PENERAPAN BIG DATA PADA FOREX TRADING MENGGUNAKAN ANALISA STATISTIK DENGAN BREAKOUT STRATEGY

PENERAPAN BIG DATA PADA FOREX TRADING MENGGUNAKAN ANALISA STATISTIK DENGAN BREAKOUT STRATEGY

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  • Sep 2021

Being the most expensive and most popular cryptocurrency, both the business world and the research community have started to study bitcoin development. However, due to the absence of most government regulation, the price of bitcoin has become uncontrollable, resulting in frequent large fluctuations. Using a dataset from 17 August 2017 to 13 April 2021 the GRU, RNN, and LSTM methods will be compared and implement Grid Search and Random Search to find out which one will do better in this research. Those three methods are considered to be the best method to get a prediction, but it also depends on the model that computer could have. The best result is the GRU with Grid Search method with MAE (Mean Absolute Error) of training 0.0043 and testing about 0.0594.

  • Mar 2021

This study aims to analyze the comparison of the Naïve Bayes and kNN on the Prediction of Forex Price Movements for GBP / USD on Time Frame Daily. The data used is taken from the metatrader-4 application which is often used by forex traders when making transactions. There are 2,145 data rows consisting of the date, hour, open price, high, low, close, and transaction volume columns. From this data, a column for the target class is created with the name ‘result’. The result column is filled with increasing or decreasing values. The value of increase or decrease is obtained from the comparison of the previous closing price with the closing price of the next day. This study analyzes the results of the comparison of the data mining classification of algorithm between the Naïve Bayes algorithm and kNN. The 2,145 data were divided into 2 parts, namely 80% for training data and 20% for testing data. The analysis is done by comparing the precision, recall, and accuracy test results for each algorithm. The conclusion of this study is that the kNN algorithm is better than the Naïve Bayes algorithm in case of predicting forex price movements for GBP/USD currency at time frame daily.

Teknologi Trading Berbasis Expert Advisor (EA) pada Pasar Valuta Asing dengan Teknik Kalender Ekonomi

  • Febrianto Alqodri
  • Suci Lestari
  • Dan Nanscy Evi
  • Wardani

Alqodri, Febrianto, Suci Lestari, dan Nanscy Evi Wardani. 2015. Teknologi Trading Berbasis Expert Advisor (EA) pada Pasar Valuta Asing dengan Teknik Kalender Ekonomi. Semnas Teknomedia Online 3.1: 5-12.

Pembuatan Market Expert Advisor pada Currency Market Menggunakan Fibonacci, Stochastic dan MACD Indicator

  • Jan 2013
  • 55-60
  • Anthony Hadi
  • Murtiyanto Santoso
  • Resmana Lim

Hadi, Anthony, Murtiyanto Santoso, Resmana Lim. 2013. Pembuatan Market Expert Advisor pada Currency Market Menggunakan Fibonacci, Stochastic dan MACD Indicator. Jurnal Dimensi Teknik Elektro Universitas Kristen Petra Vol. 1, No. 1, (2013) 55-60.

Otomatisasi Forex Online Trading Dengan Membangun dan Mengimplementasikan Pola Aplikasi MQL4 Denngan Bahasa C

  • Jan 2013
  • Eka Hartanto

Hartanto, Eka. 2013. "Otomatisasi Forex Online Trading Dengan Membangun dan Mengimplementasikan Pola Aplikasi MQL4 Denngan Bahasa C". Skripsi Universitas Dian Nuswantoro, Semarang.

  • Jan 2012
  • Heri Santoso

Santoso, Heri. 2012. Cara Mudah Membuat Robot Trading Profitable dengan EA Martiagle dan EA Scalping. Jakarta : Elex Media Komputindo.

  • Jan 2005
  • Taufik Sutanto

Sutanto, Taufik. 2015. "Tipe Data di Statistika (Data Mining/Science)". http://sutanto.org/model-statistikadata-science/ (diakses tanggal 09 Januari 2016 pukul 20.05)

  • Prabowo Widodo
  • Pudjo

Widodo, Prabowo Pudjo, Rahmadya Trias Hendayanto, Herlawati. 2013. Penerapan Data Mining Dengan Matlab. Bandung : Rekayasa Sains.

  • Jan 2013
  • Kurnia Wirdhaningsih
  • Dian Eka Putri
  • S Ratnawati
  • Si
  • Drs
  • M T Marji

Wirdhaningsih, Kurnia Putri, Dian Eka Ratnawati, S.Si., Drs. Marji, MT. 2013. Penerapan Algoritma Decision Tree C5.0 untuk Peramalan Forex. Jurnal Universitas Brawijaya Malang

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