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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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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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.
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Yen-Tseng Hsu |
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Yen-Tseng Hsu KAI-YU CHUANG 莊凱伃 |
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KAI-YU CHUANG 莊凱伃 |
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KAI-YU CHUANG 莊凱伃 Prediction of Taifex based on 120-M candlestick |
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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 |
work_keys_str_mv |
AT kaiyuchuang predictionoftaifexbasedon120mcandlestick AT zhuāngkǎiyú predictionoftaifexbasedon120mcandlestick AT kaiyuchuang táiwānzhǐshùqīhuò120fēnzhōngyùcèxìtǒng AT zhuāngkǎiyú táiwānzhǐshùqīhuò120fēnzhōngyùcèxìtǒng |
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