TELKOMNIKA (Telecommunication Computing Electronics and Control)
Vol 24, No 4: August 2026

Adaptive trading system for sustainable forex markets

Joni Fat (Universitas Trisakti)
Parwadi Moengin (Universitas Trisakti)
Pudji Astuti (Universitas Trisakti)
Sally Cahyati (Universitas Trisakti)



Article Info

Publish Date
01 Aug 2026

Abstract

This study presents a sustainable and ethically aligned algorithmic trading system for the Euro/United States Dollar (EURUSD) currency pair, integrating reinforcement learning (RL) with a Sugeno-type fuzzy inference mechanism. The framework emphasizes responsible AI principles by combining adaptability and interpretability to support transparent and explainable financial decision-making. Historical EURUSD M15 data from 2020 to 2023 were used for training, while 2024 data served for out-of sample testing. The system employs EMA50-based state classification, tabular state–action–reward–state–action or SARSA learning, and a fuzzy logic layer comprising 27 expert-defined rules. During backtesting, the agent executed 785 trades, achieving a net profit of USD 61.85, a profit factor of 1.04, and a balanced win–loss ratio. Risk-adjusted analysis showed moderate resilience (sharpe ratio = 0.53) and a maximum drawdown of 59.74%. The model demonstrated strong equity stability (ESI = 0.9672) and sensitivity to macroeconomic events identified through cumulative sum (CUSUM) analysis. While the system maintained capital preservation and interpretability, responsiveness under volatile conditions requires improvement. Future work will focus on adaptive exit logic, volatility-aware reward mechanisms, and regime-sensitive policy optimization. This study contributes to advancing sustainable, transparent, and risk-aware artificial intelligence (AI) frameworks in algorithmic trading.

Copyrights © 2026






Journal Info

Abbrev

TELKOMNIKA

Publisher

Subject

Computer Science & IT

Description

Submitted papers are evaluated by anonymous referees by single blind peer review for contribution, originality, relevance, and presentation. The Editor shall inform you of the results of the review as soon as possible, hopefully in 10 weeks. Please notice that because of the great number of ...