Abstract

This article designs models and uses simulation to examine optimization of technical indicators in stock market: the Moving Average Convergence Divergence (MACD) and the Relative Strength Index (RSI). Based on sector-wise Nifty 50 group of companies’ daily closing price of the stocks from the year January 2013 to September 2018. This study is to demonstrate how the simulation of technical indicators MACD and RSI helps investor in reducing the trading cycles of investment with better profits in the long run. Results concluded that the experimentation of optimization of technical indicators is one-step forward in making profitable trades as it is evident from the nifty50 stocks. Furthermore, it also proves that both the optimized MACD and RSI outperformed the standard MACD, standard RSI and Buy& Hold strategy.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.