This project was realized as a part of Numerical Methods course at Gdansk University of Technology. The original instruction for the project was written by dr inż. Grzegorz Fotyga.
The aim of the project was to implement MACD trading indicator and evaluate whether this indicator can be helpful in making decisions to buy and sell the analyzed financial instrument. To realize this, there were a few simulations conducted for two different financial instruments and various periods of time. Additionally, apart from basic selling and buying strategy based on signals that MACD indicator was sending, another enhanced strategy was implemented. Enhanced strategy, apart form MACD indicator, takes into account also parameters stop_loss and take_profit.
The simulations were conducted based on the historical stock price data of CD Projekt and Cloud Technologies SA. The data is in the form of 1000-length vector in *.csv format.
A very important part of the project are the plots that help identify patterns, assess the strength of trends and potential reversal points, offer a visual representation of the indicator's signals and validate effectiveness of the buying and selling strategies.
Everything is decribed in detail in the report - the theory, simulations terms, plots, results and conclusions.
- main.py - implementation of MACD indicator, simulations of two trading algorithms, plots
- MN_projekt1_188803.pdf - report in Polish
- cdr_d.csv - CD Projekt data
- cld_d.csv - Cloud Technologies SA data