Dissertations / Theses on the topic 'Candlestik'
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Landi, Alba. "Candlestick Analysis e Sistemi di Decision. Making in Behavioural Financial Computing." Doctoral thesis, Universita degli studi di Salerno, 2016. http://hdl.handle.net/10556/2175.
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2013 - 2014This work was created and developed to formulating a complementary methodology to Homo Oeconomicus, infact we to a rational economic operator who founded His work on concepts such as optimization, strategy and technical analysis, we propose an operator psychologically involved that is conditioned by emotions and affections such as: fear, stress, anxiety, greed etc. It is undisputed that in the financial markets some euphoria phenomena, mass psychosis, explosions of exaltation and collective hysteria generate high volatility in the system. In order to analyze the emotional aspects that typically characterize the economic operator is established and developed the Behavioural Financeas as a methodological approach which is opposed to the theories that recognize in the technical analysis the most important method for the pricing evaluation market. The intent is to formulate a descriptive model that takes into account the emotional and affective component and the impact that they exercise for a correct interpretation of the currency markets (Forex) and of the decision making process. This work forms part of the methodologies and mathematical and computer technologies in the trading support, proposing a method to make the Candlestick Analysis automatically thanks to an engine or a computational engine specially developed for the pattern recognition and it defines a methodology for the identification and quantification of emotions and affectivity in a trader. The ultimate goal of the work is to provide a possible decision support system in trading activity. [edited by author]
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Hu, Wei Long. "Candlestick pattern classification in financial time series." Thesis, University of Macau, 2018. http://umaclib3.umac.mo/record=b3950658.
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Martinssson, Filip, and Ivan Liljeqvist. "Short-Term Stock Market Prediction Based on Candlestick Pattern Analysis." Thesis, KTH, Skolan för datavetenskap och kommunikation (CSC), 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-209820.
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This study performs a comparative analysis and evaluates the impact of different Relative Strenght Index (RSI) and stop loss configurations on a trading algorithm based on candlesticks patterns. It is tested on both the Swedish OMXS30 market and the UK FTSE100 market. By tweaking the configurations, RSI and stop loss was found to have a substantial impact on the performance of the algorithm. On both OMXS30 and FTSE100 markets the difference between configurations was shown to be significantDenna studie gör en jämförelse och analyserar olika Relative Strenght Index (RSI) och stop loss-konfigurationers påverkan på en tradingalgoritm som är baserad på candlestick patterns. Algoritmen är testad på svenska OMXS30 och brittiska FTSE100. Genom att testa olika konfigurationer blev slutsatsen att RSI och stop loss hade en stor påverkar på algoritmens resultat. På både OMXS30 och FTSE100 var skillnaden mellan konfigurationerna signifikant.
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Hutton, Simon. "An analysis of Candlestick charting: the predictive power of the three-outside-up and three-outside-down Candlestick patterns in the context of small capitalization stocks in the USA." Master's thesis, University of Cape Town, 2015. http://hdl.handle.net/11427/28975.
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This paper examines the predictive power of two Japanese Candlestick patterns for a 49-stock sample of small capitalization stocks drawn from the S&P 600 for the period 1 June 2005 to 15 May 2015. Using the normal approximation to the binomial for statistical testing and a dynamic holding period strategy to test the threeoutside- up and three-outside-down patterns, this study contradicts earlier works that used dynamic holding period strategies for large capitalization stocks and showed moderate levels of statistically significant predictive power. This study finds no statistically significant evidence of the predictive power of the three-outside-up and three-outside- down patterns for the sample and time period considered. Hence, the findings imply that there is no evidence to challenge the Efficient Market Hypothesis.
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Nortje, Alicia. "The butcher, the baker, the candlestick maker: investigating facial recognition for multiple-perpetrator crimes." Doctoral thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29506.
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In the United States, 20% of all violent crime is committed by multiple perpetrators. Despite the prevalence of multiple-perpetrator crimes, most published eyewitness research uses a single-perpetrator paradigm: that is, witnesses view a crime committed by a single perpetrator whom they must recognise later. Multiple-perpetrator crimes, however, present with several problems. Police procedure for administering multiple-suspect parades is poorly defined. Furthermore, eyewitnesses must make multiple identifications, and are tasked with a unique memory problem of perpetrator-role assignment. I studied these problems in the following ways: (a) a survey among South African detectives (N = 75) to investigate how multiple suspect parades are administered in practice; (b) two face recognition experiments where the number of face-attribute pairs was manipulated at encoding to investigate the effect of set size on both item recognition (for attributes and faces), and associative memory performance (i.e., matching identity to role; N = 70, and N = 67); (c) an eyewitness experiment where participants studied a simulated crime committed by up to 10 perpetrators whom they had to recognise later (N = 200); and (d) a set of simulations testing a revised version of the Interactive Activation and Competition network proposed by Burton et al. (1990) as a computational account of the memory difficulties experienced by eyewitnesses to multiple-perpetrator crimes. Overall, the results suggest that associative memory is particularly vulnerable to the negative effects of set size, and that role-players in law and psychology should consider the implications of these difficulties in court and the laboratory.
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Medved, Paul D. ""A candlestick lifted high" John Calvin and the expansion of the Kingdom of God /." Theological Research Exchange Network (TREN), 2007. http://www.tren.com/search.cfm?p006-1536.
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Maia, Abra?o Vieira. "Timing no mercado de a??es no brasil com padr?es candlesticks e indicadores associados." Universidade Estadual de Feira de Santana, 2018. http://tede2.uefs.br:8080/handle/tede/683.
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The biggest challenge for stock market traders is to identify the timing to enter and exit in a trade. This research uses a trading system based on bullish and bearish candlesticks patterns to identify buy and sell signals in the brazilian?s stock market with exit through the chandelier method. The trading system was tested during the period 2005 and 2010 for application in two strategies between 2011 and 2016. The statistical significance and robustness of the strategies were evaluated through skewness, kurtosis, Monte Carlo, z-score, t-test and walk-forward. They revealed some prediction in bullish candlesticks standards
O maior desafio para os investidores no mercado de a??es ? identificar o momento para entrar e sair de uma negocia??o. Esta pesquisa utilizou um sistema de negocia??o baseado em padr?es candlesticks de alta e de baixa para gerar sinal de compra/venda no mercado brasileiro de a??es e vender/comprar por meio do m?todo chandelier exit. O sistema de negocia??o foi testado para simular negocia??es no per?odo entre 2005 e 2010 e para aplica??o em duas estrat?gias no per?odo entre 2011 e 2016. A signific?ncia estat?stica e robustez das estrat?gias foram avaliadas por meio daskewness, kurtosis, Monte Carlo, z-score, t-test e walk-forward. Eles revelaram algum grau de predi??o nos padr?es de candlesticks de alta
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Sy, Madeline. "A Riddle in Nine Syllables: The Maternal Body in Sylvia Plath's Maternity Poems." Scholarship @ Claremont, 2018. http://scholarship.claremont.edu/scripps_theses/1103.
