INTELLIGENT DECISION SUPPORT ON FOREX

Abstract

A new technology of intelligent decision support on Forex, including forming algorithms of trading signals, rules for the training sample based on technical indicators, which have the highest correlation with the price, the method of reducing the number of losing trades, is proposed. The last is based on an analysis of the wave structure of the market, while the beginning of the cycle (the wave number one) is offered to be identified using Bill Williams Oscillator (Awesome oscillator). The process chain of constructing neuro-fuzzy model using software package MatLab is described.