| Summary: | 碩士 === 國立臺灣科技大學 === 資訊工程系 === 93 === In this thesis, we attempt to find out a relative low risk trading timing in consolidation zone which do not include the swing-upward and swing-downward situations, that is, the uncertain trend is studied. Moreover, this research primarily focuses on the technical analysis and the price point of buying and selling proposed by this thesis are generated by traditional and research method, respectively. Constructed by MAP、KD and Bias are traditional method; however, constructed by UPP、DNP、Bias and RSI are research method. The risk level of each trading point in the consolidation zone would be determined according to the statistics of price fluctuation and time duration, as well as the methods of fuzzy clustering. Through the trading strategy and position allocation policy, the performance of practical operation scheme will be improved. Finally the experiment results show that using research method with FCC and STF for percent profitable、maximum continuous losses and profit factor is the best method among our study, which could provide a low risk model with steady profit.
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