Hello everyone!
My name is Cristian Mihail Păuna.
I am an engineer, economist, and
doctor in economic informatics.
This is my work. Enjoy it!
Smoothed Relative Momentum together with Relative Cyclicality, and Order Blocks
define reliable and accurate trading signals in any market, especially in a daily timeframe.
The Relative Cyclicality indicator defines the cycles of any price evolution. It is computed by applying the "Cyclicality" mathematical transformation to the Relative Strength Index indicator made by J. Welles Wilder. Relative Cyclicality generates very good entry and exit trading signals near the minimal and maximal points. It is better than RSI itself due to its derivability and the unicity of the extreme points on a specific interval. The Relative Cyclicality defines the ascending and descending price intervals with very high accuracy between the extreme points. The Relative Cyclicality is the most efficient indicator I have ever made, and it will likely remain the most used indicator in my activity for a long time. It is simple, universal, and profitable. Enjoy it!
The Adaptive Cyclicality indicator is another method to define the cycles of any price evolution. This indicator is computed by applying the "Cyclicality" mathematical transformation to the Adaptive Moving Average function introduced by Perry J. Kaufmann. The Adaptive Cyclicality defines very good entry and exit trading signals near the minimal and maximal points and adapts the indicator's amplitude depending on the current price action. It is a very accurate indicator that can be used on any market and any timeframe for stable investents.
Heikin Ashi means "average bar" in Japanese. The Heikin-Ashi mathematical transformation is well known and used for hundreds of years to spot market trends and to predict future price evolution. The Relative Strength Index is also well known for its very good prediction power. By combining the two techniques into one indicator we can obtain a more precise indication about the price direction and very accurate entry and exit trading signals. Moreover, the Smoothed Heikin-Ashi filtered with any of the Cyclicality indicators will generate unique signals with very low capital drawdown for any market. Anyone can use it for FREE! Enjoy it!
Smoothed Heikin Ashi is transforming the Heikin-Ashi price distribution into a continuous and derivable function which is giving us more accurate indications about the price movement. Applying the Relative Strength Index to this unique price transform will generate a very accurate indicator that can be used to automate the buying and selling trading signals. The Relative Smoothed Heikin-Ashi filtered with Relative Cyclicality indicator generate fantastic signals with very low drawdown for any market. Anyone can use it for FREE! Enjoy it!
The Order Blocks indicator shows the high-probability price zones for large orders of financial institutions on any market. The Order Blocks indicator gives us positive expectancy combined with trend accurate indicators like Price Cyclicality or Relative Cyclicality. The Order Blocks indicator filtered with any of the Cyclicality indicators generates fantastic entry signals with a very low drawdown. Anyone can use it for FREE! Enjoy it!
RISK AND CAPITAL MANAGEMENT USING EXPERT ADVISORS
This paper is about what you can not see in a backtest report, what you should expect using automated trading software, how to manage your money if you are using expert advisors, and how to cover a significant loss to remain in the trading activity when you are using automated procedures. In short, how to invest using expert advisors? This is the first article to read if you decide to use automated software to make money.
Utilities under MT5 designed for
capital and risk management
Ph.D. thesis of Cristian Pauna
Modern Methodologies for Business Intelligence Systems Design
Academic papers I have published in my PhD activity. Research theme: Modern Methodologies for Business Intelligence Systems Design. Real-Time Automated Trading Systems for Stock Exchange. Economic Informatics Doctoral School. Academy of Economic Studies. Bucharest, Romania. (01.10.2017 | doctorat.ase.ro)
All my researches and published papers are indexed by Google Scholar and can be found on Research Gate.
✔Volume Cyclicality. Reliable Capital Investment Signals Based on Trading Volume Information.
Păuna, C. (2019). Timișoara, Romania: Timișoara Journal of Economics and Business.
Volume 13, Issue 1/2020. ISSN: 2286-0991. West University of Timisoara.
DOI: 10.2478/tjeb-2020-0003 Available at: tjeb.ro
✔Price Probability Predictor. Capital investments assisted by a probability field.
Păuna, C. (2020). Bucharest, Romania: International Conference on Business Excellence ICBE2020.
