Browsing by Author "Siriporn Thammakesorn"
Siriporn Thammakesorn; Ohm Sornil (NIDA, 2/25/19)
Candlestick chart patterns are widely used in stock trading decisions. Patterns of candlestick series are found to provide hints for the price of the next one. This research proposes a technique to generate stock trading strategies employing features which are shown to effectively recognize patterns in candlestick charts. The features are combined into a tree-like trading strategy using the Chi-square Automatic Interaction Detector algorithm. The technique is evaluated using actual stocks from Stock Exchange of Thailand. The results show that the ...