• DocumentCode
    690289
  • Title

    Discussion on the MACD and MA Expert Systems of Securities Software

  • Author

    Huang Hai-Ping ; Wang Pin

  • Author_Institution
    Math. & Comput. Sci. Dept., Guangxi Coll. of Educ., Nanning, China
  • fYear
    2013
  • fDate
    14-15 Dec. 2013
  • Firstpage
    59
  • Lastpage
    62
  • Abstract
    This paper is based on the mass open and authentic data from the securities market with the statistical experimental method, to conduct test of MACD and MA expert systems for the securities trading software. The advantages and disadvantages of the two systems are compared by analysis which takes the winning rate, annual rate of return, and net profit margin as the management objectives on the basis of theoretical mathematical statistics. In addition to the annual transaction times, MA expert system is slightly better than MACD expert system.
  • Keywords
    expert systems; profitability; securities trading; EMA; MACD expert system; annual return rate; exponential moving average; moving average convergence divergence; net profit margin; securities market; securities trading software; technical analysis; winning rate; Computer science; Education; Expert systems; Indexes; Mathematics; Security; Software; MA; MACD; comparative analysis; expert system;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computer Sciences and Applications (CSA), 2013 International Conference on
  • Conference_Location
    Wuhan
  • Type

    conf

  • DOI
    10.1109/CSA.2013.20
  • Filename
    6835546