Aiming at the issue of threshold function setting by using wavelet transform signal denoising, an improved method of threshold function based on the classical method of soft and hard threshold function denoising was presented. After this improved threshold function method and the maximal overlap discrete wavelet packet transform were combined, a wavelet denoising method of improved threshold function was obtained. Simulation results obtained from Matlab software indicated that this method can improve signal-to-noise ratio(SNR) of the reconstructed signal, remove the noise effectively, and reserve the main characteristics of the original signals. So, it is better than the traditional methods. This method has a practical significance in application of stock denoising.