In financial trading, emotion can often obstruct clear decision making. The goal of this project is to build a system which can overcome this by trading foreign currencies autonomously. Three systems were created: two relying on neural networks, and a third on pattern recognition of candlestick charts. A fourth system has been designed to allocate funds to the others using utility theory. Though the algorithms were not profitable, a powerful interface was built, connecting Python scripts to MetaTrader 4 for trading.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Anderson, Benjamin
• Min Htet, Thar
• VanOsten, Andrew
• Nugent, Nicholas Sylvester

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-042519-112458

Keyword

• Economic Growth, Stability, and Development

Advisor

• Hakim, Hossein
• Somasse, Gbetonmasse B.
• Ludwig, Reinhold

Year

• 2019

Date created

• 2019-04-25

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright

Last modified

• 2021-02-03