摘要
提取KDJ指标中的未成熟随机值RSV,尝试不同的小波正交基和合适的变换尺度对其进行分解。在对高频和低频信息进行选择性保留后,重构得到新的RSV,再由该数据得到基于小波变换的改进KDJ指标。通过Matlab仿真表明,该指标拥有比传统KDJ更明确的指示性及更少的误导性,为投资人的投资行为提供更有效地帮助。
In this paper,the RSV（Raw Stochastic Value） of KDJ index is extracted and decomposed,using different wavelet orthogonal basis and appropriate transformation level.After the high frequency and low frequency signals being reserved,the new RSV is reconstructed.According to these data,the modified KDJ index based on wavelet analysis is obtained.With the Matlab simulation,it is certified that the new index is more directive and less misleading than traditional KDJ,and can offer more effective assistance to the behavior of investors.
出处
《电子科技》
2013年第8期13-15,18,共4页
Electronic Science and Technology
