探討唐奇安通道結合RSI與MACD指標在GLD ETF市場的策略應用

NCUIR > School of Management at National Central University > Executive Master of Finance Management > Electronic Thesis & Dissertation > Item 987654321/92707

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Title:	探討唐奇安通道結合RSI與MACD指標在GLD ETF市場的策略應用
Authors:	高崇奕;Kao, Chung-I
Contributors:	財務金融學系在職專班
Keywords:	唐奇安通道;黃金;GLD ETF;RSI;MACD
Date:	2023-07-28
Issue Date:	2024-09-19 16:14:27 (UTC+8)
Publisher:	國立中央大學
Abstract:	在本研究中，我們探討了唐奇安通道在黃金ETF（GLD）交易策略中的應用，並研究如何透過加入相對強弱指標（RSI）和移動平均線（MACD）指標來改進其性能。我們分析了唐奇安通道的基本機制以及RSI與MACD如何作為動能指標影響交易決策。本研究結果顯示，儘管RSI和MACD指標對唐奇安通道策略的效益改善有限，但加入停損以及增加交易口數卻能顯著提高策略的獲利能力。然而，趨勢的變化也證實能夠顯著影響唐奇安通道的獲利，這點在上漲市場尤其明顯。儘管如此，我們的研究同時也提醒投資者，即使在適用唐奇安通道等技術指標的情況下，也必須充分意識到趨勢變化的風險，尤其是在像GLD ETF這種相對波動性較大的市場中。而此外，我們的研究也受到了一些限制，如未能考慮到所有可能的市場因素與情況，這些因素可能會對唐奇安通道的表現造成影響。 ;In this study, I explored the application of the Donchian Channel in the gold ETF (GLD) trading strategy, and investigated how to improve its performance by incorporating the Relative Strength Index (RSI) and Moving Average Convergence Divergence (MACD) indicators. I analyzed the basic mechanisms of the Donchian Channel and how RSI and MACD, as momentum indicators, influence trading decisions. My research findings indicate that while the RSI and MACD indicators offer limited enhancement to the effectiveness of the Donchian Channel strategy, incorporating stop-loss orders and increasing trade volume can significantly augment the profitability of the strategy. However, the variation of trends can also notably affect the profitability of the Donchian Channel, especially evident in a bull market. Nevertheless, my research also cautions investors that, even when utilizing technical indicators such as the Donchian Channel, they must be fully aware of the risk of trend variations, particularly in more volatile markets like the GLD ETF. Furthermore, my study is subject to some limitations, such as not taking into account all possible market factors and situations, which could potentially impact the performance of the Donchian Channel.
Appears in Collections:	[Executive Master of Finance Management] Electronic Thesis & Dissertation

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