Technical analysis and the Spanish stock exchange: testing the RSI, MACD, momentum and stochastic rules using Spanish market companies

被引：56

作者：

Rosillo, R. ^{[1
,2
]}

de la Fuente, D. ^{[1
]}

Brugos, J. A. L. ^{[2
]}

机构：

[1] Univ Oviedo, Dept Business Adm, Gijon, Spain

[2] Univ Oviedo, IT Dept, Gijon, Spain

来源：

APPLIED ECONOMICS | 2013年 / 45卷 / 12期

关键词：

quantitative analysis; trading strategy; Spanish market; RSI; MACD; TRADING RULES; CURRENCY MARKETS; CAPITAL-MARKETS; PRICES; ORDERS; WORK; FT30;

D O I：

10.1080/00036846.2011.631894

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The aim of this research is to examine the result of the application of the indicators Relative Strength Index (RSI), Moving Average Convergence Divergence (MACD), Momentum and Stochastic in different companies of the Spanish continuous market. By using these indicators, it is intended to give purchase and sale recommendations to small investors. The generation of great capital gains depends on the type of the stock exchange company and the indicator which is being used. In addition, this research solves the problems in case of ambiguity, in the indicators, for the traders.

引用

页码：1541 / 1550

页数：10

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