Pendekatan Rasio Fibonacci Dan Fuzzy Logic Sebagai Analisis Teknikal Dalam Menentukan Keputusan Investasi Saham

DOI: https://doi.org/10.21070/jbmp.v5i2.2730

Author (s)


(1) * Dewi Ratiwi Meiliza   (Fakultas Bisnis, Hukum dan Ilmu Sosial, Universitas Muhammadiyah Sidoarjo)  
        Indonesia
(2)  Bayu Hari Prasojo   (Fakultas Bisnis, Hukum dan Ilmu Sosial, Universitas Muhammadiyah Sidoarjo)
(*) Corresponding Author

Abstract


Along with the rapid development of the times there was a shift in the investment perspec- tive for the community. At present investment has become a necessity for most people. One type of investment that has high profit potential and a not too long period of time is stock. Shares are a sign of ownership or ownership of a person or entity in a company. Stock prices continue to experience movement following supply and demand. Efforts to anticipate the movement of stock prices every day in the capital market is by using stock price analysis. One form of approach used to analyze stock prices is by applying Fibonacci ratios and Fuzzy Logic analysis.

The purpose of this study is (1) to apply the Fibonacci ratio approach to determine stock support and resistance levels in food and beverage sub-sector companies on the IDX, (2) to apply fuzzy logic analysis based on support and resistance levels with the Fibonacci ratio approach to sub company the food and beverage sector on the IDX, (3) to provide investment decision recommendations in the form of linguistic information on stock price movements in the food and beverage sub-sector companies on the IDX.

The research design used in this study is a case study of the price movements of ten shares in the food and beverage sub-sector companies on the Stock Exchange. Researchers used a research design with secondary data. Furthermore, stock price movement data were analyzed using a merging analysis approach with Fibonacci ratios and fuzzy logic analysis with fuzzy systems so that an investment decision recommen- dation was obtained in the form of linguistic information.

Based on the results of the study showed that technical analysis of stock price move- ments using Fibonacci ratios and fuzzy logic analysis can be used properly. Furthermore, the results of this linguistic information can be utilized by investors who do not own shares and who already have shares, but the results of this data analysis are not absolute and must be adjusted to the conditions in their application.



Keywords

Fuzzy Logic Analysis, Technical Analysis, Fibonacci Ratios, Stocks



Full Text: PDF



References


Achelis, Steven B. (1995). Technical Analysis from A to Z. E-Book : The McGraw-Hill Company. Bojadsiev, George & Maria B. (2007). Fuzzy Logic for Business, Finance, and Management.

E-Book : World Scientific Publishing.

Boroden, Caroly. (2008). Fibonacci Trading. E-Book : McGraw-Hill Professional

Chen, Tai-Liang. Ching-Hsue Cheng. & Hia Jong Teoh (2007). Fuzzy time-series based in Fibonacci sequence for stock price forecasting. Jurnal : Elsevier

David S. Kodrat. & Kurniawan Indonanjaya (2010). Manajemen Investasi, Pendekatan Teknikal dan Fundamental untuk Analisis Saham. Yogyakarta : Graha Ilmu.

Ibrahim, Ahmad M. (2004). Fuzzy Logic for Embedded Systems Applications. Ebook : Elsevier.

Jogiyanto H. (2010), Teori Portofolio dan Analisis Investasi. Yogyakarta : BPFE-Yogyakarta. Klir, George J. & Bo Yuan (1995). Fuzzy Sets and Fuzzy Logic; Theory and Applications. New Jersey : Prentice Hall PTR

Poulos, Bill (2004). The Truth about Fibonacci Trading. E-book : Profits Run Inc

Putra, Muhammad W, K. (2013) Analisis Teknikal Pergerakan Harga Saham Individual Perusahaan Pertambangan yang Terdaftar pada LQ 45 dengan Menggunakan Indikator Can- dlestick, Pendekatan Rasio Fibonacci, dan Analisis Fuzzy Logic. Yogyakarta. Skripsi

Rockefeller, Barbara (2011). Technical Analysis for Dummy. E-Book : John Wiley & Sons, Inc.

Sri Kusumadewi (2003). Artificial Intelligence (Teknik dan Aplikasinya). Yogyakarta : Fraha Ilmu.


Article View

Abstract views : 62 times | PDF files viewed : 59 times

Dimensions, PlumX, and Google Scholar Metrics

10.21070/jbmp.v5i2.2730


Refbacks

  • There are currently no refbacks.




Copyright (c) 2019 Dewi Ratiwi Meiliza, Bayu Hari Prasojo, Bayu Hari Prasojo

Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.