Corbet, S.Eraslan, V.Lucey, B.Şensoy, Ahmet2020-01-312020-01-3120191544-6123http://hdl.handle.net/11693/52972We analyse various technical trading rules in the form of the moving average-oscillator and trading range break-out strategies to specifically test resistance and support levels and their trading performance using high-frequency Bitcoin returns. Overall, our results provide significant support for the moving average strategies. In particular, variable-length moving average rule performs the best with buy signals generating higher returns than sell signals.EnglishBitcoinCryptocurrenciesTechnical analysisHigh frequency tradingEfficient market hypothesisThe effectiveness of technical trading rules in cryptocurrency marketsArticle10.1016/j.frl.2019.04.027