Abstract: Decision Support System – modified Martingale is suggested in this paper. This DSS differs from classical Martingale by using preliminary training for finding optimal system parameters and financial indicators like MA (Moving Average) for estimate financial process trend and reveal its change. The corresponding software of the suggested DSS was elaborated and experimental investigations were carried out. This system was applied at currency market FOREX and used for determining the optimal trading strategy. The experimental results of its application are presented

Keywords: trading strategy at market, FOREX, decision support system, financial indicators, modified Martingale.

ACM Classification Keywords: H.4 INFORMATION SYSTEMS APPLICATIONS - H.4.2. Types of Systems Decision Support

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ИССЛЕДОВАНИЕ МОДИФИЦИРОВАННОЙ СИСТЕМЫ МАРТИНГЕЙЛ ДЛЯ ТРЕЙДИНГА НА ВАЛЮТНЫХ РЫНКАХ

Юрий Зайченко, Владислав Плаксин

http://foibg.com/ibs_isc/ibs-19/ibs-19-p28.pdf