Open Conference Systems, MISEIC 2019

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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
Hengky Herdianto, Fahmi Poernamawatie

Last modified: 2020-02-02


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.


Brexit Referendum; MACD; Maxwell-Boltzmann; Raffasya v.1.0; RSI.

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