A Study on Stop-loss Strategy for Reversal Patterns
碩士 === 東吳大學 === 資訊管理學系 === 101 === There are three trading strategies in this study. The first one is a buy and hold strategy (Buy & Hold) used as a reference value comparison. The reversal patterns method, which adopts 6 kinds of candlestick form as trading signals, is the second. Seven consecu...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40717900089015578821 |
| Summary: | 碩士 === 東吳大學 === 資訊管理學系 === 101 === There are three trading strategies in this study. The first one is a buy and hold strategy (Buy & Hold) used as a reference value comparison. The reversal patterns method, which adopts 6 kinds of candlestick form as trading signals, is the second. Seven consecutive 5-day average lines are used to judge for the tendency. We buy long when reverse signals rise in the downward trend and sell short when reverse signals appear in an upward trend. In the buying and selling strategy, the same signals are ignored after we have performed his action. Its performance is compared with the first method. The third method is based on the stop-loss or stop-profit to improve the reversal patterns method. In our experiments, the effect of the third method is quite good. Furthermore the performance of the method relying only stop-profit point greatly exceeds the one of the second method proposed by Lu et al.
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