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The defense date of the thesis is 2019-01-24
The current date is 2019-04-24
This thesis will be accessible at 2024-01-24
URN etd-0124119-202751 Statistics This thesis had been viewed 55 times. Download 0 times. Author Yung-Kai Chang Author's Email Address No Public. Department Information Management Year 2018 Semester 1 Degree Master Type of Document Master's Thesis Language zh-TW.Big5 Chinese Page Count 34 Title An Empirical Research of Bollinger Bands and Money Flow Index in Forex Trading Keyword Forex Trading Financial Market Technical Indicators Technical Indicators Financial Market Forex Trading Abstract In general, it is difficult to reach stable profit in This research is to design a set of foreign exchange trading strategies in which we make use of automatic trading program and the turtle trading method to conduct the actual operation. The main subject of the study is to explore how successful it can be by using Bollinger Bands and Money Flow Index as trend evaluation bases in financial market’s transactions.
Three experiments were carried out: In Experiment 1, automatic trading system is applied based on Bollinger Band and Money Flow Index. It failed after one-year execution. In Experiment 2, we again relied on automatic trading system based on moving average crossover in addition to Bollinger Band and Money Flow Index. The result of one-year experiment reveals that failed trades reduced significantly. In Experiment 3, we applied to the turtle trading method instead of automatic trading system based on the same technical indices.
The experimental result reveals that the strategy applying Bollinger Band and Money Flow Index in combination with the moving average crossover in financial market can raise the success rate significantly. Meanwhile, the turtle trading method can also reduce the error of judgments caused by human operation and emotions, and shorten the time in daily trading. It is also more flexible than automatic trading systems.
Advisor Committee Patrick S. Chen - advisor
none - co-chair
Yucheng Kao - co-chair
Files Date of Defense 2018-12-18 Date of Submission 2019-01-24