%0 Journal Article %1 CORBET201932 %A Corbet, Shaen %A Eraslan, Veysel %A Lucey, Brian %A Sensoy, Ahmet %D 2019 %J Finance Research Letters %K ba crypto_curr technische_analyse %P 32-37 %R https://doi.org/10.1016/j.frl.2019.04.027 %T The effectiveness of technical trading rules in cryptocurrency markets %U https://www.sciencedirect.com/science/article/pii/S1544612319300315 %V 31 %X We analyse various technical trading rules in the form of the moving average-oscillator and trading range break-out strategies to specifically test resistance and support levels and their trading performance using high-frequency Bitcoin returns. Overall, our results provide significant support for the moving average strategies. In particular, variable-length moving average rule performs the best with buy signals generating higher returns than sell signals.

@article{CORBET201932, abstract = {We analyse various technical trading rules in the form of the moving average-oscillator and trading range break-out strategies to specifically test resistance and support levels and their trading performance using high-frequency Bitcoin returns. Overall, our results provide significant support for the moving average strategies. In particular, variable-length moving average rule performs the best with buy signals generating higher returns than sell signals.}, added-at = {2021-12-20T16:34:13.000+0100}, author = {Corbet, Shaen and Eraslan, Veysel and Lucey, Brian and Sensoy, Ahmet}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/29e284924e221ccaa496c2380ebbb1e9d/georglender}, description = {The effectiveness of technical trading rules in cryptocurrency markets - ScienceDirect}, doi = {https://doi.org/10.1016/j.frl.2019.04.027}, interhash = {57ca9e36a22c7d0f6250fab1c2d23e8a}, intrahash = {9e284924e221ccaa496c2380ebbb1e9d}, issn = {1544-6123}, journal = {Finance Research Letters}, keywords = {ba crypto_curr technische_analyse}, pages = {32-37}, timestamp = {2021-12-20T15:34:13.000+0100}, title = {The effectiveness of technical trading rules in cryptocurrency markets}, url = {https://www.sciencedirect.com/science/article/pii/S1544612319300315}, volume = 31, year = 2019 }