Analyzing Foreign Exchange Market by Technical Indicators – An Example of EUR/USD
| Autor: | WU, CHIN-CHANG, 吳金璋 |
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| Rok vydání: | 2018 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 106 The purpose of this thesis is to examine the effect of technical indicators, Bollinger bands and relative strength index, on the EUR/USD foreign exchange market which has the largest trading volume of transactions in the financial market. With two indicators derived from 10 rules for the period of the EUR/USD foreign exchange market which has the largest trading volume of transactions in the financial market. With two indicators derived from 10 rules for the period 2000-2017, including 4,705 trading days. The conclusions are as follows: When the day’s highest (lowest) price breaks through up(down) the upper (lower) bands and the day’s closing price is inside of the upper(lower) bands, the trend trading strategy will have the higher probability to be performed. When the day’s closing price breaks through up(down) the upper (lower) bands, the reversal trading strategy will have the higher probability to be performed. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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