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This thesis endeavors to intervene in the manner Plath’s maternity poems have been discussed by examining the psychological negotiations of identity that occurred while the speaker’s in Plath’s poems are pregnant with child. The method of this thesis is also a departure from the historicized criticism and interpretations of Plath’s poems that often conflate the experience of the speaker with the details of Plath’s life. This analysis will focus on the poems “Metaphors,” “You’re” and “Nick and the Candlestick” which feature subtle imagery that not only illustrate the speaker’s preoccupation with her own pregnancy but also constructs a metaphorical representation of the maternal body as the locus for the mother’s negotiation of identity. The different forms that the maternal body is represented through, from inanimate objects to a cavernous opening, allow the speaker to fully explore a broad gamut of emotions related to motherhood. The enlargement and reduction of the maternal body, the use of relational language and local instances of transformation are all motifs and conventions that the speakers in Plath’s poems use to navigate the shifting terrain of individual identity during and after maternity. In examining the more abstract poems related to maternity that depict the maternal body through metaphor, this article endeavors to explore the disparate sensations and experiences conveyed in Plath’s poetry.
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Vašíček, Marek. "Testování úspěšnosti základních svícových formací v technické analýze." Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-360477.
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This diploma thesis deals with the testing of the success of individual candlestick patterns of technical analysis. In the first part the theoretical basis of technical analysis and candlestick patterns will be presented. The second part will define basic candlestick patterns and their program definition. Backtesting on historical data will verify the success of individual candlestick patterns on EURUSD currency pair. In the third part, a trading system will be built based on the results of the testing of the candlestick patterns. An optimal setting of the trading system will be proposed. The aim of the thesis is to test success rate of candlestick patterns and find out if the candlestick pattern trading system is able to generate profits.
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Giaquinto, Cláudia Daniela Melo. "Metodologia para quantificação e acompanhamento de indicadores-chave de desempenho operacional." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2017. http://hdl.handle.net/10183/172050.
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Indicadores-chave de desempenho (KPIs) exercem um papel de extrema importância na indústria de processos, auxiliando na tomada de decisão. No entanto, para serem representativos precisam ser calculados de forma confiável. O presente trabalho propôs uma metodologia para o cálculo destes KPIs com base em técnicas de detecção do estado estacionário, remoção de ruído, propagação de erros e análise de sensibilidade. Estes KPIs foram apresentados, de acordo com o que consta na literatura, em uma nova ferramenta gráfica de acompanhamento proposta pelos autores, denominada StatSSCandlePlot. O StatSSCandlePlot apresenta os KPIs no padrão candlestick, que é bastante utilizado no mercado de ações, incluindo informações adicionais. O grande diferencial do StatSSCandlePlot é que os indicadores e suas respectivas propriedades exibidas são calculadas a partir de técnicas que englobam o tratamento de dados e análises estatísticas. A metodologia proposta foi aplicada em um estudo de caso de um chuveiro contendo dois princípios de aquecimento, gás e energia elétrica. Para este estudo, foi criado o Índice de Qualidade do Banho (IQB), que é um indicador dependente da temperatura e da vazão de saída, cujos dados foram avaliados em três cenários distintos, o primeiro quando o sistema é submetido a distúrbios na vazão, no segundo ocorre uma queda na temperatura da água fria e no último, o IQB foi avaliado quando o sistema foi submetido a distúrbios na vazão sob uma nova estratégia de controle da planta. A partir do StatSSCandlePlot, foi possível identificar as tendências do indicador nos diferentes cenários, a parcela de cada janela no estado estacionário, os valores a serem considerados do indicador e, de forma complementar, identificar a variável que mais influenciou na variação do indicador, através da análise de sensibilidade.Key performance indicators (KPIs) play an extremely important role in the process industry, aiding in decision-making. However, to be representative they need to be calculated reliably. The present work proposed a methodology for the calculation of these KPIs based on steady state detection, noise removal, error propagation and sensitivity analysis techniques. These KPIs were presented, as far as it is known, in a new graphical KPIs monitoring tool proposed by the authors, called StatSSCandlePlot. StatSSCandlePlot introduces KPIs in the candlestick standard, which is widely used in the stock market, including additional information. The major difference of StatSSCandlePlot is that the indicators and their respective displayed properties are calculated from techniques that encompass data processing and statistical analysis. The proposed methodology was applied in a case study of a shower containing two principles of heating, gas and electric energy. For this study the Bath Quality Index (BQI) was created, which is a temperature and output flow dependent indicator, whose data were evaluated in three different scenarios, the first one when the system was submitted to flow disturbances, in the second one, a decrease in the temperature of the cold water and in the last one, the IQB was evaluated when the system was submitted to disturbances in the flow under a new strategy of control of the plant. From the StatSSCandlePlot, it was possible to identify the trends of the indicator in the different scenarios, the portion of each window in the steady state, the values to be considered in the indicator and, in a complementary way, to identify the variable that most influenced the variation of the indicator, through the sensitivity analysis.
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Yablonskyy, Karen. "Exchange Rate Predictions." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-161875.
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The aim of this thesis is to analyze the foreign exchange currency forecasting techniques. Moreover the central idea behind the topic is to develop the strategy of forecasting by choosing indicators and techniques to make own forecast on currency pair EUR/USD. This thesis work is a mixture of theory and practice analyses. The goal during the work on this project was to study different types of forecasting techniques and make own forecast, practice forecasting and trading on Forex platform, based on acquired knowledge.
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Rigney, James. "In the midst of the golden candlesticks : authority in English sermon literaturte with particular reference to the sermons of William Laud, Archbishop of Canterbury, 1573-1645." Master's thesis, Faculty of Arts, 1987. http://hdl.handle.net/2123/9308.
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Dumargne, Anne-Clothilde. "Les chandeliers en bronze, en cuivre et laiton en Europe du XIIIe au XVIIe siècle. Production, diffusion et usages." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLV016.
