股票對於台灣而言是非常方便的投資工具，對於散戶交易者而言，技術分析是最常見的分析方法，也因此坊間出現許多有關技術分析的書籍，而許多投資者也不斷地嘗試書上的交易方法，期望能透過技術分析在股市中獲利。也因此本研究從中挑選出一本國外經典暢銷書《The New Trading for a Living》，檢視其交易策略是否能在台灣市場中獲利。
本文使用《The New Trading for a Living》書中所提的三重濾網交易策略，以一系列不同的時間架構搭配MACD指標和RSI指標在台灣股票市場進行回測，本研究以台灣五十成分股為研究標的，與買進持有策略相比，觀察報酬是否有顯著性差異。
樣本選擇方面，本文研究期間為2017/07/20至2018/12/25，使用調整後股價，並選取去除趨勢的子期間，且子期間大於三年才納入回測樣本，從台灣五十成分股中篩選出共三十八檔符合標準的個股。
經實證研究後發現，三重濾網交易策略三十八檔個股之平均報酬率，顯著性大於買進持有策略之報酬率，顯示出用不同的時間架構搭配MACD指標和RSI指標對於台灣五十成分股有效。

Technical analysis is the most widely used method in stock analyzation. In this study, I will examine the technical methods mentioned in the book “The New Trading for a Living” to see whether the methods can make profit in the Taiwan stock market.
Investing in the stock market is convenient in Taiwan. For retail investors in Taiwan, technical analysis is the most widely used method. This leads to an abundant of books focusing on the subject. Many investors have tried to gain in profit by studying these books. In one of the best sellers aboard “The New Trading for a Living”, the methods are tested in the Taiwan stock market for the use of the study.
The “Triple Screen Trading System” mentioned in this book is the target method. The system is back tested with the analyzation of combining different time horizon of the MACD and RSI indicators in the Taiwan stock market. In the study, the stocks being used are constituents of the Taiwan 50 Index. The study compares the result with the simple strategy of “buy and hold”, then observe whether there are significant differences in return.
The time frame of the study is from 2007/07/20 to 2018/12/25. The study uses adjusted stock prices. Stocks with trends were eliminated; stocks with data under three years were also eliminated. In the end, thirty-eight stocks within Taiwan 50 Index were included in the study.
Results show that using the “Triple Screen Trading System” leads to significantly higher returns than the “buy and hold” strategy for the thirty-eight stocks in the study, indicating that combining time horizon analysis with the MACD and R

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