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Article history: Received 1 December 2016 Received in revised form 12 February 2017 Accepted 12 February 2017 This paper proposes the use of neural networks on moving average trading rules to enhance the returns on trading crude oil futures contracts in Chicago Merchantile Exchange and in Bursa Derivative Malaysia. The returns on the oil futures contract on crude light oil futures from 2/1/2004 to 31/12/2013 are compared and tested for significance against the threshold control of buy-and-hold. This paper reports significant the annual mean returns. The results show that it is significantly profitable to use neural networks on technical analysis to outperform the crude oil futures markets.

Returns from neural network enhanced technical analysis indicator: A study on crude oil futures