2016 | OriginalPaper | Buchkapitel
A Statistical Assessment
Erschienen in: Technical Analysis for Algorithmic Pattern Recognition
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This chapter examines the performance of TA, by implementing all technical patterns and indicators presented previous chapters, on 18 financial market indices around the world, for the requested period of 1998–2014. Parameters used for defining these trading rules are excerpted from the literature, and are the most commonly used. The methodology applied includes ordinary statistical tests and a bootstrap assessment.