Technical analysis in the efficient-market hypothesis is considered to be unable to effectively get abnormal return, for this reason, many studies have tried various variables for complex technical analysis, explore whether the technical analysis is capable of obtaining abnormal return. This article draws a new theoretical price by rebuilding the stock price, and uses the moving average oscillator and the filter rule two technical for transaction comparison, explore new theoretical prices as whether the approach is better than the market price. In this study, uses the S& P500 constituent stocks for the study, for the period from September 2, 1993 to December 31, 2015, the results show that the moving average oscillator and the filter rule can be obtained than the use of the original price has a better rate of return, And effectively reduce the number of transactions and transaction costs.