›› 2013, Vol. 26 ›› Issue (8): 13-.

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  1. (西安电子科技大学 电子工程学院,陕西 西安 710071)
  • 出版日期:2013-08-15 发布日期:2013-09-25
  • 作者简介:白宇辰(1989—),男,硕士研究生。研究方向:电子设计自动化。E-mail:baiyuchen1989@gmail.com。尹华超(1989—),男,硕士研究生。研究方向:电子设计自动化。刘三军(1989—),男,硕士研究生。研究方向:电子设计自动化。

Modified KDJ Index Based on Wavelet Analysis

BAI Yuchen,YIN Huachao,LIU Sanjun   

  1. (School of Electronic Engineering,Xidian University,Xi'an 710071,China)
  • Online:2013-08-15 Published:2013-09-25



关键词: 小波分析, KDJ, Matlab


In this paper,the RSV (Raw Stochastic Value) of KDJ index is extracted and decomposed,using different wavelet orthogonal basis and appropriate transformation level.After the high frequency and low frequency signals being reserved,the new RSV is reconstructed.According to these data,the modified KDJ index based on wavelet analysis is obtained.With the Matlab simulation,it is certified that the new index is more directive and less misleading than traditional KDJ,and can offer more effective assistance to the behavior of investors.

Key words: wavelet analysis;KDJ index;Matlab


  • TP301.6