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
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;
Conference_Titel :
Computer Sciences and Applications (CSA), 2013 International Conference on
Conference_Location :
Wuhan
DOI :
10.1109/CSA.2013.20