To determine the buy and sell time is one of the most important issues for investors in stock market. In this paper, a fuzzy approach to stock market timing is investigated. A fuzzy decision system is constructed based on experiences and techniques of stock and future opportunist. The fuzzy rules are optimized by taking exchange volume into account for better fitting the stock market of mainland China. Simulations are conducted to some well-known stocks in China's A-share market, and the simulation result reveals that the proposed method has desirable performance in a rapid change market. ©2009 IEEE.