Enhancing Trading Performance with Optimized MACD and Multi-Indicator Integration

Yiqing Wang Co-Author
Independent Researcher
 
Luyun Lin First Author
 
Luyun Lin Presenting Author
 
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.

Keywords

MACD

Backtesting

False Signal Reduction

Parameter Optimization 

Main Sponsor

Section on Statistical Learning and Data Science