文章基本信息

标题：DECISION MAKING IN THE INDONESIAN STOCK EXCHANGE USING A FUZZY LOGIC METHOD
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作者：ZUHERMAN RUSTAM ; AINI SURI TALITA ; LINTANG A.M. PERTIWI 等
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：2019
卷号：97
期号：14
页码：3937-3946
出版社：Journal of Theoretical and Applied
摘要：Defining the best strategy to trade stocks is difficult, especially on the Indonesian stock exchange. A small mistake can lead to a huge loss. Investors analyze stock behavior of targeted companies to make decisions to buy, sell, and hold. Various technical analysis methods use a combination of chart indicators to make these decisions. This study proposes combining four existing indicators with fuzzy logic to create a method for predicting the appropriate action for a stock. This method will use the Moving Average Convergence/Divergence (MACD), the Relative Strength Index (RSI), the Stochastic Oscillator (SO), and the On-Balance Volume (OBV) indicators to recommend a buy, sell or hold decision to an investor. This experiment used two Indonesian companies to test the accuracy of the algorithm. Based on 2014 data, using the fuzzy logic method, accuracy of the algorithm reached 66.67% and 75% for the two companies.
关键词：Fuzzy Logic; Stock; Moving Average Convergence/Divergence; Relative Strength Index; Stochastic Oscillator