MACD指标在A股逃顶抄底有效性研究

Study on the Effectiveness of MACD Index in Class A-Share Bottom Fishing

一直以来在股票市场中逃顶抄底既难操作又十分重要,然而大多数投资者都是利用MACD指标对股市进行逃顶抄底操作,基于此,文章首先利用Python统计研究标的出现的所有MACD连续顶底背离形态,其次根据出现连续顶底背离形态后股价在短期和中长期内的表现情况进行分析,再次结合PE、PB估值指标讨论如何提升利用MACD指标进行逃顶抄底的有效性,最后发现当股票的MACD连续出现多重顶底背离后,再与估值指标配合使用进行逃顶抄底是有效的。

It has always been difficult and very important to escape the bottom in the stock market, but most investors are using MACD index to escape from the top and bottom in the stock market, based on this, the article first uses Python statistics to study all MACD continuous top and bottom deviation forms which appear in the targets, then analyzes the performance of stock prices in the short and medium to long term after the emergence of continuous top and bottom divergence patterns, and then combines PE, PB valuation indicators discuss how to improve the effectiveness of using MACD indicators for top and bottom evasion. Finally, it is concluded that when the MACD of the stock has multiple top and bottom divergences, it is effective to use it in conjunction with valuation indicators to evade the top and bottom.