Využití technické analýzy na měnovém trhu

The presented bachelor thesis analyzes the efficiency of technical analysis tools in the foreign exchange market and proposes a model optimized for risk minimization and maintaining its stability. Algorithmic testing using the Pine Script language on data of the EUR/USD pair shows that the mechanical application of moving averages and the Stochastic oscillator leads to significant losses in a modern environment due to an inability to respond in time to market changes. The contribution of the thesis lies in the development of an Improved Model, which innovates the original logic by adjusting calculation periods and implementing a restriction against consecutive losses. A stress test on an independent data sample proves that this optimization prevents deep trading account drawdowns even during market anomalies and transforms a loss-making system into a stable strategy with robust risk management.