id	author	title	date	pages	extension	mime	words	sentences	flesch	summary	cache	txt
work_p4nyzm7uz5fwrbumfajdtyk34i	Michael Kampouridis	Evolving trading strategies using directional changes	2017	29	.pdf	application/pdf	15313	1535	75	of financial forecasting is deriving a trading strategy, which makes a recommendation whether to buy, hold or sell. In summary, what we have presented so far—namely buy and hold, technical analysis and EDDIE—all use information derived from data that is based on physical-time. event-based price summaries for creating the trading strategies, based on the concept of directional changes. In this work, we will present new trading strategies based on the concept of directional changes. This proposed trading strategy combines the use of different threshold values in an attempt to take advantage Our proposed algorithm is going to be benchmarked against 3 different other types of trading strategies: (i) singlethreshold and multi-threshold directional changes, (ii) buy and hold, and (iii) technical analysis. This section presents results for all DC algorithms, and the two physical-time financial benchmarks of BH (buy Table 5 presents the return results for each month, for each DC algorithm, under the 10-minute interval data, for	./cache/work_p4nyzm7uz5fwrbumfajdtyk34i.pdf	./txt/work_p4nyzm7uz5fwrbumfajdtyk34i.txt