Çàêðûòàÿ òåìà
Ïîêàçàíî ñ 1 ïî 5 èç 5

Òåìà: Êóìóëÿòèâíàÿ äåëüòà è òèï äíÿ

  1. #1
    Ó÷àñòíèê
    Ðåãèñòðàöèÿ
    23.12.2015
    Ñîîáùåíèé
    277
    Ñêàçàë(à) ñïàñèáî
    172
    Ïîáëàãîäàðèëè 98 ðàç(à) â 91 ñîîáùåíèÿõ

    Êóìóëÿòèâíàÿ äåëüòà è òèï äíÿ

    Äåíü äîáðûé,

    õîòåë áû îáñóäèòü ñëåäóþùèé âîïðîñ ñâÿçàííûé ñ èíäèêàòîðàì, êîòîðûå áàçèðóþòñÿ íà êóìóëÿòèâíîé äåëüòå è îáúåìå. Ìûñëü íå ìîÿ, íî áóäåò ïîëåçíîé íàâåÿíà (ìîæíî ñêàçàòü ïîäñìîòðåíà) â êíèãå Peter Davies - ES Êîãäà âõîäèòü â ñäåëêó (jigsawtrading.com).

    1/
    Îïðåäåëåíèå òèïà äíÿ
    Èíäèêàòîð: Ñðåäíèé êóìóëÿòèâíûé îáúåì - êóìóëÿòèâíûé îáúåì çà ñåãîäíÿ
    âûÿñíÿåì êîë-âî ó÷àñòíèêîâ ñðåäíåå èëè
    âûøå
    íèæå
    Íàïëûâ ëþäåé áîëüøå îáû÷íîãî - äîëãîñðî÷íûå òîðãîâöû ïðèøëè íà ðûíîê - îáû÷íî ïîñëå íîâîñòåé êîòîðûå èõ íàïóãàëè - íàïðàâëåííîå äâèæåíèå
    íåò áàðàíîâ - ðûíîê íå ïðîãíîçèðóåì äëÿ äâèæåíèÿ

    2/ èç åãî áëîãà
    CSI (Cumulative Sheep Index) aka Relative Volume
    This shows volume at the time of day relative to the prior n days. In my case, I look back 60 days. In the above image, we can see that we are now 4415 contracts below the 60 day average for the time of day. This is very useful in terms of identifying when volume is picking up or slowing down. The absolute value is not as important as whether it is rising or falling. As participation changes, the price action changes too.

    Åñëè äëÿ êîãî-òî (êðîìå ìåíÿ) áóäåò èíòåðåñåí äàííûå èíäèêàòîðû - ìîæíî ïîðàçìûøëÿòü êàê ìîæíî áûëî èõ äîáàâèòü ê âîçìîæíîñòÿì clusterdelta...

  2. #2
    Ïîëüçîâàòåëü
    Ðåãèñòðàöèÿ
    21.10.2015
    Ñîîáùåíèé
    46
    Ñêàçàë(à) ñïàñèáî
    106
    Ïîáëàãîäàðèëè 16 ðàç(à) â 8 ñîîáùåíèÿõ
    Êàê áû òàêîé èíäèêàòîð óæå åñòü, íàçûâàåòñÿ cumdelta

  3. #3
    Ó÷àñòíèê
    Ðåãèñòðàöèÿ
    23.12.2015
    Ñîîáùåíèé
    277
    Ñêàçàë(à) ñïàñèáî
    172
    Ïîáëàãîäàðèëè 98 ðàç(à) â 91 ñîîáùåíèÿõ
    Âîçìîæíî íåêîððåêòíî ñôîðìóëèðîâàë äëÿ ïîíèìàíèÿ ñâîé ïåðâûé ïîñò, óòî÷íÿþ


    Èäåÿ íå ïðîñòî ïðåâûøåíèå àñê íàä áèä èëè íàîáîðîò, à ñèëà ýòîé äåëüòû (ôîðìàëüíî ïî Äàëòîíó ïðèõîä ïîêóïàòåëÿ/ïðîäàâöà äðóãîãî òàéìôðåéìà, ÷òî îïðåäåëÿåò ðàçâèòèå òðåíäîâîãî äíÿ ò.å. äèñáëàíñà)
    Ïîñëåäíèé ðàç ðåäàêòèðîâàëîñü KJP; 14.06.2016 â 08:08. Ïðè÷èíà: äîïîëíèë

  4. #4
    Ó÷àñòíèê
    Ðåãèñòðàöèÿ
    17.02.2012
    Ñîîáùåíèé
    126
    Ñêàçàë(à) ñïàñèáî
    74
    Ïîáëàãîäàðèëè 11 ðàç(à) â 8 ñîîáùåíèÿõ
    Äà. Èíòåðåñíî áûëî áû ãëÿíóòü â ðàáîòå òàêîé èíäåêñ

  5. #5
    Ó÷àñòíèê
    Ðåãèñòðàöèÿ
    23.12.2015
    Ñîîáùåíèé
    277
    Ñêàçàë(à) ñïàñèáî
    172
    Ïîáëàãîäàðèëè 98 ðàç(à) â 91 ñîîáùåíèÿõ
    Öèòàòà Ñîîáùåíèå îò Onechester Ïîñìîòðåòü ñîîáùåíèå
    Äà. Èíòåðåñíî áûëî áû ãëÿíóòü â ðàáîòå òàêîé èíäåêñ
     ÷èñòîì âèäå ñëîæíî íî ïðèìåð - òîðãè íà ôü÷å S&P500 àâòîðà èäåè (ëåâûé âåðõíèé ñåêòîð ýêðàíà åãî ìîíèòîðà)

    https://www.youtube.com/watch?v=kyJLLXWWg-Q

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