文章基本信息

标题：Implementation of Fuzzy Rule Based Technical Indicator in Share Market
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作者：M. Shahjalal ; Abeda Sultana ; Nirmal Kanti Mitra 等
期刊名称：The International Journal of Applied Economics and Finance
印刷版ISSN：1991-0886
电子版ISSN：2077-2149
出版年度：2012
卷号：6
期号：2
页码：53-63
DOI：10.3923/ijaef.2012.53.63
出版社：Asian Network for Scientific Information
摘要：Technical indicators are used in the stock and the currency markets for buying and selling decisions. The aim of this study was to develop a fuzzy rule based technical indicator for stock markets. Generalized volumes and generalized prices are used as linguistic variables. The Z-shaped, S-shaped and Triangular fuzzy numbers are used in this study. Success rates have been tested by real time trading and backward testing method. This fuzzy rule based indicator indicates a buy, hold or sell signal. The signals are agreed well with the classical technical indicators.