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Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities

Year 2016, Volume: 6 Issue: 1, 176 - 178, 01.03.2016

Mansoor Maitah Petr Procházka Michal Cermak Karel šrédl

Abstract

This paper is focused on evaluating the trading rule of indicator Commodity Channel Index, using selected agricultural commodities. The reason of testing is that this indicator is calculated with respect to fluctuation of commodity market – volatility. The recent issue of commodity markets examines trading under risk. The concept is in analyzing of predictive power of Commodity Channel Index. The main core of this paper is if the trading strategy under evaluating using technical analysis, respectively Commodity Channel Index, reaches positive profit. The returns of trading rule are measured using signals to buying or selling and comparison each of them. Authors of this paper created trading rule based on Commodity channel index and tested it on commodity markets. The results are positive in term of % CCI. Findings of the strategy are positive due to measurement volatility involved in indicator. The commodity markets are volatile, time series are fluctuating due to actual announcements or news.

Keywords

Commodity Channel Index agricultural commodities trading

Year 2016, Volume: 6 Issue: 1, 176 - 178, 01.03.2016

Mansoor Maitah Petr Procházka Michal Cermak Karel šrédl

Abstract

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Details

Other ID JA36SR35CC
Journal Section Research Article
Authors

Mansoor Maitah This is me

Petr Procházka This is me

Michal Cermak This is me

Karel šrédl This is me

Publication Date March 1, 2016
Published in Issue Year 2016 Volume: 6 Issue: 1

Cite

APA Maitah, M., Procházka, P., Cermak, M., šrédl, K. (2016). Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities. International Journal of Economics and Financial Issues, 6(1), 176-178.
AMA Maitah M, Procházka P, Cermak M, šrédl K. Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities. IJEFI. March 2016;6(1):176-178.
Chicago Maitah, Mansoor, Petr Procházka, Michal Cermak, and Karel šrédl. “Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities”. International Journal of Economics and Financial Issues 6, no. 1 (March 2016): 176-78.
EndNote Maitah M, Procházka P, Cermak M, šrédl K (March 1, 2016) Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities. International Journal of Economics and Financial Issues 6 1 176–178.
IEEE M. Maitah, P. Procházka, M. Cermak, and K. šrédl, “Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities”, IJEFI, vol. 6, no. 1, pp. 176–178, 2016.
ISNAD Maitah, Mansoor et al. “Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities”. International Journal of Economics and Financial Issues 6/1 (March 2016), 176-178.
JAMA Maitah M, Procházka P, Cermak M, šrédl K. Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities. IJEFI. 2016;6:176–178.
MLA Maitah, Mansoor et al. “Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities”. International Journal of Economics and Financial Issues, vol. 6, no. 1, 2016, pp. 176-8.
Vancouver Maitah M, Procházka P, Cermak M, šrédl K. Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities. IJEFI. 2016;6(1):176-8.