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Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30

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  • Terence Tai-Leung Chong
  • Wing-Kam Ng
Abstract
This article examines two oscillators - the Moving Average Convergence-Divergence (MACD) and the Relative Strength Index (RSI) - to see if these rules are profitable. Using 60-year data of the London Stock Exchange FT30 Index, it is found that the RSI as well as the MACD rules can generate returns higher than the buy-and-hold strategy in most cases.

Suggested Citation

  • Terence Tai-Leung Chong & Wing-Kam Ng, 2008. "Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30," Applied Economics Letters, Taylor & Francis Journals, vol. 15(14), pages 1111-1114.
    • Handle: RePEc:taf:apeclt:v:15:y:2008:i:14:p:1111-1114
    DOI: 10.1080/13504850600993598
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