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Artificial intelligence-based indicators for ALGO trading strategy on the NSE derivatives

Published: 30 May 2023 Publication History

Abstract

Machine learning and ALGO trading processes have resulted in a worldwide change in corporate practices. As a result of these technical advancements, traders may now lower their susceptibility to loss while improving their possibilities of earning from their investments. The buy-or-write method is often used for a single asset or a marketable product. A buy-and-sell maximization study design is a type of research design used to form an opinion. This research design establishes a position by optimizing an exponential moving average (EMA), a relative strength index (RSI), and an average true range (ATR). When the buy and sell signals of the proposed approach are engaged, it also generates signals for a stop-loss order and target price for the position. Additionally, gains and losses for a specific period are represented.

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ICIMMI '22: Proceedings of the 4th International Conference on Information Management & Machine Intelligence
December 2022
749 pages
ISBN:9781450399937
DOI:10.1145/3590837
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than the author(s) must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected].

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Published: 30 May 2023

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Author Tags

  1. ALGO Trading, ATR
  2. EMA, Machine Learning, RSI

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