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Ce travail se concentre sur l’étude des chandeliers en bronze, en cuivre et en laiton en Europe entre le XIIIe et le XVIIe siècle, entreprise dans une perspective interdisciplinaire. Abandonnés depuis la fin du XIXe siècle au champ méprisé des arts mineurs et populaires, les chandeliers n’ont depuis cette époque jamais véritablement été considérés comme une thématique de recherche à part entière. Le caractère anépigraphe de ces objets ordinaires et l’impossibilité de lier facilement les modèles produits à des espaces de productions spécifiques ont jusqu’ici cantonné les problématiques à des questions stylistiques et typologiques.L’objectif de cette étude se fonde sur un principe de déconstruction historiographique afin de dépasser l’approche traditionnellement adoptée qui enlise les recherches dans des considérations aporétiques. La recherche fait appel à plusieurs types de sources – écrites, archéologiques, iconographiques et analytiques - dont l’alliance vise la recontextualisation des chandeliers. Il s’agit de décrire et d’analyser l’itinéraire d’un type d’ustensile dans les sociétés médiévale et moderne dans les deux contextes, profane et religieux, dans lesquels ils ont été utilisés. C'est pourquoi l’historicisation des chandeliers se construit, dans le cadre de cette étude, sur leurs matérialités.La recherche s’intéresse ainsi à la reconstitution des chaînes opératoires de la production métallurgique, à la caractérisation des hommes qui travaillent le cuivre et ses alliages ainsi qu’à celle des matériaux, à la diffusion de l’objet à travers la société et aux usages, pratiques, culturels, symboliques ou dévotionnels, qui lui sont attachés. Les réflexions contribuent également à souligner que l’interrogation croisée des champs disciplinaires permet de comprendre en quoi la typologie des sources, en ce qu’elles concernent différents groupes sociaux, différents contextes, différents protagonistes et différentes réalités lexicales, influence la façon de percevoir ces objetsThis work focuses, from an interdisciplinary perspective, on bronze, copper and brass candlesticks produced in Europe between the 13th and the 17th century. These objects have been neglected since the end of the 19th century and abandoned to the despised field of minor and popular arts. Since that time, they have never been considered as a real research topic. Since these ordinary objects are anepigraphic and because of the impossibility to attribute them to specific workshops, the research have been reduced to stylistic and typological issues.This study aims at overcoming the traditional approach that confines research into aporetic considerations. It mobilized several types of sources – written ones, archaeological ones, iconographic ones and analytical ones – to study candlesticks in context. They contributed to describe and analyze the life course of an ordinary utensil in medieval and modern societies in both secular and religious contexts. This is why the historicization of candlesticks is here built on materiality.This work focuses on metallurgical production, on copper alloys craftsmen, on the composition of alloys, on the diffusion of candlesticks in society and on practical, cultural, symbolic and devotional uses. The discussion also points out that this methodology helps to understand how the different types of sources, because they concern different social groups, different contexts, different protagonists and different lexical realities, influence how these objects were perceived
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Večeřová, Pavla. "Nová synagoga Frýdek-Místek." Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2021. http://www.nusl.cz/ntk/nusl-443707.
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The assignment of the diploma thesis was the elaboration of an architectural study of a new synagogue in the Frýdek-Místek. The solved area includes the original lands of the Jewish community, on which stood a synagogue, a Jewish school and a rabbinate. The synagogue was burned down in 1939 and currently only the rebuilt Jewish school building is located in the area. The main idea of the design is to build a memorial on the site of the original synagogue and a new synagogue with an adjoining community centre. The main goal is to support the development of the Jewish community in the city and to remind citizens and visitors of the history, because of which the Jewish community in Frýdek-Místek disappeared. In contrast to the monument, the entire building is set in the terrain so that the terrain passes freely in a public space with the main entrance to the community centre and a kosher restaurant. The building opens up to the south side of the slope and offers a view of the historic city centre of Frýdek. The area is connected by a footbridge to the park under the castle. Part of the community centre is a space for a ritual bath - Mikveh, the administration of the Jewish community and a multifunctional hall, which can be opened to the area in front of the residential staircase. The area is separated from Revoluční Street by a retaining wall and thus form an attractive place to spend time near the historic centre.
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Mikulenčák, Roman. "Predikce kursů pro obchodování na akciových trzích." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2015. http://www.nusl.cz/ntk/nusl-235019.
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The work deals with an automatic trading system and adaptive training. Is used both technical and automatic fundamental analyses, therefore as inputs to the neural network is used historical data exchanges and text data from reports. It explains the basics of trading, technical analysis and technical terms. The work deals with technical and fundamental analysis. It contains a description of algorithmic nature, program implementation and experiment with developed trading system. The selected strategy is compared to other approaches.
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Kratochvíl, Bohumír. "Technická analýza." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224763.
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Master´s thesis goal that the author hopes to achieve is a design of an application aiding stock technical analysis based on identified needs. Based on analysis regarding modules for technical analysis of current trading platforms, I found out there is a certain space for improvement. Implemented trading rules and technical indicators of the application itself are further examined in terms of prognostic success rate on historical data. Selected chapters of technical analysis are fundamental base for this master´s thesis.
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WANG, SHIH-CHUN, and 汪仕竣. "Predictability of Candlestick Patterns." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/97538694123729943967.
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碩士國立中正大學
企業管理系研究所
104
Nowadays, people usually depend on fundamental and technical analysis to develop their investment methods. This study will adopt eight candlestick patterns as reversal signals and technical indexes to develop trading methods and applied to Taiwan futures market. We hope we can earn excess profit in the market, but the result show Taiwan market is close to efficiency market. Most of pattern can’t get significant statistical results and the strategies of candlestick are over used in Taiwan.
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Chen, Yi-ying, and 陳頤瑛. "On Japanese Candlestick Patterns." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/12904178853059557720.
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碩士義守大學
財務金融學系碩士班
96
This research sought to develop the functions for Candlestick Patterns based on the daily stock market performance, sampling from the Morgan Concept Stock and the Chinese Concept Stock between 2000/1/1 and 2008/3/31. EXCEL software was used as the tool to analyze the the frequency of occurrence and potential rewards of the Candlestick Patterns. This study adopted the trend definitions from Caginalp and Laurent’s method (1998). A Poisson distribution-based approach was also used to examine and test whether Candlestick Patterns have predictive power in the Taiwan stock market. This research concludes as follows: First, for the electronic sector, "Three White Soldiers" and "Three Outside Up” anticipate a rising. When the following daily averages for five days all appear the positive reward, according to that patterns, purchasing can generate the reward. However, when " Three Inside Down " appears, doing the opposite is more proper. Second, only "Morning Star" and "Evening Star" appear in the electronic stocks, that is, the price trends after these signals appear tend to reverse.. "Morning Star" has reversal effect on the Morgan Concept Stock and the Chinese Concept Stock, but only "Evening Star" has the reversal effect on the Morgan Concept Stock. Third, no significant trend reversal occurs for "Three White Soldiers", "Three Outside Up", "Three Inside Down" and "Three Outside Down". Fourth, "Three White Soldiers" doesn''t predict trend reversal for neither the Morgan Concept Stocks nor on the Chinese Concept Stocks, which differs from the results reported by Caginalp and Laurent (1998) . Fifth, this study finds that the "Morning Star" predicts trend reversal for the Morgan Concept Stocks, which differs from the conclusion reached by Chen (2004).
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Tsai, Po-Yu, and 蔡伯煜. "Mining candlestick charts for stock prediction." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/33453794056293566302.
