Stock Market can be easily seen as one of the most attractive places for investors, but it is also very complex in terms of making trading decisions. Predicting the market is a risky venture because of the uncertainties and nonlinear nature of the market. Deciding on the right time to trade is key to every successful trader as it can lead to either a huge gain of money or totally a loss in investment that will be recorded as a careless trade. The aim of this research is to develop a prediction system for stock market using Fuzzy Logic Type2 which will handle these uncertainties and complexities of human behaviour in general when it comes to buy, hold or sell decision making in stock trading. The proposed system was developed using VB.NET programming language as frontend and Microsoft SQL Server as backend. A total of four different technical indicators were selected for this research. The selected indicators are the Relative Strength Index, William Average, Moving Average Convergence and Divergence, and Stochastic Oscillator. These indicators serve as input variable to the Fuzzy System. The MACD and SO are deployed as primary indicators, while the RSI and WA are used as secondary indicators. Fibonacci retracement ratio was adopted for the secondary indicators to determine their support and resistance level in terms of making trading decisions. The input variables to the Fuzzy System is fuzzified to Low, Medium, and High using the Triangular and Gaussian Membership Function. The Mamdani Type Fuzzy Inference rules were used for combining the trading rules for each input variable to the fuzzy system. The developed system was tested using sample data collected from ten different companies listed on the Nigerian Stock Exchange for a total of fifty two periods. The dataset collected are Opening, High, Low, and Closing prices of each security.

本研究旨在开发使用模糊逻辑Type2的预测系统，该系统可以处理股票交易中人类行为的不确定性和复杂性，主要使用了四个技术指标，相对强度指数（RSI）、威廉平均（WA）、移动平均收敛/发散（MACD）和随机震荡器（SO），以确定交易决策的支撑和阻力级别。在Nigerian Stock Exchange上对10家上市公司的数据进行了测试，收集数据集包括每一个证券的开盘价、最高价、最低价和收盘价。

基于 Type-2 模糊逻辑的尼日利亚证券交易预测系统实现