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 datePrice_(Test date)Price_(Test date_+_1 d)Predicted trendActual trend

MACD15520.3920.42
21221.8221.93
29025.3225.38
31026.4426.50
35524.5124.62
38127.9327.45
39329.0028.48

Win rate0.4286

MACD-HVIX11822.2421.90
18720.8020.66
22221.9021.84
23121.8021.67
24121.6521.58
24321.7821.83
29225.1825.58
41527.9828.80
44729.2729.51

Win rate0.6667