Research on the Effectiveness of Technical Indicators with the Volume
Gang Li, Jin Zhu
Available Online June 2014.
- https://doi.org/10.2991/icemct-14.2014.105How to use a DOI?
- 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.
- 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 -