Fuzzy logic, trading uncertainty and technical trading

B-Tier
Journal: Journal of Banking & Finance
Year: 2013
Volume: 37
Issue: 2
Pages: 578-586

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

From the market microstructure perspective, technical analysis can be profitable when informed traders make systematic mistakes or when uninformed traders have predictable impacts on price. However, chartists face a considerable degree of trading uncertainty because technical indicators such as moving averages are essentially imperfect filters with a nonzero phase shift. Consequently, technical trading may result in erroneous trading recommendations and substantial losses. This paper presents an uncertainty reduction approach based on fuzzy logic that addresses two problems related to the uncertainty embedded in technical trading strategies: market timing and order size. The results of our high-frequency exercises show that ‘fuzzy technical indicators’ dominate standard moving average technical indicators and filter rules for the Euro-US dollar (EUR-USD) exchange rates, especially on high-volatility days.

Technical Details

RePEc Handle
repec:eee:jbfina:v:37:y:2013:i:2:p:578-586
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25