Abstract:
This article designs models and uses computer technology to examine three oscillators in stock market: the Moving Average Convergence Divergence (MACD), the Relative Stre...Show MoreMetadata
Abstract:
This article designs models and uses computer technology to examine three oscillators in stock market: the Moving Average Convergence Divergence (MACD), the Relative Strength Index (RSI) and the Stochastic Oscillator (KDJ). Based on the 8-year data of Shanghai (SH) Stock Index and Shenzhen (SZ) Stock Index, a buying and selling stock model is built by satisfying all of the three oscillators above and the increasing and decreasing rate is calculated by assigning different time period from 3 days to a month. The result shows that the combination of the three oscillators can have a relatively higher possibility to predict the short term stock changes. Furthermore, it also proves that different periods of markets have less influence on the efficiency of the oscillators.
Date of Conference: 19-20 December 2015
Date Added to IEEE Xplore: 16 June 2016
ISBN Information: