A Trading Strategy Using Divergence on Multiple Timeframes
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Studies have examined the development of technical analysis strategies due to increasing interest in trading system. Commonly, trading is carried out by many technical analysis rules. Moreover, most studies have used methods that modify indicators or optimize trading rules. Studies using the unit of the time data are rare because one would find it difficult to measure a sensitive time unit appropriately. The present study proposes a method of configuring a trading strategy by using multiple units at the same time. The method, based on the simple trading rules of moving average convergence divergence and Bollinger bands, is tested based on the KOSPI200 futures index.
Abstract
Studies have examined the development of technical analysis strategies due to increasing interest in trading system. Commonly, trading is carried out by many technical analysis rules. Moreover, most studies have used methods that modify indicators or optimize trading rules. Studies using the unit of the time data are rare because one would find it difficult to measure a sensitive time unit appropriately. The present study proposes a method of configuring a trading strategy by using multiple units at the same time. The method, based on the simple trading rules of moving average convergence divergence and Bollinger bands, is tested based on the KOSPI200 futures index.
참고문헌 (9)
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