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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/77234


    Title: MACD技術分析指標的效率:上市公司個案應用
    Authors: 廖明珠;Liao, Ming-Chu
    Contributors: 財務金融學系在職專班
    Keywords: MACD;技術分析;MACD
    Date: 2018-06-25
    Issue Date: 2018-08-31 14:27:59 (UTC+8)
    Publisher: 國立中央大學
    Abstract: Gerald Appel於1970年提出指數平滑異同移動平均線Moving Average Convergence/Divergence oscillator(MACD)後,至1986年Thomas Aspray對其指標加以添加分歧條形圖,作為預測MACD交叉訊號,至今,以需求指數 DI((最高價+最低價+收盤價*2)/4)為始的MACD公式同樣廣為併用,然於網路上有永豐期貨SinoPac Futures精誠資訊SYSTEX的MACD公式,以收盤價為始加權比重數值不同的新創公式,本文以MACD公式為研究方向,隨機找出市場上的兩家公司,做日期相同但呈現多頭走勢起始日不同的比較,代入報酬率之MACD柱狀圖0線以上及0線以下策略運用,研究結果以日收盤價加權公式為最優。;After Gerald Appel proposed the Moving Average Convergence / Divergence (MACD) in 1970, Thomas Aspray added the histogram feature to the indicator in 1986 as a predictive MACD crossover signal. So far, MACD formula starting with the demand index DI ((highest price + lowest price + the closing price of *2)/4) is also widely used. However, there is a MACD formula jointly developed by Sinopac Financial Holdings and Systex Corporation, an innovative one starting with the closing price with different initial weighting values. This paper explores the MACD formula and randomly selected two companies on the market to compare them based on the same date but different starting dates of the long trend and applies the MACD histogram of the rate of return above and below the zero line and the results show that the daily closing price weighting formula is the best.
    Appears in Collections:[財務金融學系碩士在職專班] 博碩士論文

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