Technical Trading Strategy with Weighted Moving Average and Simple Slope Indicator for the Textile Stock in Taiwan

碩士 === 逢甲大學 === 紡織工程所 === 98 === This study aims to analyze one certain stock via computer-assisted program written in programming by Microsoft Visual Studio 2008. Using Weighted Moving Average and Simple Slope Indicator as technical analysis; moreover, taking the variability of trading volume into...

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Bibliographic Details
Main Authors: Po-Yen Chien, 簡伯諺
Other Authors: Wei-Pin Lee
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/97026654492680952559
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Summary:碩士 === 逢甲大學 === 紡織工程所 === 98 === This study aims to analyze one certain stock via computer-assisted program written in programming by Microsoft Visual Studio 2008. Using Weighted Moving Average and Simple Slope Indicator as technical analysis; moreover, taking the variability of trading volume into consideration, the research discusses the profit rate of the two technical index. The research makes the information of stock price go under the training and testing of Back Propagation Networks (BPN). Finally, observe if the anticipated stock price trend is better than the one of the other two technical indexes. The result showed the Weighted Moving Averages of various days show that a stable and high profit is guaranteed. Unlike the Simple Slope Indicator of different days shows the lack of stability; however, it is more likely to bring profit that is above quota. Back Propagation Networks, probably due to not taking all kinds of conditions into consideration while testing the prediction sample, the trend dropped in a dramatic pace, which shows the deficiency of accuracy.