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碩士國立中央大學
資訊管理研究所
100
Stock prediction is an interesting and important issue for many investors. However, the factors that affect stock price are very complicated and difficult to analyze. Therefore, it is very hard to effectively predict stock price. In general, both fundamental analysis and technical analysis have been used for stock prediction. The analysis of candlestick chart (also called K chart) is one of the technical analysis methods since such figures usually contain lots of trading information which allow the investors to analyze the stock trend. However, previous studies of K chart analysis have all been based on the analysts'' personal experiences. In the other words, an objective and automated method to interpret those figures is lacking. To solve this limitation, we propose a novel method called Candlestick Chart Mining (CCM). In CCM, the image processing technique is used to extract the image features from K charts. Particularly, the texture features are extracted as the image descriptors to combine with some technical indicators. The results demonstrate that the new method that we proposed to combine the image features with the technical indicators is useful for improving stock prediction accuracy, and in the mid-term stock prediction. Moreover, using the image feature alone can make the neural network classifier to perform better than using the technical indicators. Furthermore, the sliding windows mode for training the prediction model is more suitable than the stable training mode for the mid-term stock prediction.
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CHUANG, KAI-YU, and 莊凱伃. "Prediction of Taifex based on 120-M candlestick." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/55535082590737076736.
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碩士國立臺灣科技大學
資訊工程系
98
The purpose of this thesis is to build a Taifex program trading system based on 120-M candlestick via AiSM platform. First, use technical indicators to develop five single-position models which are T120-I、T120-II、T120-III、T120-IV and T120-V, respectively. Then, Combine T120-I to T120-V into one multiple-position Trader. Finally, use several key performance indicators and charts, such as AT, PP, PF, MDD, profit curve, 4QA chart and so on, to evaluate the performance of the Trader.
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Huang, Ci-yuan, and 黃啟源. "Prediction of Taifex based on 150-M candlestick." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/06551936312590392708.
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碩士國立臺灣科技大學
資訊工程系
98
This study is based on the current global market becoming more and more closely related, choosing Taiwan market as a subject, which Taiwan people are familiar with. Develop and design program trading system, then review and analysis performance of the results. The purpose of this thesis is to build a Taifex program trading system through AiSM platform. First, use technical indicators to develop five single-position models which are TW150_1, TW150_2, TW150_3, TW150_4 and TW150_5, respectively. Then, combine TW150_1 to TW150_5 into one multiple-position Trader, and then use several key performance indicators and charts, such as AT, PP, PF, MDD, 1M chart, and 1QA chart, to evaluate the performance of the Trader and models. The results indicated that the Trader can indeed improve trading performance.
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Lee, Po-I., and 李柏儀. "Prediction of Taifex based on 90-M candlestick." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/97722070022910995547.
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碩士國立臺灣科技大學
資訊工程系
98
The main purpose of this thesis is to develop a steady Program Trading System of Taifex Index Futures. Various collections of indicators are generated based on AiSM futures platform. By means of artificial intelligence, an effective program trading system is developed according to Taifex 90-M index data by analyzing the properties of index fluctuation. Program Trading Models can be identified based on evaluation indicators. In this paper, selective models Taifex_A to Taifex_E have been proposed. By analyzing the evaluation indicators, a single model is sensitive to a certain period of time which may not fit to the model. Such sensitivity may cause great loss and high pressure to the model users. Therefore, we proposed a mean-oriented multi-model trader to diversify the risk with the potential of extra cost.
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CHANG, HSIN-WEN, and 張馨文. "Prediction of Taifex based on 30-M candlestick." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/47606159529457289871.
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碩士國立臺灣科技大學
資訊工程系
98
The main purpose of this thesis is to develop the prediction of Taifex based on 30-M candlestick system by using AiSM. There are three stages to build this system. The first stage is a data processing. It is a very important preliminary work. The second stage is the examination I. In this stage , we will develop five trading models named TM_1, TM_2, TM_3, TM_4, TM_5. Ranking them according to Profit Factor. The order is TM_1, TM_2, TM_3, TM_4 and TM_5. There are several evaluation indicators , AT, MDDR, PF, PP, TNP-dr in this table. In the same time, the system draws the PC graph and 4QA graph to help understanding of profit and loss. The third stage is the examination II. Multi-position System Trader, MST and One-position System Trader, OST, are generated in the third stage. Finally, it proves that the MST and the OST are better than that of single trading module.
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Yeh, Po-Lin, and 葉柏麟. "Prediction of Taifex based on 60-M candlestick." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/30694735511478942306.
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碩士國立臺灣科技大學
資訊工程系
98
The purpose of this thesis is to research the Taiwan index futures 60 minutes forecasting system, every 60 minutes through the day the price, by means of artificial intelligence analysis and calculation of index fluctuations and technical indicators, trading platform through AiSM development of rational design program trading, and then push the number of model performed for composition of a single model, this model generates a signal , and gain profit under its average AT (Average Trade), winning percentage transaction PP (Percent Profitable), profit factor PF (Profit Factor), on profit-MP (Monthly Profit), as well as the largest temporary loss of the past MDD (Maxmium Draw Down) and other several important, to evaluate the performance of this model. By analyzing the transaction model assessment index, a single model sensitive to a certain period of time which is not conducive to the model, and cause great loss and excessive pressure on the situation of the user. Therefore, the Equalization of Profit Organization of multiple transactions model turn into multiple models Trader, to diversify the risk.
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Guo, Siou-Jhih, and 郭修志. "Let machine read candlestick charts like human beings." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/mvys89.
Full textAbstract:
碩士淡江大學
資訊工程學系全英語碩士班
107
Candlestick charts have been very important tool for human traders while making trading decisions since 18th century. Inspired from people reading candlestick charts for decision making, this paper proposed a deep network framework, Deep Candlestick Predictor (DCP), to forecast the price movements by reading the candlestick charts rather than the numerical data from financial reports. DCP contains a chart decomposer which can decomposes given candlestick chart into several sub-charts, an CNN-Autoencoder which can derive the best representation for sub-charts, and a RNN which can forecast the price movements of the k+1-th day. Extensive experiments are conducted by daily prices from real dataset of 6 future merchandises of stock indices in Taiwan Future Exchange, which totally have 21,819 trading days. The experimental results show that the proposed framework DCP could achieve higher accuracy than the traditional index-based model, which shows the effectiveness of the concept of designing a deep network to read candlestick charts like human beings.
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Juang, Hsueh-Chen, and 莊學成. "Candlestick Charts for the trading strategyof Taiwan's Stock Market." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/99115891102796689622.
Full textAbstract:
碩士東吳大學
資訊管理學系
101
Technical analysis believes that history will continue to repeat. We can use chart sand other quantitative indicators to analyze the trend of the future. This research uses 6 two-day candlestick combinations. First we calculate the candle occurrences. Then changes of stock trend for candle patterns are observed. When stock prices falls continuously, if bullish candle pattern is appeared the buy long. When stock prices raises continuously, if bearish candle pattern is appeared then sell short. For the strategies, we count their winning and profitability for Taiwan 50 index during the experiment period 03~12.During the experiment, it is divided two parts03~08and09~12. It is observed whether these strategies are valid under different market booms. Finally, relaxation or restriction of the return time is provided. For these adjustments, more reference information could be obtained in different market conditions to cope with the rapid changes in the investment market.
