Maulana, M. Zaky Pria (2026) A Cryptocurrency Trading Decision Support System Based on Multi-Indicator Technical Analysis. Undergraduate thesis, UPN Veteran Jawa Timur.
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Abstract
The highly volatile nature of cryptocurrency prices makes investment decisions based on intuition risky. Furthermore, relying on a single technical indicator is prone to generating false signals, while trading platforms typically display indicators separately, leaving analysis dependent on user subjectivity. These conditions make it difficult for users to make objective and consistent decisions. To address these issues, this study develops a cryptocurrency decision support system website based on multi-technical-indicator analysis. The system combines eight technical indicators SMA, EMA, RSI, MACD, Bollinger Bands, Stochastic Oscillator, Stochastic RSI, and Parabolic SAR using a weighted approach to generate BUY, SELL, or NEUTRAL signals. The system also features a Telegram bot to send real-time signal notifications to users. The evaluation was conducted using a backtesting method with metrics including ROI, Win Rate, Maximum Drawdown, and Sharpe Ratio. Test results for the ADA-USD asset over the period January 1 – May 31, 2025, show that the multi-indicator method generated an ROI of 188.51%, outperforming the best single indicator’s 86.37% while keeping risk under control. Additionally, the proposed method demonstrated better performance on 5 out of the 7 cryptocurrencies with the largest market capitalizations. Overall, the technical multi-indicator approach is capable of improving signal quality and helping to balance profitability and risk in cryptocurrency decision-making.
| Item Type: | Thesis (Undergraduate) | ||||||||||||
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| Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science | ||||||||||||
| Divisions: | Faculty of Computer Science > Departemen of Informatics | ||||||||||||
| Depositing User: | M Zaky Pria Maulana | ||||||||||||
| Date Deposited: | 26 May 2026 01:53 | ||||||||||||
| Last Modified: | 26 May 2026 01:53 | ||||||||||||
| URI: | https://repository.upnjatim.ac.id/id/eprint/52548 |
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