OPTIMIZING TECHNICAL INDICATOR RULES

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TEHRANI REZA; FOGHARAEI HAMED

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Journal: INVESTMENT KNOWLEDGE Year:2017 | Volume:6 | Issue:22 Page(s): 197-213

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Information Journal Paper

Title

OPTIMIZING TECHNICAL INDICATOR RULES

Author(s)

TEHRANI REZA | FOGHARAEI HAMED | Issue Writer Certificate

Keywords

TECHNICAL ANALYSISQ1

TECHNICAL INDICATORQ1

OPTIMIZING RULEQ2

RELATIVE STRENGTH INDEX (RSI)Q1

MONEY FLOW INDEX (MFI)Q1

Abstract

In finance field, two ways are the most important to analysis, fundamental and TECHNICAL ANALYSIS. Different experience showed that, using one of them, independently, cannot bring in return more than they are used together. So, it seems are needed more researches in this section of finance field. In TECHNICAL ANALYSIS by using information such as prices and traded volume, indicators are calculated and base on roles that introduce with them, decision are made. It probably the normal roles of indicators are not profitable more than before and are not able to bring extreme return to investors that use them. In stock market without enough efficiency, using TECHNICAL ANALYSIS caused returns more than using fundamental analysis, independently. In this paper will tested to optimize indicators’ normal roles and is tried to produce efficient tools to bring return more. So that are used 50 companies that are much traded in years between 21 of march 2008 to 20 of march 2012 and optimizing are done first by using trying all of area and in second step by using enetic algorithm and finally compare to result from normal roles of indicators and buy and hold.

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APA: Copy

TEHRANI, REZA, & FOGHARAEI, HAMED. (2017). OPTIMIZING TECHNICAL INDICATOR RULES. INVESTMENT KNOWLEDGE, 6(22 ), 197-213. SID. https://sid.ir/paper/188194/en

Vancouver: Copy

TEHRANI REZA, FOGHARAEI HAMED. OPTIMIZING TECHNICAL INDICATOR RULES. INVESTMENT KNOWLEDGE[Internet]. 2017;6(22 ):197-213. Available from: https://sid.ir/paper/188194/en

IEEE: Copy

REZA TEHRANI, and HAMED FOGHARAEI, “OPTIMIZING TECHNICAL INDICATOR RULES,” INVESTMENT KNOWLEDGE, vol. 6, no. 22 , pp. 197–213, 2017, [Online]. Available: https://sid.ir/paper/188194/en

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