Empirical Analysis on Expert Tendency System MA, MACD and MTM

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Abstract:

Ith the method of empirical analysis, based on the huge amounts of real data opened by securities market, through testing the expert system of securities trading software MTM, MACD and MA, with odds, annual returns and net profit margin as management goals, statistical theory as research basis, comparatively analyzed the advantages and disadvantages of the three systems. Except for annual transaction times of number, MA expert system is slightly better than the MACD expert system; while MA expert system, no matter in odds, net profit margin or in annual returns, trading opportunities, is better than that of MTM expert system in all-round way.

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Periodical:

Advanced Materials Research (Volumes 926-930)

Pages:

3802-3805

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Online since:

May 2014

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