基于成交量的MACD构建和策略研究

摘要

With the development of market,technical indicators are accepted and used by more and more investors,A variety of technical indicators have emerged too.The research on relationship between the volume and price also attracts more and more researchers to pay attention on the volume,which is as important as the price.The.MACD indicator is as one of the most common indicators,its operation is simple and can be understood easily.But it just uses the only one information-price.This article improves the common MACD indicator with volume weighted and propose a new indicator so called MACD_ V indicator.The corresponding investment strategies are proposed..Using the actual data of CSI 300,it is verified that the MACD_V indicatior can generate higher and stable income in most cases.%随着金融市场的不断发展,技术指标的应用不断地在被人们接受和使用,各种各样的技术指标也应运而生.而市场量价关系的研究也让越来越多的研究者把目光放在了成交量这一和价格相同重要的变量上.MACD指标作为最常见的指标之一,操作简单,思想也容易理解,却只使用了价格这一信息.在MACD指标的基础上,结合成交量构建了成交量加权的MACD_V指标并提出了对应的策略,然后利用沪深300的实际数据验证了MACD V指标在多数情况下都能有较高和平稳的收益.