Research on the Effectiveness of Technical Indicators with the Volume

DOI

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.

Copyright

© 2014, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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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  - Proceedings of the 2014 International Conference on Education, Management and Computing Technology
PB  - Atlantis Press
SP  - 436
EP  - 439
SN  - 1951-6851
UR  - https://doi.org/10.2991/icemct-14.2014.105
DO  - 10.2991/icemct-14.2014.105
ID  - Li2014/06
ER  -