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Trading performance analysis: a comparisons between the original MA crossover and modified MA crossover strategy


Tapa, Afiruddin and Yaacob, Mohd Hasimi and Hamzah, Ahmad Husni and Yean, Soh Chuen (2018) Trading performance analysis: a comparisons between the original MA crossover and modified MA crossover strategy. The Journal of Social Sciences Research (SPI6). pp. 933-941. ISSN 24136670

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Abstract

This paper empirically analyses the Trading Performance by using technical analysis approach. The original moving average (MA) crossover strategy as compare with the modified moving-average crossover strategy. The modified trading rules are the rules that been established to trading rules such as entry rule, exit rule, holding rule, and stop loss rule. The results show The MA short of 10-period for modified strategy under perform the original strategy, except for MA (10,100). The modified MA (20,200), (50,100), (50,200), and (100,200) under perform the original strategy. Only modified MA (20,50) and (20,100) outperform the original strategy. The out performance and under performance due to the stricter additional trading rule that reduces trading signals, and thus lower number of trades

Item Type: Article
Uncontrolled Keywords: Moving average crossover; Technical analysis; Trading strategies.
Subjects: H Social Sciences > HC Economic History and Conditions
Divisions: School of Economics, Finance & Banking
Depositing User: Mrs. Norazmilah Yaakub
Date Deposited: 12 Jun 2019 05:58
Last Modified: 12 Jun 2019 05:58
URI: http://repo.uum.edu.my/id/eprint/26026

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