市場分析預測外匯價格的方法很多，大多數投資人根據各個國家經濟基本面、政策面與媒體消息面等資料，再以市場遠匯價格訂定未來投資決策；然而技術分析牽涉到檢驗市場歷史資料的可預測性，來預測未來價格的趨勢，並訂定投資決策。
本研究嘗試利用1995年1月1日~2007年10月31日的匯價歷史日、周、月資料，選用7種技術分析常用的技術指標：商品通道指標、趨向指標、隨機指標、平滑異同平均指標、相對強弱指標、停損點反向操作指標、威廉指標等歷史數據，來檢視何種技術指標對主要貨幣英鎊、日圓及新台幣等兌換美元之匯率歷史價格升貶方向雷同的準確度，以及利用何種技術指標在模擬歷史資料操作下獲得最佳之投資績效報酬，以希冀用來預測未來匯率價格的走勢，以提升交易的成功機率與獲利能力。
經由本研究實證結果，藉由Bloomberg系統化資料處理後，對短期匯價運用指標的建議：以威廉指標的準確度及平滑異同平均指標、停損點反向操作指標的回溯測試之投資績效最好，為最佳之短期匯價升貶判斷及買賣進出的指標；對中期匯價運用指標的建議：以威廉指標的準確度及趨向指標的回溯測試之投資績效最好，為最佳之中期匯價升貶判斷及買賣進出的指標；對長期匯價運用指標的建議：以威廉指標的準確度及平滑異同平均指標的回溯測試之投資績效最好，為最佳之長期匯價升貶判斷及買賣進出的指標。

Market analysis predicts there are a lot of methods of the Foreign Currency Price, lost investors according to the materials each national economic basic side, the policy and media’s news, etc., then consult the Foreign Exchange Forward price to make the investment decision of future. But technical analysis involves the predictability of examining the historical materials of the market, to predict the trend of the price in future, and conclude the investment decision.
This research tries to utilize the exchange rate history daily, weekly and monthly on materials from January 1, 1995 to October 31,2007, select the commonly used technical index of 7 kinds of technical analysis for use：Commodity Channel Index（CCI）、Directional Movement Index（DMI）、Stochastic Oscillator Index（KD）、Moving Average Convergence and Divergence Index（MACD）、Relative Strength Index（RSI）、Stop And Reverse Index（SAR）、Williams Overbought/Oversold Index（WMS）, etc.. Is it try on which kind of technical index appreciate and depreciate in the currency that the direction duplicates to principal currency GBP、JPY and TWD to exchange USD of historical price to examine to come, and which kind of technical index does it utilize in imitate historical materials obtain the best investment performance remuneration under operating, in order to hope to be used for predicting future the tendency of the price of exchange rate, and to improve successful probability of the trade and earning capacity.
The result of this research real example, by Bloomberg systematized materials, use the suggestion of the index on short-term foreign exchange rate：The investment performance tested is best with accuracy of WMS index and the tracking back of MACD、SAR indices, these three indices are the best judging of appreciate depreciate and buy sell for the foreign exchange rate；Use the suggestion of the index on medium-term foreign exchange rate：The investment performance tested is best with accuracy of WMS index and the tracking back of DMI index, these two indices are the best judging of appreciate depreciate and buy sell for the foreign exchange rate；Use the suggestion of the index on long-term foreign exchange rate：The investment performance tested is best with accuracy of WMS index and the tracking back of MACD index, these two indices are the best judging of appreciate depreciate and buy sell for the foreign exchange rate.

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