移动平均交叉混合策略的比较研究

Maitri Panchal, Ravi Gor
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引用次数: 1

摘要

根据交易者和投资者的观点,在股票市场的证券分析中,组合策略比单个策略具有更好的收益。但交易员和投资者倾向于首先使用最古老的策略之一;移动平均线交叉(交叉),因为这种策略直接和容易地给出即将到来的趋势方向。本文比较了东契安通道与RSI的混合策略(DCRSI)、抛物线SAR与EMA的混合策略(PSAREMA)和移动斐波那契策略(MF)与最古老的交叉策略的收益。此外,我们检查了这些策略在不同市场条件下的盈利能力,并通过R-Programming在NSE数据上进行了演示。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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.
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