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5. Optimization of Intraday Trading Strategy Based on ACD Rules and Pivot Point System in Chinese Marke

Optimization of Intraday Trading Strategy Based on ACD Rules and Pivot Point System in Chinese Marke

来源 :智能学习系统与应用(英文) | 被引量 : 0次 | 上传用户：ZhangQin520

【摘 要】

：

Various trading strategies are applied in intraday high-frequency market to provide investors with reference signals to be on the right side of market at the ri

【作 者】

：

Xue Tian Cong Quan Jun Zhang H 

【机 构】

：

CollegeofSoftwareTechnology,InternationalSchoolofSoftware,InternationalSchoolofSoftware,SchoolofEcon

【出 处】

：

智能学习系统与应用(英文)

【发表日期】

：

2012年4期

【关键词】

：

ACD RULES PIVOT Point SYSTEM PIVOT Range OPTIMIZATION ACD Rules Pivot Point Syst 

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Various trading strategies are applied in intraday high-frequency market to provide investors with reference signals to be on the right side of market at the right time. In this paper, we apply a trading strategy based on the combination of ACD rules and

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