A test of MACD trading strategy

Doctoral thesis English OPEN
Huang, Bill; Kim, Yong Soo;
(2006)

From in-the-sample test, we found that by increasing flexibility of the parameter settings for standard MACDR2 trading strategy, we can create a very powerful tool that outperforms, or at least equal to, the performance of standard long or short MACD trading strategy. O... View more
Share - Bookmark