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).
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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...