Published by Springer in Business Revolution in a Digital Era as part of the Springer Proceedings in
Business and Economics book series. Păuna C. (2021) Price Probability Predictor. Capital
Investments Assisted by a Probability Field. In: Dima A.M., D'Ascenzo F. (eds) Business Revolution in a Digital
Era. Springer Proceedings in Business and Economics. Springer, Cham. DOI: 10.1007/978-3-030-59972-0_21
✔Informatics methods to include limit conditions into automated capital investment software systems.
Păuna, C., Lungu, I. (2020). Bucharest, Romania. IE2020 19th International Conference on Economic
Informatics. Academy of Economic Studies. DOI: 10.12948/ie2020.04.01 Available at: conferenceie.ase.ro
✔Behavioral patterns and fears in investor psychology.
Păuna, C. (2020). Bucharest, Romania. DOI: 10.13140/RG.2.2.29367.47521 Available at: researchgate.net
✔Tipare comportamentale și frici în psihologia investitorului.
Păuna, C. (2020). Bucharest, Romania. DOI: 10.13140/RG.2.2.33742.82241 Available at: researchgate.net
✔The psychology of using algorithms to automate decisions in financial information systems.
(Psihologia folosirii algoritmilor pentru automatizarea deciziilor în sistemele informaționale financiare.)
Păuna, C. (2020). Bucharest, Romania. DOI: 10.13140/RG.2.2.19901.61928 Available at: researchgate.net
✔Reliable Signals and Limit Conditions using Trigonometric Interpolation for Algorithmic Capital Investments.
Păuna, C. (2020). Alicante, Spain: 7th Business Systems Laboratory International
Symposium 2020. University of Alicante. Available at: bslab-symposium.net
✔Logarithmic Risk Distribution to build a stable capital growth for any business or investment.
Păuna, C. (2019). Bucharest, Romania: 13th International Management Conference.
Academy of Economic Studies. Available at: conference.management.ase.ro
✔Price Prediction Line. Investment Signals and Limit Conditions Applied for the German Financial Market.
Păuna, C. (2019). International Journal of Computer and Information Engineering.
Vol.13, No.9, 2019. World Academy of Science, Engineering and Technology. Available at: waset.org
Best Paper Award - International Conference on Advances in Information Systems, ICAIS 2019, Rome, Italy.
✔Trading Fragmentation Methodology to Reduce the Capital Exposure with Algorithmic Trading.
Păuna, C. (2019). Bucharest, Romania: Database Systems Journal. Volume X, Issue 2019. ISSN: 2069-3230.
Academy of Economic Studies. Available at: dbjournal.ro
✔Additional Limit Conditions for Breakout Trading Strategies.
Păuna, C. (2019). Bucharest, Romania: Informatica Economica Journal. Volume 23, Issue 2/2019. ISSN: 1453-1305.
Academy of Economic Studies. DOI: 10.12948/issn14531305/23.2.2019.03 Available at: revistaie.ase.ro
✔Silent Market Indicator. Methodology to Avoid the Risk in No Significant Price Movements.
Păuna, C. (2019). Timișoara, Romania: Timișoara Journal of Economics and Business.
Volume 12, Issue 1/2019. ISSN: 2286-0991. West University of Timisoara.
DOI: 10.2478/tjeb-2018-0009 Available at: tjeb.ro
✔Progressive Management Methodology for Real-Time Business Intelligence Decision Systems.
Păuna, C. (2019). Bucharest, Romania: 18th International Conference on Informatics in
Economy IE2019 by Bucharest University of Economic Studies, Available at: conferenceie.ase.ro.org
✔A Prediction Model Using the Price Cyclicality Function
Optimized for Algorithmic Trading in Financial Markets.
Păuna, C. (2019). International Journal of Computer and Information Engineering
Vol.13, No.4, 2019. World Academy of Science, Engineering and Technology. Paper Presented at International
Conference on Intelligent Information Systems ICIIS 2019, Athens, Grece. Available at: waset.org
Best Paper Award - International Conference on Intelligent Information Systems, ICIIS 2019, Athens, Greece.
