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Bollinger Bands and Single Exponential Smoothing Methods in The Decision System of Selling and Buying Stock

Authors :
Burhanuddin Dirgantoro
Casi Setianingsih
Yusril Firza
Source :
2021 3rd International Conference on Electronics Representation and Algorithm (ICERA).
Publication Year :
2021
Publisher :
IEEE, 2021.

Abstract

The securities exchange is energizing speculation due to the higher benefit from store and gold venture rates. Notwithstanding, fluctuating stock costs make unsure stock value changes because of numerous variables that influence the stock value changes. These issues regularly make financial backers unfit to gauge the fair chance to sell their offers or purchase imparts to a genuinely huge assessed complementary worth. Those issues can be tried not to by making a chief framework for stock exchanges. This leader framework utilizing specialized examination with the Single Exponential Smoothing (SES) for stock value estimate and Bollinger Bands (BB) anticipated the example of stock value changes. The consequences of this investigation are the programmed deal and acquisition of offers dependent on computations with the most significant return is 75 % and 25 % misfortune in a short time exchanging period. Based on experiments with 518 update stock price data shows that the smaller the alpha value in the Single Exponential Smoothing method, the smaller the error value obtained. The best Alpha is 0.1 with MSE 29.14212, RMSE 5.398344, and MAX 48.29431.

Details

Database :
OpenAIRE
Journal :
2021 3rd International Conference on Electronics Representation and Algorithm (ICERA)
Accession number :
edsair.doi...........d21ba4e37ef7f9f58305372bf81c9865