An Optimization Method on Hyperbolic Indicator

Fuzzy Optimization and Modeling Journal

دوره 2، شماره 3، مهر 2021، صفحه 56-62   

نوع مقاله: Original Article

شناسه دیجیتال (DOI): 10.30495/fomj.2021.1943410.1043

نویسنده

Reza Fallah-Moghaddam^*

Department of Computer Science, Garmsar University, Garmsar, Iran

چکیده

Forex indicators are one way of examining market data. One of the best methods is using approximations of quadratic curves. For example, the Parabolic SAR indicator is an indicator that approximates the trend by a parabola. Of course, not all indicators necessarily map the direction of the trading trend with a curve. But discovering a clear curved path for the trading trend is definitely the dream of many great analysts. The problem that we are dealing with here is actually trying to generalize the idea of approximating the direction of the trading process by using hyperbolic functions. Suppose there are two fixed points in the movement of the financial market and the path length between these two points is also a fixed number, using numerical approximation methods, we try to calculate the maximum and minimum amount of financial market movement. The main idea that is in our minds is the approximation of financial market trends by using hyperbolic functions. We approximate the path between these two points with a hyperbolic sine function. Finally, we try to find the maximum or minimum points of this hyperbolic sine function numerically.

کلیدواژه‌ها

Optimization؛ Indicators؛ Hyperbolic Indicator؛ Numerical Method