Predicting Currency Pair Trends using the Fractal Market Hypothesis

Jonathan Blackledge

Research output: Contribution to conferencePaperpeer-review

Abstract

This paper reports on the results of a research and development pro- gramme concerned with the analysis of currency pair exchange time series for Forex trading in an intensive applications and services environment. In particular, we present some of the preliminary results obtained for Forex trading using MetaTrader 4 with a new set of trend indicators deigned using a mathematical model that is based on the Fractal Market Hypothesis. This includes examples of various currency pair exchange rates considered over di erent time intervals and use of the indicators in a live trading environment to place a buy/sell order.
Original languageEnglish
DOIs
Publication statusPublished - 2011
Externally publishedYes
EventIrish Signals and Systems Conference - Dublin, Ireland
Duration: 23 Jun 201124 Jun 2011

Conference

ConferenceIrish Signals and Systems Conference
Country/TerritoryIreland
CityDublin
Period23/06/1124/06/11

Keywords

  • currency pair exchange
  • Forex trading
  • MetaTrader 4
  • trend indicators
  • Fractal Market Hypothesis
  • buy/sell order

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