Market dependences authentication based on divergence between a price and technical analysis indicator

Abstract

The paper develops an approach to making managerial decisions on the world financial markets, based on mathematical models of authentication of divergence phenomenon between the price and indicator of technical analysis. With the aim of financial market efficiency improvement, there had been suggested the practical realization of the given approach in the kind of managerial decision making algorithm, which is in the basis of mechanical trading system (MTS). Mechanical trading system’s testing results in the Trade Station Pro Suit package had also been shown.