Jurnal Ekonomi
Vol. 11 No. 03 (2022): Jurnal Ekonomi, 2022 Periode Desember

ANALYSIS OF ACCURACY LEVEL OF MOVING AVERAGE, PARABOLIC SAR AND CONVOLUTIONAL INDICATORS NEURAL NETWORK ON BUY AND SELL DECISIONS (Case study of shares of PT Bank Negara Indonesia, Tbk)

Axmal Fauza (Universitas Mohammad Husni Thamrin, Jakarta)
Evi Noviaty (Universitas Mohammad Husni Thamrin, Jakarta)



Article Info

Publish Date
23 Nov 2022

Abstract

The development of the global COVID-19 pandemic in the fourth quarter of 2021 was marked by the increase in global daily cases after the reopening in various countries and the emergence of Omicron as a new variant of concern. The banking sector is one of the main sectors supporting the Indonesian economy. As we enter the era of the industrial revolution 4.0, people see the capital market as a reliable source of income to increase their income. This is evidenced by the large number of foreign and local investors who invest their capital in the world capital market. The movement of stock prices on the Indonesian stock exchange is very volatile. This is a risk that must be borne by every investor, especially short-term investors. Many methods are used in predicting the stock price, one of which is by using technical analysis indicators such as the Moving Average and Parabolic SAR. In addition to using technical analysis in making investment decisions, investors can also use machine learning algorithmic indicators such as the Convolutional Neural Network. By using the tradingview website application and the AXMAL 1.0 mobile application in collecting data and also analyzing data on stock price movements of PT. Bank Negara Indonesia Tbk., it is obtained that the results of the Convolutional Neural Network indicator accuracy are greater than the Moving Average and Parabolic SAR indicators, which are 56.1% and also produce a higher return of 27.14% during the 2021 period, while the Parabolic SAR indicator produces an accuracy level which is the same as the Moving Average indicator, which is 33.3% but produces a positive return of 12.51% while the Moving Average indicator produces a negative return of-4.46%.

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Journal Info

Abbrev

Ekonomi

Publisher

Subject

Economics, Econometrics & Finance

Description

Jurnal Ekonomi [p. ISSNĀ 2301-6280, e. ISSNĀ 2721-9879] is a peer-reviewed journal published Half times a year (June, and December) by SEAN Institute. Jurnal Ekonomi is intended to be the journal for publishing articles reporting the results of economics research. Jurnal Ekonomi invites manuscripts ...