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Wu, Chun-Yi, and 吳俊毅. "Applying Candlestick Charts to Predict the TAIEX Futures Prices." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/qq4t3u.
Full textAbstract:
碩士國立高雄第一科技大學
財務管理系碩士班
106
The Candlestick Charts are composed of opening price, high, low, and close price to describe the fluctuation. However, The “Sakata Senjyutsu Syokai, A Full Commentary on the Sakata Strategy” is a investment static that analyzes the short term composition of the Candlestick Charts. The research chooses each four patterns of long and short interest on TAIEX Futures (Taiwan Stock Exchange Capitalization Weighted Stock Index Futures) to do the empirical analysis, which used MULTICHARTS, a trading software platform, to do back-testing and also consider securities transaction fee and cost of slippage. First, when there were "Three White Soldiers", the average return was positive if investors had hold for three, five or ten days. Second, when the investors set the take profit and stop loss point after the "Three Inside Ups", the average return was positive, which means that the following trendencies were upward trends. Third, when the investors bought short after "Three Outside Down", the average return was positive no matter the investors hold short for 3, 5 or 10 days, or set take profit and stop loss point for 3%, 5% or 10%. However, the investors' average return are negative when bought short after "Three Black Soldiers". Moreover, when there were upward trends, the average return was positive if the investors bought long following the "Three Black Soldiers".
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Yi-Wei, Chang, and 張一偉. "The Application of Japanese Candlestick Trading Strategies: Evidence from Taiwan." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/97561699113556201612.
Full textAbstract:
碩士國立臺北大學
企業管理學系
95
The Japanese candlestick is one of the most popular technical methods used to predict future price trends based on the relationships among opening, high, low, and closing prices. By using the daily data of 25 component stocks in the Taiwan Top 50 Tracker Fund and Taiwan Mid-Cap 100 Tracker Fund from 1997 to 2006, this study tries to discuss which candlestick can be used by investors. The study divides candlesticks into four parts: the bullish single line, the bearish single line, the bullish reversal pattern and the bearish reversal pattern, and accounts for the mean rates of return day by day (for up to ten days). In addition, t-tests are applied to test the profitability of the candlesticks and we adopt General Linear Model to discuss the relationship among rate of return, candlesticks and holding days. Then, ANOVA and Duncan’s Multiple Range Test are used to discuss and compare the profitability of candlesticks on each holding day and the profitability of holding days for each candlestick. Meanwhile, this study also tries to implement a stop loss strategy to improve the performance of candlesticks. The research findings provide strong evidence that some of the candlestick trading strategies do have value for investors and that different candlestick needs have different holding periods. Besides, the performance of the most candlesticks has been improved with stop loss strategy. Finally, this study is also further evidence to reject the efficient markets hypothesis (EMH).
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Chang, Chih-Chi, and 張芝綺. "Technical Trading Strategies:An Analysis of Japanese Candlesticks." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/12134286419011007018.
Full textAbstract:
碩士國立中正大學
財務金融研究所
92
The purpose of this article is to question the statement made by Ready(2002) on uselessness of technical trading rules, and to provide a technical trading strategy that can be conducive to earning abnormal returns for the investors. This article adopts technical trading rules called “Japanese Candlesticks” - which is different from those used by previous financial academics - utilizing the predictability of daily stock returns for Dow Jones Industrial Average Index in the United States for more than fifty years from 1934 to 2000. It provides solution to the crucial issue: “data snooping bias”, which has been generally encountered during financial studies in recent years. Furthermore, FTSE 100 in the United Kingdom, NIKKEI 225 in Japan, and Taiwan Stock Exchange Capitalization Weighted Stock Index in Taiwan R.O.C from 1987 to 2000 are all used for robustness. In conclusion, the outcome of the research negates the theory on uselessness of technical trading rules presented by Ready(2002). And the best rules for gaining the excess returns after testing are using strategies with fifty selected candle patterns plus ten-day momentum. Also such returns gained are superior to those solely using the rule of moving average strategies and rule from genetic algorithms in the recent years. This article not only reaffirms the usefulness of technical trading rules academically, but practically provides the investors with an alternative strategy which can bring substantial value for them. The investors can even learn how candlestick charting may be used to improve returns and help reduce the risk on market.
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Lee, Ya-Wen, and 李雅雯. "Mining the Opening Position and Candlestick Charts Combination Patterns in Stock Market." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/80803636558270092297.
Full textAbstract:
碩士輔仁大學
統計資訊學系應用統計碩士在職專班
103
This study used the day-candlestick charts as the smallest unit to analyze the stock price. By the position between the opening price of the t+1th and the tth and combine the KD indicators and moving averages, can help to predict the stock price fluctuation. This study collect TWSE and OTC for historical data, to build a simulated the investment decisions model, and to assess the reliability of the model. The proposed method can help investors can grasp timing to enter the market, as a reference for investors' investment decisions. The experimental results show that, based on the combination of the candlestick charts and opening price of the stock, and plus the KD indicators and moving averages to calculate the odds rise. Where KD indicators and moving averages also can divided into individual indicators KUP, DUP, 5UP, 10UP and the multiple indicators respectively are KUP & 5UP, KUP & 10UP, DUP & 10UP, DUP & 10UP other indicators. Its odds respectively are 1.78, 0.41, 0.84, 0.69 and 1.87, 1.86, 0.45, 0.39.Compare to the single indicators and multiple indices, the multiple indicators can react better and really help to improve forecast accuracy in stock price fluctuation situation. However, when the threshold of the accuracy is set to more than 80%, the average daily expected revenue is about 0.26% to 0.68%.Meanwhile, while the high threshold may lead to the candidate stock be less than original. This study take 11 kinds of stock trading nature, among them of the "top ten OTC trading increment" has the distinctiveness ,and after deduction of transaction costs, the average rate return is higher.The remaining stock trading nature, it can still profit in the stock market.
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LIU, PI-YING, and 劉璧瑛. "Investment Strategy by 36 Types of Candlestick with Next Day Open Price." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/09002520220550574909.
