Investigating the Utility of Ichimoku Oscillator-Based Trading Strategies in Tehran Stock Exchange

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DAVOODI SAYYED MOHAMMAD REZA; Mirniam Sayyed Asghar; Karami Chamgordani Marzieh

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Journal: INVESTMENT KNOWLEDGE Year:2020 | Volume:8 | Issue:32 Page(s): 67-86

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Information Journal Paper

Title

Investigating the Utility of Ichimoku Oscillator-Based Trading Strategies in Tehran Stock Exchange

Author(s)

DAVOODI SAYYED MOHAMMAD REZA | Mirniam Sayyed Asghar | Karami Chamgordani Marzieh | Issue Writer Certificate

Keywords

Technical AnalysisQ1

Ichimoku cloudQ1

Moving averageQ1

Sharp RatioQ1

Abstract

The Technical Analysis is one of the methods of market analysis, in which historical stock prices and volumes are used to predict the future direction of price movements. The Ichimucu oscillator is one of the most widely used tools in Technical Analysis that predicts the strength and speed of the process, the ceilings, and the possible temperatures of the price. In this research, the stock market strategy of the Ichimoku oscilloscope, called a typical, conservative, and bold strategy, will be examined. The three strategies differ in terms of combining Ichimoku components with different points of sale. The result of the research on the total index of Tehran Stock Exchange in yield from 1370 to 1395 according to Sharp's ratio shows that the bold strategy is 0/6747 compared to the market strategy of 152, 305 and the other two conservative and ordinary strategies that are 0. 3335 and 0/310058 respectively, Is in a higher position and has a higher profitability. In terms of return, only a bold strategy has overcome market efficiencies. On the whole, it can be concluded that among the three strategies, the best result is a bold strategy, with a conservative and conservative strategy ranked next.

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APA: Copy

DAVOODI, SAYYED MOHAMMAD REZA, Mirniam, Sayyed Asghar, & Karami Chamgordani, Marzieh. (2020). Investigating the Utility of Ichimoku Oscillator-Based Trading Strategies in Tehran Stock Exchange. INVESTMENT KNOWLEDGE, 8(32 ), 67-86. SID. https://sid.ir/paper/402492/en

Vancouver: Copy

DAVOODI SAYYED MOHAMMAD REZA, Mirniam Sayyed Asghar, Karami Chamgordani Marzieh. Investigating the Utility of Ichimoku Oscillator-Based Trading Strategies in Tehran Stock Exchange. INVESTMENT KNOWLEDGE[Internet]. 2020;8(32 ):67-86. Available from: https://sid.ir/paper/402492/en

IEEE: Copy

SAYYED MOHAMMAD REZA DAVOODI, Sayyed Asghar Mirniam, and Marzieh Karami Chamgordani, “Investigating the Utility of Ichimoku Oscillator-Based Trading Strategies in Tehran Stock Exchange,” INVESTMENT KNOWLEDGE, vol. 8, no. 32 , pp. 67–86, 2020, [Online]. Available: https://sid.ir/paper/402492/en

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