Research on Stock Trading Strategies Based on the Combination of MACD and RSI Indicators

Yiyan Wu

doi:10.47297/wspdecWSP2515-797318.20250909

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Research on Stock Trading Strategies Based on the Combination of MACD and RSI Indicators

Volume 9, Issue 9

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Research on Stock Trading Strategies Based on the Combination of MACD and RSI Indicators
Research on Stock Trading Strategies Based on the Combination of MACD and RSI Indicators
School of Finance, Zhejiang Gongshang University, Hangzhou, Zhejiang, 310000, China
Vol. 9, Issue 9, Pages: 87-93(2025)
Published：30 September 2025
DOI：10.47297/wspdecWSP2515-797318.20250909
Accepted：

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Wu Yiyan.Research on Stock Trading Strategies Based on the Combination of MACD and RSI Indicators[J].Development Economics of China,2025,09(09):87-93.
DOI：

Wu Yiyan.Research on Stock Trading Strategies Based on the Combination of MACD and RSI Indicators[J].Development Economics of China,2025,09(09):87-93. DOI： 10.47297/wspdecWSP2515-797318.20250909.

摘要

Abstract

Aiming at China's A-share market challenges—individual investors (over 60% of participants) have an annual median return as low as -8.7% due to high-frequency trading and emotional decisions

plus limitations of existing technical indicator strategies—this paper explores stock trading strategies combining MACD and RSI. Based on multi-indicator combination advantages

it proposes a "trend-momentum synergy" logic and constructs a composite strategy with dynamic parameter adjustment: buy when MACD golden cross and RSI rebounds from ≤30 (oversold); sell when MACD death cross and RSI retreats from ≥70 (overbought). RSI threshold adjusts dynamically with historical volatility (HVIX >20% sets 25-75)

and a 1-2 trading day signal buffer is added to avoid chasing rallies/selling on dips. Backtesting with CSI 300 constituents (2015-2025) via Python shows that after deducting transaction costs

the strategy's annualized return significantly outperforms average retail investors and standalone MACD/RSI/buy-and-hold approaches

with turnover ≤200% and superior risk control in bull/bear/sideways markets.

关键词

Keywords

references

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