Full textAbstract:
碩士輔仁大學
統計資訊學系應用統計碩士在職專班
104
"The purpose of this study is based on technical analysis to build investment strategy. Candlestick charts is the main technical analysis of this study, by using 12 of one day candlestick charts with 3 of next day open price to create 36 types. Also, using KD and MA to judge price trend。The dataset is historical price in Taiwan stock to build model, testing and predict to evaluate statable of model. The study result is 36 types and moving average with different time, such as long years of period、nearly 3 years、nearly 3 years every quarter to choose the best model. By using different model with suitable stock are margin trading in short and high volume and average return rate is between 0.16% and 1.28%. The result also implies different model with different stock type, can’t one model for all type stock. For further research, suggest have multiple technical analysis to find investment signal for investor reference. "
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Hung, Chin-Ying, and 洪志穎. "Does a candlestick strategy have its value in the VIX future market?" Thesis, 2019. http://ndltd.ncl.edu.tw/handle/74y4h3.
Full textAbstract:
碩士國立中山大學
金融創新產業碩士專班
107
This study explores the potential value for a K-bar strategy in VIX futures trading. We collect the VIX futures historical transaction data from the Chicago Board Options Exchange (CBOE) with 9 kinds of single candlestick strategies and 7 kinds of double candlestick strategies, for a total of 16 candlestick strategies. During the back-testing phase, we utilize 6, 8, and 10 K-bar holding intervals to infer an effective prediction period and choose expiration day and index level in order to classify the VIX. Ultimately, we got six categories with above factor. The empirical results clearly recommend that the prediction interval in the VIX futures intraday market be 50 to 90 minutes. In terms of clustering, we note that futures within 30 days of expiration have a more significant profitable performance compared to futures clustered with 60 and 90 expiration day. To be more specific, a VIX index below 15.00 has a more significant profitable performance versus an VIX index between 15.00 to 25.00 and above 25.00. We strongly conclude that a candlestick strategy in the VIX futures market is more reflective in periods at nearer maturities and lower VIX levels.
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Chen, Hsuan-Lin, and 陳炫燐. "Japanese Candlestick Theory on Futures Day-Trading：Evidence from the Taiwan Stock Index Futures." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/5yzqh8.
Full textAbstract:
碩士銘傳大學
財務金融學系碩士班
103
No matter on global futures markets or Taiwan futures market, it is a long history of using Japanese candlestick theory in futures trading. Because of broadly using this technique on futures trading, it becomes a “self-realization prophecy”. That means information on the futures markets can be reacted very quickly. And Japanese candlestick patterns can be more effective to react information on the futures price. Also, it becomes more significant and reference for futures traders. This paper wants to discuss futures traders buying and selling behaviors when using Japanese candlestick theory. In technical analysis, there are two kinds of techniques. One is technical indexes, the other is technical patterns. Most of literatures have discussed the technical indexes, but few of them research technical patterns. However, less of literatures discuss the futures day-trading applying on technical patterns. The paper studies Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) Futures. And this paper will study the following issues. First, it will use Japanese candlestick theory to discuss in the day-trading fields on TAIEX futures, and wish to find which Japanese candlestick patterns can win the positive return as the reliable signals when buying or selling on futures. Second, it will use programming trading software-”Multicharts” to test the past futures price in the purpose of building a day- trading system for futures traders.
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Kusuma, Rosdyana Mangir Irawan, and 郭祿丁. "Using Deep Learning Neural Networks and Candlestick Chart Representation to Predict Stock Market." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/633mux.
Full textAbstract:
碩士元智大學
資訊工程學系
106
Stock market prediction is still a challenging problem because there are many factors effect to the stock market price such as company news and performance, industry performance, investor sentiment, social media sentiment and economic factors. This work explores the predictability in the stock market using Deep Convolutional Network and candlestick charts. The outcome is utilized to design a decision support framework that can be used by traders to provide suggested indications of future stock price direction. We perform this work using various types of neural networks like convolutional neural network, residual network and visual geometry group network. From stock market historical data, we converted it to candlestick charts. After that, these candlestick charts will be feed as input for training a Convolution neural network model. This Convolution neural network model will help us to analyze the patterns inside the candlestick chart and predict the future movements of stock market. Using Taiwan 50 and Indonesian 10 stock market historical time series data we can achieve a promising results- 92.2 % and 92.1 % accuracy for Taiwan and Indonesia stock market respectively. Our performance results significantly outperform the existing methods.
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TSAO, YING-HUA, and 曹盈華. "Empirical Studies of Performance of Technical Indicators Model Strategies Improved by Modified Candlestick Chart." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/r8gkkk.
Full textAbstract:
碩士國立高雄科技大學
金融資訊系
107
This study used Taiwan Futures market data from January 1, 2016 to 28 December, 2018 to generate four types of creative K chart data. The four methods for modifying the K chart included: (1) Heikin-Ashi chart ; (2) weighted average volume chart; (3) volumes accumulated candlestick chart and (4) Range Bar. Empirical studies were made to verify whether using the modified K chart, relative to using the traditional K chart, could improve the performance of various strategies established by TA indicators, including KD, MA, MTM, CDP, CCI, DMI, RSI, WMS, Bollinger Band and MACD. After backtesting with in-the-sample data, we used two filters to find out which technical indicators were more profitable and used them to backtest in out-of-sample data, backtesing were made by empirical data from Taiwan Futures market. The empirical results showed that: all of the combinations could not outperform the buy-and-hold strategy. After using two filters, CDP performed well with traditional K chart, Heikin-Ashi chart and volumes accumulated candlestick chart, showing that profits could be improved by decreasing trading times.
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Chung, Yu-Jie, and 鍾宇傑. "Investment Performance by Employing Technical Analysis: the Combination of the Granville Rules and Candlestick Chart." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/8p5fvc.
Full textAbstract:
碩士中原大學
國際經營與貿易研究所
103
In stock markets, investors use different strategies to get arbitrage opportunities. The strategy tools frequently used in stock markets consist of three dimensions, i.e., the fundamental analysis, technical analysis, chip analysis. This paper attempts to construct a mixed technical analysis tools to find more suitable buying messages and selling messages for raising the performance of investment. Basically, technical analysis indices are set up by trading prices and/or trading volume. This study focuses on the trading price. This study combines the Granville rules with Candlestick chart to form an investment strategies tool. Granville rules use the price volatility and moving average (MA) line to find buying messages and selling messages. However, we add the four crucial messages from the Candlestick chart, i.e., the highest price, the lowest price, the closing price and relative position into the Granville rules. Finally, we compare the performance by employing these different investment tools. The study selects the component stocks in the Taiwan 50 Index as sample objects. The sample period spans from 2013 to 2015. The empirical results show that the profitability and risk from using the Granville rules alone are inferior to the investment strategy of buy and hold stocks. However, employing the strategy of the Granville rules combined with Candlestick chart, has higher profitability and lower risk than buy and hold strategy, and the strategies derived from the Granville rules.
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Su, Pin-Cheng, and 蘇品丞. "Applying an adaptive RBF neural network on the construction of investment decision model in candlestick chart." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/j3hs56.
