A Comparison of Profitabilities Using Technical Indicators : The Cases of Stock Index Futures and Agricultural Stocks
| Autor: | Hsin-Ting Cheng, 鄭心婷 |
|---|---|
| Rok vydání: | 2012 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 100 This paper aims to utilize technical indicators to construct trading strategies. Through trading simulations and comparisons, Some feasible trading strategies has proposed according to the results Moving average (single, two, three MA), KD, RSI,% R, and MACD are chosen indicators. The data studied is Taiwan Stock Index Futures between 2009/1/5-2011/12/30. The empirical results show single MA test with long parameters is more profitable. In addition, two MA have less repeatedly signals, and three MA can determine the trend. Through trading test, we do not recommend to use only one single technical indicators like KD, RSI,% R, MACD, as the only one principle. Finally, 10MA+KD and 10MA+RSI are used to analyze agricultural stocks, Charoen Pokphand, Sinon, Taiwan Fertilizer. The result of 10MA + KD profit better than the result of10MA + RSI. Investors should use MA with KD indicator in a short time period of stock trading. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
| Externí odkaz: |
|