✔Data Mining Methods on Time Price Series for Algorithmic Trading Systems.
Păuna, C. (2019). Bucharest, Romania: Informatica Economica Journal. Volume 23, Issue 1/2019. ISSN: 1453-1305.
Academy of Economic Studies DOI: 10.12948/issn14531305/23.1.2019.03 Available at: revistaie.ase.ro
✔Low risk trading algorithm based on the price cyclicality function for capital markets.
Păuna, C. (2019). Bucharest, Romania: The 13th International Conference On Business Excellence ICBE 2019
Faculty of Business Administration, Bucharest Academy of Economic Studies. Society on Business
Excellence. DOI: 10.2478/mmcks-2019-0006 Available at: bizexcellence.ro
This paper was awarded with "Management and Marketing Award - Challenges for the Knowledge Society".
✔Reliable Signals Based on Fisher Transform for Algorithmic Trading.
Păuna, C. (2019). Timișoara, Romania: Timișoara Journal of Economics and Business. Volume 11, Issue 1/2018. ISSN:
2286-0991. West University of Timisoara. DOI: 10.2478/tjeb-2018-0006 Available at: tjeb.ro
✔Reliable Signals and Limit Conditions for Automated Trading Systems.
Păuna, C. (2018). Iași, Romania: Review of Economic and Business Studies. Volume XI, Issue 2/2018. ISSN: 1843–763X.
Alexandru Ioan Cuza University Press. DOI: 10.1515/rebs-2018-0070 Available at: rebs.feaa.uaic.ro
✔Price Cyclicality Model for Financial Markets. Reliable Limit Conditions for Algorithmic Trading.
Păuna, C., Lungu. I. (2018). Bucharest, Romania: Economic Computation and Economic Cybernetics
Studies and Research Journal. Volume 52, Issue 4/2018. ISSN: 1842–3264. Academy of Economic Studies.
DOI: 10.24818/18423264/52.4.18.10 Available at: ecocyb.ase.ro
✔Smoothed Heikin-Ashi Algorithms Optimised for Automated Trading Systems.
Păuna, C. (2018). Graz, Austria: Proceeding of the 2nd International Scientific Conference on IT, Tourism, Economics,
Management and Agriculture, ITEMA 2018, Nov. 2018, Graz University of Technology.
Published by International Journal of Economics and Management Systems, Volume 4, 2019, ISSN: 2367-8925.
Available at: iaras.org
✔The Quality Trading Coefficient. General Formula to Qualify a Trade and a Trading Methodology.
Păuna, C. (2018). Bucharest, Romania: Informatica Economica Journal. Volume 22, Issue 3/2018.
ISSN 1453-1305. Academy of Economic Studies. DOI: 10.12948/issn14531305/22.3.2018.09
Available at: revistaie.ase.ro
✔Arbitrage Trading Systems for Cryptocurrencies. Design Principles and Server Architecture.
Păuna, C. (2018). Bucharest, Romania: Informatica Economica Journal. Volume 22, Issue 2/2018.
ISSN: 1453-1305. Academy of Economic Studies. DOI: 10.12948/issn14531305/22.2.2018.04
Available at: revistaie.ase.ro
✔Capital and Risk Management for Automated Trading Systems.
Păuna, C. (2018). Iași, Romania: Proceeding of the 17th International Conference on Informatics in Economy, May 2018, Alexandru
Ioan Cuza University. Available at: conferenceie.ase.ro
✔Automated Trading Software. Design and Integration in Business Intelligence Systems.
Păuna, C. (2018). Bucharest, Romania: Database Systems Journal. Volume IX, Issue 1/2018.
ISSN: 2069-3230. Academy of Economic Studies. Available at: dbjournal.ro
Conference presentations I have attended:
✔International Conference on Business Excellence ICBE2020.
Academy of Economic Studies, Bucharest, Romania, June 2020
Price Probability Predictor. Capital investments assisted by a probability field.
✔19th International Conference on Economic Informatics.
Academy of Economic Studies, Bucharest, Romania, May 2020
Informatics methods to include limit conditions into automated capital investment software systems.
✔7th Business Systems Laboratory International Symposium 2020.