Full textAbstract:
碩士國立臺北科技大學
商業自動化與管理研究所
98
Because of low interest rates in recent years, the stock market has been a very popular financial investment channel. However, financial investment is a knowledge-intensive industry. Without sufficient understanding, it is hard for any investor to get profit from it. In the past decade, with the advances in electronic transactions, vast amounts of data have been collected. Thus, the emergence of knowledge discovery technology enables the building up a financial investment decision support system. There are various techniques of knowledge discovery have been employed in the stock market. Basically, they can be divided into two parts, technical analysis and forecasting of stock time series data. The former applies the charting heuristics of technical analysis to identify the bull flag by template match and to establish trading rules. The latter focuses on the forecast of stock prices, which often employs a statistical or artificial intelligence (AI) approach to facilitate the trading strategy-making. In this thesis, we propose a hybrid approach on the basis of the knowledge discovery methodology by using Growing hierarchical self-organizing map (GHSOM) model, integrating K-chart technical analysis for feature representation of stock price movements. Moreover, the possibility of integrated GHSOM and Classification and regression tree (CART) methodology is examed. The investigated results showthat the application of GHSOM and CART in data mining provides the efficient identification and classification methods for financial investment data. And in terms of the successful identification of the relationship within data, the better prediction modeling can be found.
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LU, YING-HONG, and 呂英弘. "Day Trading Strategy Development on Program Trading of Using 5 Minutes Candlestick for Taiwan Index Futures." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/45ygcb.
Full textAbstract:
碩士南華大學
企業管理學系管理科學碩博士班
105
The purpose of this study is to discuss the new rank concept of the use day trading in TAIFEX, and to use the two kinds of tools, the Bollinger Bands and the contrarian operating system CDP to match the K-bar theory and the KD index, to do research and analysis, and set up the construction of program trading system, through the program to calculate the trading strategy to generate trading signals, and automatic complete of the sale of action, to produce stable performance. In this study, TAIFEX were selected as the subject of the study. The sample time was from January 2, 2010 to December 31, 2015, and the 5-minute K-bar was the study period. The trading system is based on the five different rank models, and the development of program trading strategy. This study is designed with five trading ranks, 15 trading strategies as a portfolio, and use NT $ 100,000 as a margin to calculate, The results of this study show that, The best profit in a single strategy is $283400 for Strategy C-4, And all strategic combinations of its maximum strategy loss (%) MDD was 6.99%, Compare the average of all previous strategies to 10.32 before, Enough to prove the multi-strategy trading portfolio, Can effectively improve MDD.
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Lin, Mu-Jung, and 林睦融. "The Applications of the Candlestick Charts for the Return analysis of Taiwan's Stock Market." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/52589881985279588977.
Full textAbstract:
碩士東吳大學
資訊管理學系
100
Technical analysis is mainly based on past stock prices such as the opening price, closing price, highest price, and lowest price, and on the amount of buy-ins and sell-outs. Technical analysis transforms these factors into various figures and quantitative indicators in order to analyze the trends of the past as well as to predict those of the future. Among the many forms of technical analysis, candlestick charts are extensively applied as technical indicators, mainly because they are easier to interpret than other types of technical analysis. The current study uses the trend of individual stocks shown in a candlestick chart as a reference for operating in the stock market. The strength and trading volume of candlestick charts and whether stocks are high-end or low-end are considered to see if a set of investment methods and feasible investment rules can be developed based on the trends shown in the candlestick charts to beat the stock market. This study first divided signals into buy signals and sell signals and then combined them with the 60-day moving average and 6-day moving trading volume respectively for discussion. In terms of buy signals, only by buying the performance of bottom signals can the stock market be defeated. For sell signals, the rewards from selling top signals and selling bottom signals both perform better than the stock market.
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Tsung-HsunLu and 呂宗勳. "The Predictive Power of Single-Line Patterns of Candlestick Charting: Evidence from the Taiwan Stock Market." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/22069751213855757815.
Full textAbstract:
博士國立成功大學
企業管理學系碩博士班
100
Candlestick technical analysis is an old trading technique that tracks the short-term price movements by employing the relationship between open, high, low, and close prices. The purpose of this thesis is to examine the predictive power of candlestick trading strategies by using the Taiwan 151 component stocks daily data for the period from 2 January 1992 to 31 December 2009. The main contribution of this thesis is using a four-price-level approach to categorize the single-line patterns constructed by candlestick charting in a systematical manner. The approach adopted in this thesis permits us to release for the limitation of recognition in a manner not previously possible. Moreover, we not only consider transaction costs and risk but also mitigate data-snooping problems conscientiously by several appropriate methods, including the bootstrap methodology and sub-sample and out-of-sample tests. We find evidence that four patterns are profitable for the Taiwan stock market after transaction costs, including one bullish pattern and three bearish ones.
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Wu, Yen-Cheng, and 吳彥徵. "The Traditional Lightings and Candlesticks of Taiwanese Temples － A Field Study in Yunlin and Changhua." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/99394386483541583473.
Full textAbstract:
碩士國立臺北大學
民俗藝術研究所
99
The study focuses on the traditional credence lightings (including candlesticks and credence lamps) in Taiwanese temples, aiming at discussing their artistic features and cultural connotations. Through the field researches in Yunlin and Changhua, the lamps and candles over 60 years were chosen as the samples. The study is formed by means of document analysis, dictation transcript, sample image recording, and comparative analysis, the topics of each chapter are as follows: Chapter 1: this part includes document analysis, as well as the intention, aim, research methods, procedure and the subject of the study. Chapter 2: taking the development history of lightings in Mainland China and Taiwan as the subject, the article discusses the origin, development, material, shape, and function of the lightings first, and then summarizes the usage of the social lightings in early period and the development of the vessel craft in Yinlin and Changhua from the prospective of survey of Taiwan craft development. Chapter 3: focusing on the religious meanings and humanistic features of the lightings in temples, it firstly researches the lamp offering in Taiwanese temples based on Buddhism, Taoism and folk beliefs, to analyze the cultural symbol and folk-belief mentality of the lightings in each religion or ritual. Secondly, it introduces the usage of those lightings in Yunlin and Changhua's temples, and describes the usage and disposition in the temples of those three religions based on the factual findings. Chapter 4: focusing on the shape feature and aesthetic value of the lightings in temples, it firstly summarizes the main styles and the meanings of theme decoration. Secondly, it conducts cohort study on the vessels according to the periods of Qing Dynasty, Japanese Occupation and postwar, and selects important vessels of each period as the samples to amplify the shape features. Chapter 5: it reviews the study and proposes questions and suggestions for further studies.
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Po-YenChen and 陳博彥. "A Study of Fifteen Minute Candlestick Charts of Day-Trading in TAIFEX: Use of KD、MA and MV Multi Index." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/payj7h.
