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Optimization of Relative Strength index Expert System Based on Securities Market

HUANG Hai-ping, WANG Pin

Abstract



Via to Great Wisdom Securities Information and Trading Platform, the article is based on the public and actual historical data of all A shares in Shenzhen Securities Market within 16 years. Through testing the RSI trading expert system in the current securities trading software by simulation experiment method, with the winning percentage, the annual rate of return, and the net profit margin as the management objectives, and with the theory of mathematical statistics and functions as the research basis, the article obtained that the annual rate of return and the net profit were the biggest when the buy point in bull market was at 50.76. When the buy point was at 40, the winning percentage was the biggest. These findings can optimize the RSI trading system and provide the optimized source code and the visualized results.

Keywords


simulation experiment, winning percentage, net profit margin, mathematical statistics, RSI trading system.

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