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Convolution of MACD + RSI based on Maxwell-Boltzmann distribution to create the “Raffasya v.1.0” as investment decision during Brexit deal 2019

Author

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  • Herdianto, Hengky

    (Universitas Gajayana Malang (UGM))

  • Poernamawatie, Fahmi

Abstract

On March 2019, Brexit deal to be continued and after the vote, there was a decrease in correlation between directly involved currencies GBP and EUR. Classical indicators will be difficult to determine the direction of high volatility processing trends. Purpose of this research creates a “Raffasya v.1.0” based on statistical mechanics with Maxwell-Boltzmann distribution which provide high accuracy in investment decisions during Brexit deal 2019 with several stages: (1) convolution of OHLC GBP currency’s chart substituted to MACD and RSI indicators; (2) convolution of MACD, RSI, OHLC, and volume of GBP currency’s candle into the Maxwell-Boltzmann distribution; and (3) designed the algorithm of Maxwell-Boltzmann convolution with programming script as the MQL4 and MQL5 for “Raffasya v.1.0” indicators using MetaQuote software. The spectrum of “Raffasya v.1.0” indicators is a new technical analysis developed using statistical mechanics based on Maxwell-Boltzmann distribution. This indicator can provide high accuracy in investment decisions and quickly identify MACD + RSI’s anomaly. So that net income obtained is higher than MACD + RSI’s decision with low risk as well.

Suggested Citation

  • Herdianto, Hengky & Poernamawatie, Fahmi, 2025. "Convolution of MACD + RSI based on Maxwell-Boltzmann distribution to create the “Raffasya v.1.0” as investment decision during Brexit deal 2019," OSF Preprints rufm5_v1, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:rufm5_v1
    DOI: 10.31219/osf.io/rufm5_v1
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