Full textAbstract:
碩士國立成功大學
高階管理碩士在職專班(EMBA)
102
Technical analysis is still prevalent in stock markets in more matured countries. The main reason is that the undisclosed information can be detected via technical analysis. Since it has its merits, and the short term trading doesn't need the fundamental analysis, therefore, the short term trading can rely on technical analysis and its operating techniques to achieve the desirable returns. In this study, the 15mintues K-line with the major technical indicators to construct the very short-term futures trading strategies. Then, simulated trading and compare the performance of various trading strategies, and propose the best performance of the trading strategy. For this study, the simulated trading data was from May 1, 2013 to October 31, 2013 in TAIFEX. We Use the Stochastic (KD), moving average (MA) and the volume (MV) index with very short-term trading strategies established by fifteen minutes K line. Under the premise of day trading, the stop loss and stop profit limit is 30 points. Statistical analysis of the results of this investment performance and to check the profit and loss situation under different strategies. The empirical study simulated four portfolio investment strategies. The results of this study show the first strategic investment portfolio was 174.1% return; the second combination strategy was 171.57% return on investment; the third strategic investment portfolio was 184.1% return; the investment rate of return on the fourth portfolio strategy was 222.89 %. Although these four strategies have positive returns it still failed to beat the average salary of $ 45,888. From May to October, the TAIFEX index rose 344 points and the ROI is 82.89%. The four groups of strategies were all defeated by the buy and hold strategy.
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Hwang, Jyh-Wen, and 黃志文. "Return Analysis of Investment Strategies Based on CandleStick Combination: Evidence from the Empirical Data of TAIEX and Cash Dividend Yield." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/cm3659.
Full textAbstract:
碩士國立臺灣師範大學
高階經理人企業管理碩士在職專班(EMBA)
103
The purpose of this study is to develop investment models which consider technical analysis, stock market index and fundamental analysis factors by using a sample of the trading data of Centralized Securities Trading Market from 1999 to 2014 in Taiwan to investigate the applicability of some simple trading strategies. To reduce risk and increase profitability, the stock trading strategy of this research can help investors determine buy/sell timing and make decisions on stock selection. Technical analysis: The trading strategies can be classified into six categories based on monthly, weekly and daily CandleStick indicators. Each category has the parameters of consecutively up/down times from 1 to 4 or cumulative up/down percent from 10% to 20%. Totally there are 660 combinations. The result shows that the trading category of monthly CandleStick indicator has the best profitability. Market index analysis:Based on the best portfolio strategy we found, the result indicates that if we invest stocks at the lower level of TAIEX, the higher profitability we can obtain. Fundamental analysis: Based on the best portfolio strategy we found, we find that investment on high cash divided yield stocks can increase the profitablility, but it does not significantly show a positive linear relationship between cash dividend yield and stock return. The findings can be used for investment decision making, however, investors could adjust their strategies by considering their own investment character and risk tendency to develop a long-term and effective investment strategy.
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Yeh, Yun-Hsiang, and 葉雲翔. "A Study of Candlestick Charts of Day-Trading in TAIFEX: Use of Three Critical Prices、RSI and MA Multi Index." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/9rfp4r.
Full textAbstract:
碩士健行科技大學
財務金融系碩士班
106
In addition to be familiar with the financial product characteristics, related rules and knowledge of investment, investors should also establish "winner thinking" actively when investing in any financial products. The so-called "winner thinking" is made up of "homeopathic", "risk management" and "trading strategy". This study applied the winner thinking, as well as technical analysis indicators to build the short term transaction strategy and transaction simulation to verify the purpose of profitability. The purpose of this study is the daily trading strategy of futures. The study period was from January 5, 2015 to December 30, 2016, total transaction days were 488 days, applied 15 minutes K-line to get total 9760 transaction data within a year. Three Critical Price theory、Relative Strength Index(RSI) and the moving average (MA) theory were the criteria to judge the strength and the direction of trend to long or short, the daily opening prices and 15 minutes K-line of closing prices are main consideration of the transactions, Using four trading strategies to simulate long and short transactions, statistically analyze investment performance results and examine profit and loss under different strategies. The 15 minutes K-line closing price is used to verify the direction of the trend and the strength of the market. Under the selection of layers of levels, in addition to reducing transaction costs, it is also possible to ensure that the direction of the trend and the strength of the market are the direction of the transaction commission. From the above empirical results, it is known that only one of the four trading strategies is negative in the long-short operation, the other is positive and the fourth is the best.
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Bureš, Michal. "Strojové učení v algoritmickém obchodování." Master's thesis, 2021. http://www.nusl.cz/ntk/nusl-438032.
Full textAbstract:
This thesis is dedicated to the application of machine learning methods to algorithmic trading. We take inspiration from intraday traders and implement a system that predicts future price based on candlestick patterns and technical indicators. Using forex and US stocks tick data we create multiple aggregated bar representations. From these bars we construct original features based on candlestick pattern clustering by K-Means and long-term features derived from standard technical indicators. We then setup regression and classification tasks for Extreme Gradient Boosting models. From their predictions we extract buy and sell trading signals. We perform experiments with eight different configurations over multiple assets and trading strategies using walk-forward validation. The results report Sharpe ratios and mean profits of all the combinations. We discuss the results and recommend suitable configurations. In overall our strategies outperform randomly selected strategies. Furthermore, we provide and discuss multiple opportunities for further research.
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Marshall, Benjamin Richard. "Candlestick technical trading strategies : can they create value for investors? : a thesis presented in fulfilment of the requirements for the degree of Doctor of Philosophy in Finance at Massey University, Palmerston North, New Zealand." 2005. http://hdl.handle.net/10179/1604.
Full textAbstract:
This thesis examines the profitability of the oldest known form of technical analysis, candlestick trading strategies. Unlike traditional technical analysis which is based around close prices, these strategies generate buy and sell signals that are based on the relationship between open, high, low and close prices within a day and over consecutive days. Traditional technical analysis, which has been the focus of previous academic research, has a long-term focus with positions being held for months and years. In contrast, candlestick technical analysis has a short-term focus with positions being held for ten days or less. This difference is significant as surveys of market participants indicate that they place 50 per cent more importance on technical analysis for horizons of a week than they do for horizons of a year. Candlestick technical analysis was developed on rice data in Japan in the 1700s so the tests in this thesis, using Dow Jones Industrial Index (DJIA) component stock data for the 1992 - 2002 period, are clearly out of sample tests. These tests are more robust to criticisms of data snooping than is the existing technical analysis literature. Proponents of technical analysis in the Western world would have had the opportunity to have become aware of candlestick trading strategies by this study's timeframe and would also have had the opportunity to source the data and software necessary to implement these strategies. So, a direct test of market efficiency is possible. This was not achievable by authors of many previous papers, who used data starting in the early 1900s and techniques that could not have been implemented at that time. Using an innovative extension of the bootstrap methodology, which allows the generation of random open, high, low and close prices, to test the profitability of candlestick technical trading strategies showed that candlestick technical analysis does not have value. There is no evidence that a trader adhering to candlestick technical analysis would out-perform the market.