Forex Trading Robot Using Fuzzy Logic
Fuente:
arXiv
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866913933199147008 |
|---|---|
| author | Shabani, Mustafa Nasiri, Alireza Nafardi, Hassan |
| author_facet | Shabani, Mustafa Nasiri, Alireza Nafardi, Hassan |
| contents | In this study, we propose a fuzzy system for conducting short-term transactions in the forex market. The system is designed to enhance common strategies in the forex market using fuzzy logic, thereby improving the accuracy of transactions. Traditionally, technical strategies based on oscillator indicators have relied on predefined ranges for indicators such as Relative Strength Index (RSI), Commodity Channel Indicator (CCI), and Stochastic to determine entry points for trades. However, the use of these classic indicators has yielded suboptimal results due to the changing nature of the market over time. In our proposed approach, instead of employing classical indicators, we introduce a fuzzy Mamdani system for each indicator. The results obtained from these systems are then combined through voting to design a trading robot. Our findings demonstrate a considerable increase in the profitability factor compared to three other methods. Additionally, net profit, gross profit, and maximum capital reduction are calculated and compared across all approaches. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2507_06383 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Forex Trading Robot Using Fuzzy Logic Shabani, Mustafa Nasiri, Alireza Nafardi, Hassan Systems and Control Computational Engineering, Finance, and Science Logic in Computer Science I.2.1 In this study, we propose a fuzzy system for conducting short-term transactions in the forex market. The system is designed to enhance common strategies in the forex market using fuzzy logic, thereby improving the accuracy of transactions. Traditionally, technical strategies based on oscillator indicators have relied on predefined ranges for indicators such as Relative Strength Index (RSI), Commodity Channel Indicator (CCI), and Stochastic to determine entry points for trades. However, the use of these classic indicators has yielded suboptimal results due to the changing nature of the market over time. In our proposed approach, instead of employing classical indicators, we introduce a fuzzy Mamdani system for each indicator. The results obtained from these systems are then combined through voting to design a trading robot. Our findings demonstrate a considerable increase in the profitability factor compared to three other methods. Additionally, net profit, gross profit, and maximum capital reduction are calculated and compared across all approaches. |
| title | Forex Trading Robot Using Fuzzy Logic |
| topic | Systems and Control Computational Engineering, Finance, and Science Logic in Computer Science I.2.1 |
| url | https://arxiv.org/abs/2507.06383 |