Enhancing Trading Performance with Optimized MACD and Multi-Indicator Integration
Tuesday, Aug 5: 11:35 AM - 11:40 AM
2473
Contributed Speed
Music City Center
The Moving Average Convergence Divergence (MACD) indicator is a widely used technical analysis tool in the stock market. One of the most common strategies, the MACD Signal Line Crossover Strategy, generates buy and sell signals based on crossover points. However, it is often affected by false signals, reducing prediction accuracy. To enhance overall returns, this study optimizes the traditional MACD parameters and integrates additional indicators such as KD, RSI, and volume. By evaluating performance across multiple time frames-15-minute, 1-hour, and daily intervals-the proposed algorithm increases the winning rate and improves the effectiveness of the MACD strategy.
MACD
Backtesting
False Signal Reduction
Parameter Optimization
Main Sponsor
Section on Statistical Learning and Data Science
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