Profitability of the Bollinger Star strategy in Foreign Exchange markets.

• Main Authors: Ho, Degen., Hue, Reika Jia Li., Yeo, Wei Jie.
• Other Authors: Choong Chewn Seng, Edmund
• Format: Final Year Project
• Language: English
• Published: 2009
• Subjects: DRNTU::Business::Finance::Foreign exchange
• Online Access: http://hdl.handle.net/10356/15233
• Institution: Nanyang Technological University

There are a limited number of published papers on countertrend strategies, candlesticks, and multi-rule setups in foreign exchange markets. Therefore, this paper back-tests a multi-rule countertrend strategy using 13 years of daily price data from the 6 foreign exchange majors. This strategy, hencef...