English  |  正體中文  |  简体中文  |  Items with full text/Total items : 56552/90363 (63%)
Visitors : 11820648      Online Users : 141
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/116774


    Title: Does Data Frequency Matter for Trading Signals Emitted by Various Technical Trading Rules?
    Authors: Yensen Ni;Min-Yuh Day;Paoyu Huang
    Date: 2019-06-30
    Issue Date: 2019-05-30 12:10:38 (UTC+8)
    Abstract: Pacific Business Review International: Apart from the moving average (MA) trading rule that is widely applied by market participants, technical analysis indicators, such as relative strength indicator (RSI) and stochastic oscillator indicator (SOI), are used in trading stocks. In this study, we investigate whether data frequency yields different results for trading signals triggered by RSI, SOI, and MA. We reveal that the use of weekly data rather than daily data improves performance regardless of the utilized RSI, SOI, and MA technical trading rules. This result indicates that data frequency is important for technical analysis. The use of long positions is preferred when overshooting signals triggered by RSI and SOI and trading signals, including golden and death crosses based on MA.
    Relation: Pacific Business Review International 11(10), p.7-17
    Appears in Collections:[Department of Management Sciences] Journal Article

    Files in This Item:

    File Description SizeFormat
    Does Data Frequency Matter for Trading Signals Emitted by Various Technical Trading Rules.pdf1903KbAdobe PDF0View/Open
    index.html0KbHTML88View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.


    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback