Simulación basada en agentes de software para la evaluación de indicadores técnicos

considering the inconvenients that the assessment of technical indicators may handle in a real stock market, an agent based simulation model is presented in this document as an alternative where two micro aspects are considered for this kind of systems: agents' decision making mechanisms and the continuous double auction protocol through which transactions are made. in particular, the following indicators are analyzed in an empirical way: simple, double and triple weighted moving averages; momentum, roc, macd and rsi throughout a series of simulations for 280 agents adding also external factors that may affect prices by using a brownian motion model.