股票交易警报:与模糊知识为基础的系统和技术分析

Mahfudh Ahmad, Haryono Soeparno, T. A. Napitupulu
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引用次数: 1

摘要

了解金融市场状况成为交易者/投资者获得最大利润的必要条件。预测市场资本需要模糊算法和方法/指标,这些方法/指标在市场上被证明是成功的,并且被以前的交易者使用。为了轻松获得进入/退出的动力,使用一些技术指标,结合基本面分析和模糊逻辑可以提供非常好的信号。该系统利用印尼证券交易所的数据,特别是LQ45股票的数据,方便了印尼证券交易所677家上市公司的选择。预计交易者/投资者获得入场动力,持有/退出的确定性和增加投资组合,可以减少损失。基于以上指标,我们开发了原型系统,得到了生成结果。为了避免公司选择的偏差,我们将只关注基本面因素较强的Liquid (LQ45)股票。使用模糊技术与指标相结合,并使用三个烛台作为买入/卖出的动量入口,使交易更加自信,并获得非常高的回报。本文没有涉及到股票价格将持续上涨到什么程度,因此有必要开发下一个方法,使预测更准确,利润最大化。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Stock Trading Alert : with fuzzy knowledge-based systems and technical analysis
Understanding financial market condition becomes necessary for traders/investors to obtain maximum profit. Forecasting market capital needs fuzzy algorithm with method/indicators which is proven to be successful in market and used by previous traders. To obtain momentum for entry/exit easily, the use of some technical indicators and combination of fundamental analysis and fuzzy logic can provide very good signals. This system utilizes data from Indonesian Stock Market Exchange, especially to LQ45 stocks to facilitate the selection of 677 companies listed in the Indonesian Stock Market Exchange. It is expected that traders/investors get entry momentum, certainty for hold/exit and increasing portfolio and can reduce loss. Based on indicators above, we develop prototype system to get generate results. To avoid bias of companies selection, we will only focus Liquid (LQ45) stocks which have strong fundamental factor. Performance by using Fuzzy Technique combined with indicators and triggered using three candlesticks as momentum entry Buy/Sell made trading more confident and got very high reward. This paper does not cover to what extent the stock price will keep increasing, so it is necessary to develop the next method to make forecasting more accurate with maximum profits.
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