Abstract

Stock is one of investing method that can improve the economy. Remote trading is one of the most popular trading method. Remote trading requires prediction of stock transaction signals to make it easier for traders to make decisions. Technical analysis is made easy with various indicators in analyzing stock price chart movements, such as Bollinger Bands, Pivot Point, MACD, Stochastic, ADX, and CCI, and then combined with Support Vector Machine (SVM) algorithm to classify sell/buy/hold classes, so we can obtain a pattern that is useful for predicting stock transaction signal decisions. The study was using WEKA software by analyzing the combination of indicators with the SVM algorithm where the object is historical data stocks of PT Elnusa Tbk. (ELSA). The highest profit obtained from this study is 28,02% which is the best model of the results of the data that is trained using non-aggressive sub sectors data using exponent value 2.

Highlights

  • Analisis dibutuhkan oleh seorang trader sebelum melakukan kegiatan beli/jual saham

  • Technical analysis is made easy with various indicators in analyzing stock price chart movements

  • obtain a pattern that is useful for predicting stock transaction signal decisions

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Summary

Pendahuluan

Analisis dibutuhkan oleh seorang trader sebelum melakukan kegiatan beli/jual saham. Analisis yang biasa digunakan oleh seorang trader adalah analisis teknikal. Penelitian terdahulu yang digunakan pada penelitian ini antara lain penelitian Reza Fahlevi Panggabean (2018) yang bertujuan untuk merancang sistem serta melakukan analisis menggabungkan indikator Bollinger Bands dan William Percent Range untuk memberikan masukan kepada user sebagai sinyal jual atau beli [4]. Penelitian Mutmainah, dkk (2017) yang bertujuan untuk menguji keakuratan analisis teknikal indikator Stochastic Oscillator dalam menentukan sinyal beli dan jual pada saham yang tergabung dalam sub sektor konstruksi dan bangunan periode 20142016 [6]. Kajian penelitian-penelitian terdahulu diatas menjadi referensi dalam proses penelitian pengambilan keputusan untuk beli atau jual dengan mengkombinasikan indikator Bollinger Bands, Pivot Point, Moving Average Convergence Divergence (MACD), Stochastic, ADX, dan CCI, dengan algoritma Support Vector Machine (SVM) dimana objek yang diteliti adalah saham dari PT Elnusa Tbk (ELSA). Medco Energi Internasional Tbk. (MEDC) dan PT Surya Esa Perkasa Tbk. (ESSA)

Data Preprocessing
Data Mining
Pemodelan Data SVM
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