{"title":"移动平均交叉混合策略的比较研究","authors":"Maitri Panchal, Ravi Gor","doi":"10.29121/ijoest.v6.i1.2022.271","DOIUrl":null,"url":null,"abstract":"According to traders and investors, combined strategy gives better returns than individual strategy for the security analysis in the stock market. But traders and investors have a trend of first using one of oldest strategy; Moving Average Crossover (Crossover) because this strategy gives upcoming trend direction directly and easily. In this paper, we compare the return of hybrid strategy namely Hybrid Strategy of Donchian Channel and RSI (DCRSI), Hybrid Strategy of Parabolic SAR and EMA (PSAREMA) and Moving Fibonacci Strategy (MF) with the oldest strategy Crossover. Also, we check the profitability of these strategies in different market conditions and demonstrate on NSE data through R-Programming.","PeriodicalId":331301,"journal":{"name":"International Journal of Engineering Science Technologies","volume":"82 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2022-02-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"COMPARATIVE STUDY OF HYBRID STRATEGIES WITH MOVING AVERAGE CROSSOVER\",\"authors\":\"Maitri Panchal, Ravi Gor\",\"doi\":\"10.29121/ijoest.v6.i1.2022.271\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"According to traders and investors, combined strategy gives better returns than individual strategy for the security analysis in the stock market. But traders and investors have a trend of first using one of oldest strategy; Moving Average Crossover (Crossover) because this strategy gives upcoming trend direction directly and easily. In this paper, we compare the return of hybrid strategy namely Hybrid Strategy of Donchian Channel and RSI (DCRSI), Hybrid Strategy of Parabolic SAR and EMA (PSAREMA) and Moving Fibonacci Strategy (MF) with the oldest strategy Crossover. Also, we check the profitability of these strategies in different market conditions and demonstrate on NSE data through R-Programming.\",\"PeriodicalId\":331301,\"journal\":{\"name\":\"International Journal of Engineering Science Technologies\",\"volume\":\"82 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-02-16\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Journal of Engineering Science Technologies\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.29121/ijoest.v6.i1.2022.271\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Engineering Science Technologies","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.29121/ijoest.v6.i1.2022.271","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
COMPARATIVE STUDY OF HYBRID STRATEGIES WITH MOVING AVERAGE CROSSOVER
According to traders and investors, combined strategy gives better returns than individual strategy for the security analysis in the stock market. But traders and investors have a trend of first using one of oldest strategy; Moving Average Crossover (Crossover) because this strategy gives upcoming trend direction directly and easily. In this paper, we compare the return of hybrid strategy namely Hybrid Strategy of Donchian Channel and RSI (DCRSI), Hybrid Strategy of Parabolic SAR and EMA (PSAREMA) and Moving Fibonacci Strategy (MF) with the oldest strategy Crossover. Also, we check the profitability of these strategies in different market conditions and demonstrate on NSE data through R-Programming.