The Trading Methodology Using Employing Gibbs Effect at the Market Opening Time

Myung Hwang Sun; Seok Bong Cho

doi:10.4028/www.scientific.net/AMM.651-653.1674

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 651-653The Trading Methodology Using Employing Gibbs...

The Trading Methodology Using Employing Gibbs Effect at the Market Opening Time

Abstract:

We proposed several trading algorithms, which consist of MACD with the Gibbs Effect can measure future price. The proposed algorithms are applied successfully to the market opening time. In addition, we have implemented some useful real-time trading systems through C++ programming, which provide strong availability to combat the future market. The proposed transaction method using the Gibbs effect and MACD has been confirmed to be excellent in the trading success probability and expected returns through simulations. Furthermore, the revenue is expected to be redoubled if this method can be applied to the futures markets all over the world using time difference.

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Periodical:

Applied Mechanics and Materials (Volumes 651-653)

Pages:

1674-1676

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.651-653.1674

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Online since:

September 2014

Authors:

Myung Hwang Sun, Seok Bong Cho

Keywords:

Gibbs Effect, MACD, Market Opening Time, Transaction Method

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References

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