Modeling market data and technical indicators with Fuzzy Logic to develop a trading algorithm for an individual stock in the Philippines

Historical market data that contains a stock´s closing price, volume and technical indicators with corresponding trading signals (buy, sell and hold) is one which we cannot write down a formal mathematical model. Fuzzy Logic enables us to work with such systems that we understand in a qualitative way. This paper proposes the use of Fuzzy Logic to develop a trading algorithm that will provide trading signals for an individual stock in the Philippines using Technical Indicators.