REPRESENTATION OF TRADING SIGNALS BASED KAUFMAN ADAPTIVE MOVING AVERAGE AS A SYSTEM OF LINEAR INEQUALITIES

Abstract

This paper considers the adaptation of problem of strong separability for decisions about buying or selling financial assets, such as equities, currencies, futures, etc. on the stock exchange. There were constructed two systems of linear inequalities that define the regions in n-dimensional space. These systems describe the expert trading signals that based on adaptive moving average of Kaufman.