臺灣博碩士論文加值系統

　　In this study , it compares the trading performances of using the moving average, Moving Average Convergence Divergence (MACD) and Relative Strength index (RSI) in the foreign exchange market. It aims to explore which technical analyses whose performance measured by the correct ratio and cumulative returns are dominant to others. The daily close exchange price of the forex market, which covers the period of Jun-2014 to Dec-2015, is employed to implement the empirical work. The result shows that moving average trading performance is more accurate than other methods.

ABSTRACT　i
TABLE OF THE CONTENTS　ii
LIST OF TABLES　iii
LIST OF FIGURES　iv

CHAPTER ONE INTRODUCTION 1
CHAPTER TWO LITERATURE REVIEW 5
2.1 Technical Analysis 5
2.2 Development of the Technical Analysis 7
2.3 Previous Study 8
CHAPTER THREE METHODOLOGY 11
3.1 Moving Average 11
3.2 Moving Average Convergence /Divergence 18
3.3 Relative Strength Index (RSI) 21
3.4 Trading Performance 23
CHAPTER FOUR EMPIRICAL RESULT 25
4.1 The Statistics for the Empirical Data 25
4.2 Trading Performance 26
CHAPTER FIVE CONCLUSION 40
5.1 Findings and Overall Conclusion 40
5.2 Limitation and Suggestion Further Research 42
REFERENCES 43

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