Taiwan's stock market technical analysis of empirical research - the average value of transactions of the performance of trading strategies

[[abstract]]技術分析是透過價量分析判斷買賣交易時間，大部分研究皆使用價格來分析買賣點，使用交易值來研究甚少，然而大部分文獻研究指出，價量皆存在單向或雙向的因果關係，因此本研究利用2007年1月5日至2009年8月10日止大盤類股交易值和大盤指數，使用線性迴歸方法和移動平均法，建構交易策略試找出最適的交易策略。研究結果為使用長天期的技術指標所建構的交易策略較短天期技術指標建構的交易策略報酬率佳。 Technical analysis is to determine through the analysis of price and volume traded at the time.Most of the research is to use the price of the sale point, very little use of transaction value to study, but most of the literature that the existence of price and volume are one-way or two-way causality relations. This study is to use the January 5, 2007 to August 10, 2009 in the broader market stocks trading value and the market index, using the linear regression method and the moving average method to construct trading strategies and try to find the optimal trading strategy. The results for the use of a long day of construction of the technical indicators trading strategy returns better than short-day construction of the technical indicators trading strategy returns