MACD Indicator with the Modified Signal Line and Trading Weight Inference in Fuzzy Environment

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dc.contributor.authorBoonprasurt, Prachya
dc.contributor.authorSampaokit, Pipat
dc.contributor.authorWitayakiattilerd, Wichai
dc.date.accessioned2026-08-06T10:35:52Z
dc.date.available2026-08-06T10:35:52Z
dc.date.issued2022-01-01
dc.description.abstractThis research proposes improvements to moving average convergence divergence (MACD) by modifying the signal line. MACD with the modified signal line is called MACDP. It can signal trading faster than traditional MACD. The confidence level defined from a fuzzy logic process is applied to interpret the MACDP in each period. Furthermore, the research presents trading weight inference using a fuzzy logic process to increase the efficiency of trading. We analyze the recent stock movement of the SET100 group in the stock exchange of Thailand as a case study.
dc.identifier.citationThailand Statistician, 20(1), 98-123, 2022
dc.identifier.issn16859057
dc.identifier.other2-s2.0-85127498993
dc.identifier.urihttps://dspace.kmitl.ac.th/handle/123456789/12919
dc.sourceThailand Statistician
dc.subjectfuzzy logic
dc.subjectMoving average
dc.subjecttechnical analysis
dc.subjecttrading system
dc.titleMACD Indicator with the Modified Signal Line and Trading Weight Inference in Fuzzy Environment
dc.typeArticle

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