Banca de QUALIFICAÇÃO: JOSÉ JEOVANE REGES CORDEIRO

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
DISCENTE: JOSÉ JEOVANE REGES CORDEIRO
DATA: 29/10/2025
HORA: 16:00
LOCAL: https://meet.google.com/qfd-vdiz-yzr
TÍTULO: Scalper Major: A Computational Solution for Automated Trading in High-Volatility Environments
PALAVRAS-CHAVES: Forex Market. Algorithmic Trading. Evaluation Metric.
PÁGINAS: 70
GRANDE ÁREA: Ciências Exatas e da Terra
ÁREA: Ciência da Computação
SUBÁREA: Sistemas de Computação
ESPECIALIDADE: Software Básico
RESUMO:

This work addresses the complexity and challenges of manual trading in the Forex market, a high-volatility environment where decisions are often compromised by emotional biases and the human limitation in processing information and executing orders promptly. To overcome these difficulties, Scalper Major, an automated trading system (Expert Advisor), was developed. The solution is based on a modular architecture composed of a signal processor, a risk manager, and a money manager. These components apply technical criteria, specialized heuristics, and strict management rules to operate with minimal human intervention. The validation of Scalper Major was conducted in two distinct scenarios. In the simulated environment, using historical data from January 2016 to December 2023 with an initial capital of $20,000.00, the system obtained a net profit of $751,533.23, with an overall win rate of 82.54% across 11,571 executed trades. In the live environment, operating from June 2024 to September 2025, the system started with a capital of $20,000.00 and generated a net profit of $19,673.82, achieving a win rate of 78.58% in 1,886 trades. The results from both scenarios demonstrate the robustness and effectiveness of the proposed solution, which proved to be profitable and resilient even in the face of events of significant market instability.

MEMBROS DA BANCA:
Presidente - 2531542 - ARLINO HENRIQUE MAGALHAES DE ARAUJO
Interno - 1744590 - GUILHERME AMARAL AVELINO
Interno - 1226761 - RAIMUNDO SANTOS MOURA
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