• Title/Summary/Keyword: parabolic SAR

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Systematic future trading with a composition strategy of Parabolic SAR and Moving Average (Parabolic SAR와 이동평균선을 혼합한 선물시장의 시스템 트레이딩 기법)

  • O, Won-Seok
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2008.10a
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    • pp.510-513
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    • 2008
  • As number of cyber traders are growing, the uses of technical analyzing indicators in trading increase as well. Parabolic SAR, which indicates changes of trend in the market, is one of the most used indicators by cyber traders. Especially when a market shows a specific trend, it is very useful. However, this indicator often gives late signals and shows less trustful ones in a stable market. This paper proposes a method that give more conservative signals by a composition of Parabolic SAR and Moving Average. The experiment will compare the earning rates of using only Parabolic SAR strategy and of using a composition strategy of Parabolic SAR and Moving Average.

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A Study on the Automatic Adjustment of the Parabolic SAR by using the Fuzzy Logic (퍼지이론을 이용한 파라볼릭 SAR의 자동 조절에 관한 연구)

  • Chae, Seog;Shin, Soo-Young;Kong, In-Yeup
    • Journal of the Korean Institute of Intelligent Systems
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    • v.21 no.2
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    • pp.230-236
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    • 2011
  • This paper proposes the possibility which the fuzzy theory can be used to improve the performance of the parabolic SAR(Stop-And-Reverse) indicator in the trading systems for stock market. The simulation results with data of the KOSPI 200 future show that the occurred number of trading signals and the false signals in the proposed fuzzy SAR indicator is less than that in the conventional SAR indicator. In the conventional SAR system, the incremental value of the acceleration factor is usually setted as 0.02 and the maximum value of the acceleration factor is usually limited as 0.2. But in the proposed fuzzy SAR system, the incremental value and the maximum value of the acceleration factor are automatically adjusted by using the fuzzy rules, which are designed based-on the difference between short-term moving average and medium-term moving average and also based-on the slope of short-term moving average.

Configuration design of a deployable SAR antenna for space application and tool-kit development (위성용 전개형 SAR 안테나 형상 설계 및 툴킷 개발)

  • Jeong, Suk-Yong;Lee, Seung-Yup;Bae, Min-Ji;Cho, Ki-Dae
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.42 no.8
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    • pp.683-691
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    • 2014
  • Significance of SAR(Synthetic Aperture Radar) satellite regadless of weather have grown for Earth observation. According to the cost-effective trend in satellite development, SAR antenna is actively studied. It's a competitive candidate to use deployable SAR antenna out of CFRP. In this study, variables for an antenna configuration model was researched and evaluated. The design of the antenna was structurally analyzed by FEM(Finite Element Model). Tool-kit was developed for modifying the SAR antenna model easily in accordance with system requirement change. In the tool-kit, antenna configuration design and error analysis of the antenna surface could be achieved. And compatibility of tool-kit results to CST, a RF analysis program, was confirmed.

The Farnesyl Protein Transferase Inhibition Activity of Chalcone Derivatives (Chalcone 유도체의 Farnesyl Protein Transferase 저해활성)

  • Yu, Seong-Jae;Myung, Pyung-Keun;Kwon, Byung-Mok;Lee, Seung-Ho;Sung, Nack-Do
    • Applied Biological Chemistry
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    • v.42 no.3
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    • pp.252-255
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    • 1999
  • Inhibition activities$(pI_{50})$ of chalcone derivatives as substrate with farnesyl protein transferase(FPTase) were determined in vitro. The structure activity relationships(SAR) between the activity and physicochemical parameters of X & Y-substituents on the phenyl groups were analyzed by Free-Wilson and Hansch method. X-substituents on the benzoyl group have the more important role to inhibition activity than Y-substituents on the styryl group. Among them, none substituent, 8 showed the highest FPTase inhibition activity$(pI_{50}=4.30)$. Particularly, the SAR equation could be formulated, showing a parabolic relationship between the activity and hydrophobicity(logP) where the optimal value$({\Sigma}logP)_{opt}$ was 3.915. And also the activity depends on the steric effect(Es > 0) with X-substituent and the resonance effect(R < 0) with electron donating Y-substituents. Based on the results of SAR analyses, the interactions between substrates and receptor, FPTase, could be assumed.

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Herbicidal Activities of Phenylvinylsulfone Derivatives (Phenylvinylsulfone 유도체의 제초활성)

  • Yu, Seong-Jae;Jeon, Dong-Ju;Kim, Dae-Whang;Sung, Nack-Do
    • Applied Biological Chemistry
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    • v.38 no.1
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    • pp.90-94
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    • 1995
  • Post emergence herbicidal activities$(pI_{50})$ of X-substituted phenylvinylsulfone derivatives(S) in-vivo against rice(Oryza sativa L.), Barnyard grass(Echinochloa crus-galli) and Pickerelweed(Monochoria vaginalis Presl) were measured by the pot test under paddy conditions. The (S) showed herbicidal symptom rapidly with lower activity(average $pI_{50}=2.0$) as proherbicide, which was excellent tolerance to rice. The structure activity relationships(SAR) were analyzed using such a physicochemical parameters as hydrophobic$({\pi})$ and molecular orbital(MO) quantity by the multiple regression technique, and discussed with quantum pharmacology. The herbicidal activities were related to the hydrophobic$({\pi})$ effect of X-substituent and orbital(HOMO & LUMO) energy. In case of Pickerelweed, the effect was rationalized by parabolic function of ${\pi}$ constant, where the optimal value of ${\pi}$ was 1.10. An increase in hydrophobicity and negative orbital energy by the electron attracting X-substituent may contribute to the herbicidal activity. Based on results proposed from SAR analysis, the mode of herbicidal action could be assumed.

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Influence of N-substituted Amino Group on the Insecticidal Activity of 2-(n-Octyl)-3-(n-propyl)isothiourea Derivatives (2-(n-Octyl)-3-(n-propyl)isothiourea 유도체의 살충활성에 미치는 N-치환 Amino group의 영향)

  • Jeong, Kyoung-Chae;Jeon, Dong-Ju;Kim, Dae-Whang;Sung, Nack-Do
    • Applied Biological Chemistry
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    • v.38 no.2
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    • pp.163-167
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    • 1995
  • New twenty 2-(n-octyl)-3-(n-propyl)isothiourea derivatives(S) were synthesized which is modified from the insecticidal Buprofezine (Applaud) in the selective insecticidal activities in-vitro against Diamond-Back moth (Plutella Xylostella Linnaeus). The structure activity relationships(SAR) between the insecticidal activity$(pI_{50})$ and a various physicochemical parameters of the substituent(Z) of S were analyzed by the multiple regression technique. The activities would depend largely on the MR, ${\pi}$ and $L_1$ parameters. The SAR was rationalized by parabolic function of MR, ${\pi}$ and $L_1$ constant, where the optimal values of the constants were $L_1=5.22{{\AA}}$, $MR=15.70\;Cm^3/mol$ and ${\pi}=1.60$, respectively. The steric effects play an important role in determining insecticidal activity. The SAR suggest that the S derivatives having a substituents with a small breadth and an appropriate length as Z group showed potent activity. From the results, the iso-propyl group(Z) substituent (5) with three carbon atom was the most effective compound.

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