Proceedings of the 2014 International Conference on Education, Management and Computing Technology

Research on the Effectiveness of Technical Indicators with the Volume

Authors
Gang Li, Jin Zhu
Corresponding Author
Gang Li
Available Online June 2014.
DOI
https://doi.org/10.2991/icemct-14.2014.105How to use a DOI?
Keywords
volume,MA,VWMA
Abstract
The paper researches on the effectiveness of technical indicator with the volume by choosing the volume-weighted moving average (VWMA) which consists of the simple moving average (MA) and volume based on the 2139 stocks from January 1, 2003 to January 1, 2013 in China’s A-share market. There are four criteria to evaluate the volume-weighted moving average: sensitivity, reliability, risk and benefits. Comparing the performance of VWMA and MA in the sample stocks, there are several advantages by adding volume information to technical indicators: issue more trading signals, increase the proportion of profitable trading, reduce the average drawdown, and improve investment returns.
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Proceedings
2014 International Conference on Education, Management and Computing Technology (ICEMCT-14)
Part of series
Advances in Intelligent Systems Research
Publication Date
June 2014
ISBN
978-94-6252-016-5
ISSN
1951-6851
DOI
https://doi.org/10.2991/icemct-14.2014.105How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Gang Li
AU  - Jin Zhu
PY  - 2014/06
DA  - 2014/06
TI  - Research on the Effectiveness of Technical Indicators with the Volume
BT  - 2014 International Conference on Education, Management and Computing Technology (ICEMCT-14)
PB  - Atlantis Press
SN  - 1951-6851
UR  - https://doi.org/10.2991/icemct-14.2014.105
DO  - https://doi.org/10.2991/icemct-14.2014.105
ID  - Li2014/06
ER  -