This article is Google’s automatic translation from Japanese.
The following is a detailed explanation of the calculation method used in the “Stock Technical Analysis Optimal Value Calculation Site,” a site I created myself.
Required prerequisite knowledge
It is written on the assumption that you know the technical analysis of stock trading.
Even if you don’t know it, it’s not a difficult concept, so please search it online before reading it.
Revenue calculation settings
It is calculated with the following settings.
- Use daily chart (technical analysis at closing price)
- Long only. (Enter from “Buy”.)
- Repeat transactions in the order of “buy”-> “sell”-> “buy”-> “sell”. In other words, even if the “buy” timing occurs after the “buy”, it is ignored (sell is the same).
- “Sell” sells all the stocks purchased by “Buy”.
- The amount of “buy” is set to the same amount each time
Percentage of total transaction profit / loss during the trading period
See the figure below for a specific example.
The transaction period (calculation period) can be selected from 50, 100, and 200 days .
Also, if the end ends with a “buy”, that last transaction will not be considered for earnings.
Setting each analysis_transaction timing
In each analysis, I think there are various ways of thinking about transaction timing.
We will introduce each analysis method calculated on this site.
RSI
- Length: Calculated between 5 and 20
- Upper_Band value (upper limit): Calculated between 65 and 75
- Lower_Band value: Calculated between 25 and 35
“Buy” and “Sell” timing settings
- Buy: When the RSI falls below the Lower_Band and then rises above the Lower_Band again
- Sell: When the RSI surpasses Upper_Band and then falls below Upper_Band again
As shown in the figure, it is as follows.
BB (Bollinger Bands)
- Length: Calculated between 5 and 50
- StdDev (standard deviation): Calculated between 1.1 and 3.5 (calculated in 0.1 increments)
“Buy” and “Sell” timing settings
- Buy: The timing when BB falls below the lower limit of the band and then rises above the lower limit of the band again.
- Sell: When BB exceeds the band upper limit and then falls below the band upper limit again
As shown in the figure, it is as follows.
MACD
- Fast_Period (Short-term EMA period): Calculated between 3 and 14
- Slow_Period (long-term EMA period): Calculated between 15-40
- Signal_Period: Calculated between 3 and 15
“Buy” and “Sell” timing settings.
- Buy: Timing when MACD < MACD signal < 0 changes to 0 > MACD > MACD signal
- Sell: Timing from the state of MACD > MACD signal > 0 to 0 < MACD < MACD signal
As shown in the figure, it is as follows.
EMA (Exponential Moving Average)
- Fast_Period (Short-term EMA period): Calculated between 5 and 14
- Slow_Period (long-term EMA period): Calculated between 15 and 30
“Buy” and “Sell” timing settings
- Buy: Short-term EMA < From long-term EMA status to short-term EMA > Long-term EMA
- Sell: Short-term EMA > Timing from long-term EMA to short-term EMA < long-term EMA
As shown in the figure, it is as follows.
