This is a guide of the trading strategy. For a guide on how to read the graphs on the analysis page, click here.
(This strategy is still under experiment. It will be available once it is ready.)
The ARIMA strategy uses the Auto Regressive Integrated Moving Average (ARIMA) model. More information on the ARIMA model can be found here.
In this strategy, the ARIMA model is used to predict tomorrow’s price based on the historic prices. Using today’s and tomorrow’s price, the signal is generated.
A BUY signal is generated when tomorrow’s predicted rate is greater than today’s rate by 2%. Upon entry, the Take Profit is set to be the predicted rate. The Stop Loss is set to be 2% lower than today’s rate.
A SELL signal is generated when tomorrow’s predicted rate is lower than today’s rate by 2%. Upon entry, the Take Profit is set to be the predicted rate. The Stop Loss is set to be 2% higher than today’s rate.