Trading rule discovery using technical analysis and a template matching technique for pattern recognition: Evidence from the Chinese stock market
Júlio Lobão,
Luís Pacheco,
António Fernandes
Abstract:This paper examines the potential profit of bull flag trading rules in the Shangai Stock Exchange Composite Index (SSE) using a template matching technique based on price pattern recognition. This paper fills a gap in the literature by applying a template matching technique for the recognition of bull flag patterns in the Shangai Stock Exchange Composite Index (SSE) during the period of 1991‐2021. To the best of our knowledge, no previous study has applied bull flag trading rules to the Chinese stock market. O… Show more
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