Implementation of Multicriteria Moving Average Crossover Indicators as the basis for Technical Analysis Decision Making at the Futures Exchange

Abstract

The purpose of this paper is to minimize the risk of trading option and futures through conducting technical analysis utilizing Double Crossover Method. Hence, it tries to seek the answer on some problems including trading foreign exchange without having to make official and uncomplicated investments, trading without having to spend a lot of time, testing double crossover methods in a short time, and how to determine the most effective double crossover methods with multi-criteria considerations. This research utilized both Backtesting and Analytical Hierarchy Process (AHP) methods. Based on the results of these stages, it was found that MT4 FXDD, SMA 5 - 10 pairs on H4 Timeframes, Expert Advisors, and Back testing were the answers to the existing problems. For general investors, this strategies support their activities on getting real and efficient foreign exchange trading facilities without joining procedural and official investments in the futures exchange.Efficient decision makers tools can be utilized in trading to avoid or minimize the loss by6applying the most effective double crossover method priority used as a technical analysis in trading foreign exchange based on test results.Trading foreign exchange previously was utilizing single lines moving average that has some waeknesses. This study tries to shed the light of double crossover method, utilizing two lines of moving averages to generate trading signals effectively and accurately in minimizing loss.

Keywords

• F31 Foreign Exchange
• G13 Futures Pricing
• F17 Trade Forecasting and Simulation
• E22 Investment