g****t
发帖数: 31659 | 1 这个指标thinkorswim可以很方便的看到。下面是说明。
应该是这个人发明的吧。
1. "Price Projections" by Sylvain Vervoort. Technical Analysis of Stocks &
Commodities, November 2014.
SVEPivots
Description
The SVEPivots study is a support-resistance technical indicator developed by
Sylvain Vervoort. Based upon the observation that quite often uptrend and
downtrend price swings are of almost equal lengths, the indicator predicts
future price targets by calculating the measured move (price projection
based on the previous swing). By default, the SVEPivots indicator calculates
daily pivot levels, however, those can be calculated on any standard
aggregation period. The daily pivot levels are defined by price values of
the previous day, namely, high, low, and close. Using these values, the
study projects seven intraday price targets: three support levels, three
resistance levels, and a pivot point level.
These levels are calculated using the following formulas (PH, PL, and PC
stand for previous day's high, low, and close price, respectively):
PP = (PH + PL + PC) / 3;
R1 = 2 * PP - PL;
R2 = PP + (PH - PL);
R3 = 2 * PP + (PH - 2 * PL);
S1 = 2 * PP - PH;
S2 = PP - (PH - PL);
S3 = 2 * PP - (2 * PH - PL).
Input Parameters
aggregation period The period upon which the previous price values are
defined and the plots are displayed.
Plots
R3 The third resistance level.
R2 The second resistance level.
R1 The first resistance level.
PP The pivot point level.
S1 The first support level.
S2 The second support level.
S3 The third support level.
Further Reading
1. "Price Projections" by Sylvain Vervoort. Technical Analysis of Stocks &
Commodities, November 2014. |
w********2
发帖数: 16371 | 2 不会吧， pp 很多年了， 怎么可能是2014才出。
【在 g****t 的大作中提到】
: 这个指标thinkorswim可以很方便的看到。下面是说明。
: 应该是这个人发明的吧。
: 1. "Price Projections" by Sylvain Vervoort. Technical Analysis of Stocks &
: Commodities, November 2014.
: SVEPivots
: Description
: The SVEPivots study is a support-resistance technical indicator developed by
: Sylvain Vervoort. Based upon the observation that quite often uptrend and
: downtrend price swings are of almost equal lengths, the indicator predicts
: future price targets by calculating the measured move (price projection
|
M***n
发帖数: 5815 | 3 Pivot points系统出现很多年了。我都没有找到究竟是谁最开始发现了这个系统。
Pivot points有不同的变种。
有个叫John Person的，他首先把candle stick和pivot points这两个技术结合在一起
，用来帮助确定entry point和exit point. 如果你有兴趣，可以去读读相关文章。
A Complete Guide to Technical Trading Tactics
Candlestick and Pivot Point Trading Triggers
by
and
【在 g****t 的大作中提到】
: 这个指标thinkorswim可以很方便的看到。下面是说明。
: 应该是这个人发明的吧。
: 1. "Price Projections" by Sylvain Vervoort. Technical Analysis of Stocks &
: Commodities, November 2014.
: SVEPivots
: Description
: The SVEPivots study is a support-resistance technical indicator developed by
: Sylvain Vervoort. Based upon the observation that quite often uptrend and
: downtrend price swings are of almost equal lengths, the indicator predicts
: future price targets by calculating the measured move (price projection
|
i**********n
发帖数: 84 | 4 pivot point有什么缺点吗，需要和moving average 结合起来看吗？
by
and
【在 g****t 的大作中提到】
: 这个指标thinkorswim可以很方便的看到。下面是说明。
: 应该是这个人发明的吧。
: 1. "Price Projections" by Sylvain Vervoort. Technical Analysis of Stocks &
: Commodities, November 2014.
: SVEPivots
: Description
: The SVEPivots study is a support-resistance technical indicator developed by
: Sylvain Vervoort. Based upon the observation that quite often uptrend and
: downtrend price swings are of almost equal lengths, the indicator predicts
: future price targets by calculating the measured move (price projection
|
q********g
发帖数: 10694 | 5 楼主说在版面提过fractal dimension MCAD，我搜索了一下，没有搜到。
lz要搞神秘了？呵呵 |
i**********n
发帖数: 84 | 6 我周末研究了一下fractal dimension
股票和FX叫fractal dimension Index (FDI)
是一个volatility的指标，1.5左右是random walk
小于1.5是在trend，高于1.5是range bunded move
有人用与FX，年收益900%
不知道如何指导equity
【在 q********g 的大作中提到】
: 楼主说在版面提过fractal dimension MCAD，我搜索了一下，没有搜到。
: lz要搞神秘了？呵呵
|
q********g
发帖数: 10694 | 7 FDI，用了很多年了。我上次把作者的名字都给出来了。但是lz说的FD MACD，我根本没
找到啊。无论是mitbbs里lz说他提了，还是到原作者混迹之地，都找了。啥都没找到。
呵呵。。
【在 i**********n 的大作中提到】
: 我周末研究了一下fractal dimension
: 股票和FX叫fractal dimension Index (FDI)
: 是一个volatility的指标，1.5左右是random walk
: 小于1.5是在trend，高于1.5是range bunded move
: 有人用与FX，年收益900%
: 不知道如何指导equity
|
i**********n
发帖数: 84 | 8 请教大牛 FDI怎么用，需要和其他哪些指标结合？
【在 q********g 的大作中提到】
: FDI，用了很多年了。我上次把作者的名字都给出来了。但是lz说的FD MACD，我根本没
: 找到啊。无论是mitbbs里lz说他提了，还是到原作者混迹之地，都找了。啥都没找到。
: 呵呵。。
|
g****t
发帖数: 31659 | 9 之前的公式可能不一样？
反正thinkswim上面叫做SVE pivot
【在 w********2 的大作中提到】
: 不会吧， pp 很多年了， 怎么可能是2014才出。
|
M***n
发帖数: 5815 | 10 是不是说的Fractal breakout strategy with MACD？
洽老师闻技则喜，真的是finance geek。^_^
【在 q********g 的大作中提到】
: FDI，用了很多年了。我上次把作者的名字都给出来了。但是lz说的FD MACD，我根本没
: 找到啊。无论是mitbbs里lz说他提了，还是到原作者混迹之地，都找了。啥都没找到。
: 呵呵。。
|
