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Article title CONSTRUCTION OF MECHANICAL TRADING SYSTEMS ON THE BASIS OF THE FREQUENCY AND TIME ANALYSIS OF THE JAPANESE CANDLES
Authors E.A. Shumakov, D.N. Karlov
Section SECTION V. SOCIAL SCIENCES, LINGUISTICS, PSYCHOLOGY, ECONOMY
Month, Year 02, 2010 @en
Index UDC 336.761.533
DOI
Abstract The article describes the set of experiments over Forex timeseries, in particular, newly created experiment for the seach of patterns in coded input/uotput chains of Candlestick chart bars. Those patterns give same statistical advantage. Experiments prove the hypotehesis of efficient market, but uncover some patterns giving statistical advantage.

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Keywords Hypothesis of the effective market; Forex; the mathematical statistics; trading patterns.
References 1. Булашов С.В. Статистика для трейдеров. – М.: Компания “Спутник+”, 2003. – 245 с.
2. Dacorogna M., Gencay R., Muller U., Olsen R., Pictet O. “An introduction to high – frequency finance”. – NY.: Academic Press, 2001. – 407 p.

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