Prediction of Taifex based on 120-M candlestick

碩士 === 國立臺灣科技大學 === 資訊工程系 === 98 === The purpose of this thesis is to build a Taifex program trading system based on 120-M candlestick via AiSM platform. First, use technical indicators to develop five single-position models which are T120-I、T120-II、T120-III、T120-IV and T120-V, respectively. Then, C...

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Main Authors: KAI-YU CHUANG, 莊凱伃
Other Authors: Yen-Tseng Hsu
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/55535082590737076736
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spelling ndltd-TW-098NTUS53920622016-04-22T04:23:47Z http://ndltd.ncl.edu.tw/handle/55535082590737076736 Prediction of Taifex based on 120-M candlestick 台灣指數期貨120分鐘預測系統 KAI-YU CHUANG 莊凱伃 碩士 國立臺灣科技大學 資訊工程系 98 The purpose of this thesis is to build a Taifex program trading system based on 120-M candlestick via AiSM platform. First, use technical indicators to develop five single-position models which are T120-I、T120-II、T120-III、T120-IV and T120-V, respectively. Then, Combine T120-I to T120-V into one multiple-position Trader. Finally, use several key performance indicators and charts, such as AT, PP, PF, MDD, profit curve, 4QA chart and so on, to evaluate the performance of the Trader. Yen-Tseng Hsu 徐演政 2010 學位論文 ; thesis 71 zh-TW
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description 碩士 === 國立臺灣科技大學 === 資訊工程系 === 98 === The purpose of this thesis is to build a Taifex program trading system based on 120-M candlestick via AiSM platform. First, use technical indicators to develop five single-position models which are T120-I、T120-II、T120-III、T120-IV and T120-V, respectively. Then, Combine T120-I to T120-V into one multiple-position Trader. Finally, use several key performance indicators and charts, such as AT, PP, PF, MDD, profit curve, 4QA chart and so on, to evaluate the performance of the Trader.
author2 Yen-Tseng Hsu
author_facet Yen-Tseng Hsu
KAI-YU CHUANG
莊凱伃
author KAI-YU CHUANG
莊凱伃
spellingShingle KAI-YU CHUANG
莊凱伃
Prediction of Taifex based on 120-M candlestick
author_sort KAI-YU CHUANG
title Prediction of Taifex based on 120-M candlestick
title_short Prediction of Taifex based on 120-M candlestick
title_full Prediction of Taifex based on 120-M candlestick
title_fullStr Prediction of Taifex based on 120-M candlestick
title_full_unstemmed Prediction of Taifex based on 120-M candlestick
title_sort prediction of taifex based on 120-m candlestick
publishDate 2010
url http://ndltd.ncl.edu.tw/handle/55535082590737076736
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