Система підтримки прийняття рішень для фінансових часових рядів на основі пари середніх з використанням оцінки різних часових вимірів

Abstract

This bachelor paper deals with the prediction of time series. The mathematical model of decision making and the decision-making support system based on the intersection of a pair of moving average are developed in this paper. The system is developed in the programming language MQL4 in MetaEditor environment of MetaTrader 4 trading platform. The necessary theoretical overview of is done and the algorithmic software of decision-making support system is developed. The optimization of parameters of the developed system based on historical data is done. The efficiency of the system is researched.