Analysis of Moving Average and RSI Parameter Variations on XAU/USD Trading Signals

Authors

  • Musarof Morisrona Universitas Duta Bangsa Surakarta, Indonesia
  • Nurmalitasari Universitas Duta Bangsa Surakarta , Indonesia
  • Nurchim Universitas Duta Bangsa Surakarta , Indonesia

DOI:

https://doi.org/10.37012/jtik.v12i2.3529

Abstract

Technological developments in the financial sector have encouraged the use of technical analysis to support decision-making in trading activities. Two widely used technical indicators are the Moving Average (MA) and the Relative Strength Index (RSI), which provide information regarding market trends and momentum. This study aims to analyze the formation of trading signals on XAUUSD by automatically determining MA and RSI parameters using Python. The data used consisted of XAUUSD daily historical data from January to December 2025. The research stages included data collection, data preprocessing, MA and RSI parameter determination, indicator calculation, trading signal generation, result visualization, and result analysis. Parameter determination was performed by testing various indicator combinations to obtain values that matched the characteristics of the dataset. The results showed that the system selected MA Short 20, MA Long 40, and RSI 21 as the optimal parameter combination. These parameters generated 205 BUY signals and 26 SELL signals, resulting in a total of 231 trading signals. The findings indicate that automatic parameter determination using Python can be utilized to obtain indicator parameters that are aligned with the characteristics of historical XAUUSD data.

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Published

2026-10-11

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