한국경영과학회:학술대회논문집 (Proceedings of the Korean Operations and Management Science Society Conference)
- 한국경영과학회 2008년도 추계학술대회 및 정기총회
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- Pages.510-513
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- 2008
Parabolic SAR와 이동평균선을 혼합한 선물시장의 시스템 트레이딩 기법
Systematic future trading with a composition strategy of Parabolic SAR and Moving Average
초록
As number of cyber traders are growing, the uses of technical analyzing indicators in trading increase as well. Parabolic SAR, which indicates changes of trend in the market, is one of the most used indicators by cyber traders. Especially when a market shows a specific trend, it is very useful. However, this indicator often gives late signals and shows less trustful ones in a stable market. This paper proposes a method that give more conservative signals by a composition of Parabolic SAR and Moving Average. The experiment will compare the earning rates of using only Parabolic SAR strategy and of using a composition strategy of Parabolic SAR and Moving Average.
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