Jurnal Gaussian
Vol 8, No 1 (2019): Jurnal Gaussian

ANALISIS TEKNIKAL SAHAM DENGAN INDIKATOR GABUNGAN WEIGHTED MOVING AVERAGE DAN STOCHASTIC OSCILLATOR

Yustian Dwi Saputra (Departemen Statistika, FSM, Universitas Diponegoro)
Di Asih I Maruddani (Departemen Statistika, FSM, Universitas Diponegoro)
Abdul hoyyi (Departemen Statistika, FSM, Universitas Diponegoro)



Article Info

Publish Date
28 Feb 2019

Abstract

The Stochastic Oscillator which is one of the leading indicators has the disadvantage of opening the gap for false signals. To minimize false signals, the smoothing process is carried out using the Moving Average. Stochastic Oscillator is usually combined with SMA (Simple Moving Average). But SMA has the disadvantage of giving the same weight to all data, even though in reality the data that best reflects the next value is the last data. This makes the basis of weighting the WMA (Weighted Moving Average) method.This study aims to test the combination of Stochastic Oscillator with SMA and WMA and use the best combination to predict the trends that will occur and trading decisions taken from the results of these predictions. The research samples were ANTM, BBRI, and GIAA stocks from November 9 2015 to November 9, 2018.The results show a combination of Stochastic Oscillator and WMA is a better combination of predictions than Stochastic Oscillator and SMA because it has a smaller MSE value. Based on the comparison of signal accuracy based on Overbought and Oversold, the best period of combination of Stochastic Oscillator and WMA is period 25. From the predicted trend that will occur with a combination of Stochastic Oscillator and WMA period 25 a decision is made to buy shares for ANTM shares, sell shares for BBRI shares, and waiting for a buy signal for GIAA shares.Keywords: Stochastic Oscillator, SMA, WMA, Predictions, Trends

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Journal Info

Abbrev

gaussian

Publisher

Subject

Other

Description

Jurnal Gaussian terbit 4 (empat) kali dalam setahun setiap kali periode wisuda. Jurnal ini memuat tulisan ilmiah tentang hasil-hasil penelitian, kajian ilmiah, analisis dan pemecahan permasalahan yang berkaitan dengan Statistika yang berasal dari skripsi mahasiswa S1 Departemen Statistika FSM ...