Trading Strategy on Market Stock by Analyzing Candlestick Pattern using ANN (Artificial Neural Network) Method

NI PUTU WINDA ARDIYANTI

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56 kali
21.04.3193
006.31
Karya Ilmiah - Skripsi (S1) - Reference

Technical analysis carries an essential role in a stock market. Traders using technical analysis to find the trading strategy on the market stock. There are some technical indicators tools that can support the technical analysis, such as Moving Average, Stochastic, and others. Candlestick pattern also parts of the tools that used in technical analysis to develop the trading strategy since Candlestick represents the stock behavior. Therefore, understanding the Candlestick pattern and technical indicator tools will be valuable for the traders to predict the trading strategy. This study performs the generating the trading strategy by models the Artificial Neural Network (ANN) to predicting the Candlestick pattern. The technical indicator tools and Candlestick pattern will be generated as the features and label data in the modeling process. The method is applied to four stocks from IDX through their technical indicators for a determined period of time. We find that in the period of 28 days, the model generates the highest accuracy that reached 85.96%. We also used K-Fold Cross Validation to evaluated the model that generates.

Subjek

Machine Learning
 

Katalog

Trading Strategy on Market Stock by Analyzing Candlestick Pattern using ANN (Artificial Neural Network) Method
 
 
Indonesia

Sirkulasi

Rp. 0
Rp. 0
Tidak

Pengarang

NI PUTU WINDA ARDIYANTI
Perorangan
Irma Palupi, Indwiarti
 

Penerbit

Universitas Telkom, S1 Informatika
Bandung
2021

Koleksi

Kompetensi

 

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