期刊名称:Journal of Theoretical and Applied Information Technology
印刷版ISSN:1992-8645
电子版ISSN:1817-3195
出版年度:2013
卷号:48
期号:2
页码:1032-1039
出版社:Journal of Theoretical and Applied
摘要:Through the simulation experiment method, by means of general securities information and trading platform in Mainland China, based on the historical data of all A shares in Shanghai Securities Market within 16 years, with the winning rate, the annual rate of return, and the net profit as the goal, and through detecting the current general RSI expert trading system, the article corrected the trading points of RSI trading system and achieved the result of maximized goal.
关键词:Simulation Experiment; Historical Data; Winning Rate; Annual Rate of Return; RSI Trading System