This project uses strategy based trading systems to test and evaluate which strategy generates the highest percent profits while also adding value to a well known existing method for buying and selling stocks. TradeStation software was used to compare the success of the various exit strategies. A N bar since entry and profit target exit strategy was determined to be the most successful of all strategies tested after the trading strategy was optimized for maximum profits. The results of the N bar since entry and profit target trading strategy were compared to Robert Hessler's neural network. The group's was able to treat Hessler's neural network as a set-up instead of a full, complete system. By adding technical entry and exit rules, the group was able to generate superior results.

• 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

• DeCelle, Melissa Pauline
• Paulino, Madison R.

Subject

• Industry
• Computing

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-042310-084702

Keyword

• Application software--Development
• Stocks
• Artificial intelligence

Advisor

• Radzicki, Michael J.

Year

• 2010

Date created

• 2010-04-23

Location

• Worcester

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright

Last modified

• 2021-02-02