博碩士論文 105458016 完整後設資料紀錄

 DC 欄位 值 語言 DC.contributor 財務金融學系在職專班 zh_TW DC.creator 廖明珠 zh_TW DC.creator Ming-Chu Liao en_US dc.date.accessioned 2018-6-25T07:39:07Z dc.date.available 2018-6-25T07:39:07Z dc.date.issued 2018 dc.identifier.uri http://ir.lib.ncu.edu.tw:88/thesis/view_etd.asp?URN=105458016 dc.contributor.department 財務金融學系在職專班 zh_TW DC.description 國立中央大學 zh_TW DC.description National Central University en_US dc.description.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。 zh_TW dc.description.abstract 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. en_US DC.subject MACD zh_TW DC.subject 技術分析 zh_TW DC.subject MACD en_US DC.title MACD技術分析指標的效率:上市公司個案應用 zh_TW dc.language.iso zh-TW zh-TW DC.type 博碩士論文 zh_TW DC.type thesis en_US DC.publisher National Central University en_US