University of Alicante, Alicante, Spain, January 2020
Reliable Signals and Limit Conditions using Trigonometric Interpolation for Algorithmic Capital Investments.
✔13th International Management Conference. IMC 2019.
Academy of Economic Studies, Bucharest, Romania, November 2019
Logarithmic Risk Distribution to build a stable capital growth for any business or investment.
✔International Conference on Advances in Informatin Systems. ICAIS 2019.
World Academy of Science, Engineering andTechnology, Rome, Italy, September 2019
Price Prediction Line. Investment signals and limit conditions applied for the German financial market.
Best Paper Award - International Conference on Advances in Information Systems, ICAIS 2019, Rome, Italy.
✔18th International Conference on Informatics in Economy. ICIE 2019.
Academy of Economic Studies, Bucharest, Romania, May 2019
Progressive Management Methodology for Real-Time Business Intellignece Decision Systems.
✔10th International Conference on on Intelligent Information Systems. ICIIS 2019.
World Academy of Science, Engineering andTechnology, Athens, Grece, April 2019
A prediction model using the price cyclicality function optimized for algorithmic trading in financial markets.
Best Paper Award - International Conference on Intelligent Information Systems, ICIIS 2019, Athens, Greece.
✔13th International Conference on Business Excellence. ICBE 2019.
Faculty of Business Administreation, ASE, Bucharest, Romania, March 2019
Low-risk trading algorithm based on the price cyclicality function for capital markets.
Management and Marketing Award - Challenges for the Knowledge Society, ICBE 2019, Bucharest, Romania.
✔2nd International Conference on IT, Tourism, Economy, Management and Agriculture. ITEMA 2018.
Graz University of Technology, Graz, Austria, November 2018
Smoothed Heikin-Ashi Algorithms Optimized for Automated Trading Systems.
✔17th International Conference on Informatics in Economy. ICIE 2018.
Alexandru Ioan Cuza University, Iași, Romania, May 2018
Capital and Risk Management for Automated Trading Systems.
Methods and experimental findings:
✔WaitOnSignal model to increase capital efficiency. Method and Experimental Findings.
Published on ResearchGate in August 2018. DOI: 10.13140/RG.2.2.34582.45122
✔How to measure Investment Risk Aversion. Method and experimental Findings.
Published on ResearchGate in October 2018. DOI: 10.13140/RG.2.2.34819.86566
Papers I have published at Romanian Academy when I was student.
✔Determining the stiffness of the pressed assemblies.
Păuna, C., Stanciu, Șt. (1994). București, România, Academia Română: Studii și Cercetări de Mecanică Aplicată, Volum 6, Tom 53, Nov-Dec. 1994,
p. 613-624 (acad.ro) Available at: researchgate.net
✔Analysis of the functional characteristics of hydrostatic bearing nut screw type systems
Păuna, C., Stanciu, Șt. (1994). București, România, Academia Română: Studii și Cercetări de Mecanică
Aplicată, Volum 4, Tom 53, Jul-Aug. 1994, p. 357-365 (acad.ro) Available at: researchgate.net
✔Calculation and Influence of Geometric and Load Parameters
on Functional Characteristics of Hydrostatic Radial Bearings
Păuna, C., Stanciu, Șt., Suciu, C. (1994). București, România,
Academia Română: Studii și Cercetări de Mecanică Aplicată, Volum 3, Tom 53, Mai-Jun. 1994, p. 243-263
(acad.ro) Available at: researchgate.net
✔Mechanic Transmissions Tests
Păuna, C., Stanciu, Șt., Cicone, T., Cănănău, S., Seiciu, L., Barbu, E. (2001).
Bucharest, Romania: Bren Publishing House, ISBN: 973-8143-40-3.
Available at: researchgate.net
These are my math courses from high school by Prof. Florin Vulpescu-Jalea.
I use them often in my activity. I insert them here for whoever needs.
Math courses 9th and 10th class
Math courses 11th class
Math courses 12th class
These are my physics courses from high school.
I use them often in my activity.
I insert them here for whoever needs.
Physics courses 9th and 10th class
Physics courses 11th and 12th class