ABSTRACT
The mathematical modelling method calculates and analyses four indexes of expert systems, namely, RSI, W%R, MA and MACD by taking annual net profit margin, rate of return and winning rate as the management goal. According to the results, when compared to the winning rate of one-time buy-in of all funds, the step-by-step buy-in with 30% funds increases by a mere 9.29%, 6.31%, 1% and 6.31% respectively. However, the annual rate of return and net profit margin drop significantly to 41.85%, 50.93%, 50.94% and 50.95%. Thus, step-by-step buy-in is meaningless for the above four systems. As can be seen from the results, the reverse directional expert system RSI is superior to W%R, and the directional expert system MA is superior to MACD. The calculation result of reverse directional expert systems is generally better than that of directional expert systems. For instance, the winning rate, annual rate of return and net profit margin of the reverse directional RSI expert system are 1.19, 1.40 and 1.401 times that of the directional MACD expert system.
