Research Article
Predicting Stock Price Trend Using MACD Optimized by Historical Volatility
Table 1
Comparison of the specific values of the buying-selling points for the buy-and-sell strategy.
| ā | Test date | Price_(Test date) | Price_(Test date_+_1 d) | Predicted trend | Actual trend |
| MACD | 155 | 20.39 | 20.42 | | | 212 | 21.82 | 21.93 | | | 290 | 25.32 | 25.38 | | | 310 | 26.44 | 26.50 | | | 355 | 24.51 | 24.62 | | | 381 | 27.93 | 27.45 | | | 393 | 29.00 | 28.48 | | |
| Win rate | 0.4286 |
| MACD-HVIX | 118 | 22.24 | 21.90 | | | 187 | 20.80 | 20.66 | | | 222 | 21.90 | 21.84 | | | 231 | 21.80 | 21.67 | | | 241 | 21.65 | 21.58 | | | 243 | 21.78 | 21.83 | | | 292 | 25.18 | 25.58 | | | 415 | 27.98 | 28.80 | | | 447 | 29.27 | 29.51 | | |
| Win rate | 0.6667 |
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