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The Statistical Analysis and Correction of the Boll Technicalin Dicators

Author: GaoXiaoLing
Tutor: HePing
School: Southwest Jiaotong University
Course: Probability Theory and Mathematical Statistics
Keywords: BOLL indicators ROC indicators On rail line Under the rail line On the track with Under the rail with
CLC: F832.51
Type: Master's thesis
Year: 2010
Downloads: 174
Quote: 0
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Abstract


With the rapid development of social securities also followed by rapid development, more and more investors to participate. The securities market has the characteristics of the vagaries of how to get more revenue in the stock market, you need to seriously study the market. In general, investors commonly used methods of fundamental analysis and technical analysis. Technical analysis is the use of securities prices, trading volume and other information to predict the price of securities the future trend analysis method, originated in the United States the Dow Theory, after 100 years of application, technical analysis and fundamental analysis with financial markets The two schools of investment analysis. Technical analysis, including technical indicators and technical graphics, although in reality few investors use technical indicators, but a long time due to the technical analysis of the lack of a sound theoretical basis and gives the impression of a subjective judgment, so the effectiveness of technical analysis The discussion has been a hot issue. Early theoretical studies actually deny the application of technical indicators, However, with the advance of the theory, some scholars have done some work on certain types of technical indicators theoretical and empirical, to prove the effectiveness of the technical indicators. This article is mainly for common BOLL indicators of BOLL indicators amendment proposed on the rail with and under the rail with the concept and BOLL indicators ROC indicators integrated use, and further improve the use of the BOLL technology indicators profitable possibility. First, the the BOLL technical indicators theory analysis and improvement. It judged Rules know, when the stock price exceeds the rail line, or under the rail line, giving a sell buy signal, but only touched on the rail line and turn back in the rose when is the best time to sell, fell touches rail line and turn back when is the best time to buy. However, through the analysis of a large number of stocks found that the probability is very small so the best time to appear, sometimes also frequently a buy and sell signal (the stock frequently than under the rail line or on the rail line), but retreated the amplitude without large, that the share price on the rail line or rail line near fluctuated, but little volatility, this is difficult to profit. According to such a problem, there is proposed with the concept of the band and the lower rail of the upper rail, the upper rail with means above the rail line as the center, vertical to give a width of a strip-shaped area; lower rail band refers to the following trajectory center, upper and lower are given a width of the strip-shaped region. The upper rail with the lower rail with such fluctuations on the yard of this band, to bring said upper rail, as long as the stock price at a certain time in the bottom of the strap, after a period of time after the stock or in the bottom of the strap, while this time with a yard in price fluctuations, as long as the bandwidth and the time interval is reasonable, this time selling acts are profitable. Bring said lower rail can also be similarly defined. Took ten stocks from the Shanghai Stock Exchange in any given bandwidth for the number of time intervals for effective signal accounted for the proportion of signaled how big issue, and with the utilization on the rail line and the trajectory method comparison, the use of on-rail with under rail brings instead on the rail line, under the rail line better. Further, BOLL indicators ROC indicators integrated use of the combination of the two indicators will improve the possibility of profit.

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial market
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