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The article presents an approach to the performance analysis of trading strategies in the a-Trader system. A-Trader supports investment decisions on the FOREX market. The first part of the article contains a description of the a-Trader system from the user viewpoint. Next, the algorithms of the selected agents’ strategies are presented. In the last part of the article, the performance evaluation of...
The authors of this paper present an approach to trading strategy design for an A-Trader multi-agent system which supports investment decisions on the stock market. The functionalities of the system, and the main component, the Supervisor Agent, used as a strategy a consensus method to reduce the level of investment risk, are described. The consensus method allows the coordination of the work of agents,...
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