COMPARATIVE STUDY OF HYBRID STRATEGIES WITH MOVING AVERAGE CROSSOVER

Authors

  • Maitri Panchal Research Scholar, Gujarat University
  • Ravi Gor Department of Mathematics, Gujarat University, Ahmedabad, Gujarat, India

DOI:

https://doi.org/10.29121/ijoest.v6.i1.2022.271

Keywords:

DCRSI, PSAREMA, MF, Crossover

Abstract

According to traders and investors, combined strategy gives better returns than individual strategy for the security analysis in the stock market. But traders and investors have a trend of first using one of oldest strategy; Moving Average Crossover (Crossover) because this strategy gives upcoming trend direction directly and easily. In this paper, we compare the return of hybrid strategy namely Hybrid Strategy of Donchian Channel and RSI (DCRSI), Hybrid Strategy of Parabolic SAR and EMA (PSAREMA) and Moving Fibonacci Strategy (MF) with the oldest strategy Crossover. Also, we check the profitability of these strategies in different market conditions and demonstrate on NSE data through R-Programming.

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References

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Published

2022-02-16

How to Cite

Panchal, M., & Gor, R. (2022). COMPARATIVE STUDY OF HYBRID STRATEGIES WITH MOVING AVERAGE CROSSOVER. International Journal of Engineering Science Technologies, 6(1), 51–63. https://doi.org/10.29121/ijoest.v6.i1.2022.271

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