关键词: K线,K线序列,K线模式,相似性匹配,聚类,可盈利性

Abstract: K-line pattern is the most popular technical analysis method for short term stock investment.However,there are some disputes about the K-line patterns’ profitability in academia.To resolve the debate,this paper used the method of pattern recognition,pattern clustering and pattern knowledge mining to study the profitability of K-line patterns.Therefore,firstly,the similarity match model was proposed for solving the problem of similarity match of K-line pattern.Secondly,the nearest neighbor-clustering algorithm was proposed for solving the problem of clustering of K-line pattern.Finally,the measurement model of K-line pattern’s profitability was defined for measuring the profitability of a K-line pattern’s different shapes.In the experiment,the profitability of three white soldiers pattern and three black crows pattern was analyzed with the testing dataset of the K-line series data of Shanghai 180 index component stocks over the latest 11 years.Experimental results show that the main reason for the debate is that the profitability of one pattern varies a great deal for different shapes and they are even opposite at sometimes.There is a need to further classify each of the existing K-line patterns based on the shape feature and give their strict mathematical definitions for improving the profitability and resolving the disputes.

Key words: Candlestick chart,K-line series,K-line pattern,Similarity match,Cluster,Profitability