: Stock prices varies based on the supply and demand of the stock at curren t time.
Thus tec hnical indicators have strength to. T echnical indicators are one type of parameter that is based on stock price and trading.
It has ability to predict stock future price level or stock price direction in mark et. Some basic and most useful technical indicators are as below. The formula for calculating relative strength index is:.
Aver age of given per iods closes DO W N. RSI indicator compare stock gain to losses and forecast about stock is oversold or ov er-. RSI return value in range of 0 to In general scenario if RSI is above 70, stock. RSI threshold value for signal ma y. Moving av erage convergence div ergence MACD: The formula for calculating stochastic Oscillator is:. MFI is calculated as below. MFI is used to indicate overbought and o versold signal.
If MFI is less than 20 that means. When stock close price is above upper band then it indicates overbought signal and. Calculation of OBV is as below.
If the closing price is above the prior close price then:. If the closing price is below the prior close price then:. If the closing prices equals the prior close price then:. Momentum is the measurement of the speed or velocity of price c hanges. V is the latest price, and Vx is the closing price of x number of days ago. Momentum measures the rate of the rise or fall in stock prices.
Calculation of PRoC indicator is as below. C losing P r ice of n P eriods Ag o. In general trend value greater than zero to indicate an increase in up ward momentum. T echnical Parameter Used in Researc h Papers: Research Paper T echnical parameter.
F or generating of the stock decision ten years has been taken from BSE India website. In this study daily basis data of Reliance Industry Ltd. Data set attribute that. After calculating the technical parameter. And sell signal is generated if sto ck price cross.More...