到没到顶，先看ROC

ctcld

The much respected market technician, Martin Pring, describes momentum as the "velocity of a price trend."  One of the best technical tools in measuring this velocity is a Rate-of-Change (ROC) oscillator.  The oscillator measures the maturity of a price trend based on crossovers of its equilibrium line (zero-line) into positive (bullish) territory, or negative (bearish) territory, and the distance from zero.  

vlo

没太明白，这个图怎么看？

oldfox

ctcld

vlo 发表于 2012-1-4 21:19
没太明白，这个图怎么看？

The Elder Impulse System was designed by Alexander Elder and featured in his book, Come Into My Trading Room. According to Elder, "the system identifies inflection points where a trend speeds up or slows down". The Impulse System is based on two indicators, a 13-day exponential moving average and the MACD-Histogram. The moving average identifies the trend, while the MACD-Histogram measures momentum. As a result, the Impulse System combines trend following and momentum to identify tradable impulses. This unique indicator combination is color coded into the price bars for easy reference.

Calculation


Green Price Bar: (13-period EMA > previous 13-period EMA) and
                 (MACD-Histogram > previous period's MACD-Histogram)

Red Price Bar: (13-period EMA < previous 13-period EMA) and
               (MACD-Histogram < previous period's MACD-Histogram)

Price bars are colored blue when conditions for a Red Price Bar or
Green Price Bar are not met. The MACD-Histogram is based on MACD(12,26,9).

zhmliu

Cobra

ctcld 发表于 2012-1-4 22:16
The much respected market technician, Martin Pring, describes momentum as the "velocity of a price t ...

不错。Thanks。这个符合惯性定律。

Cobra

vlo 发表于 2012-1-4 22:19
没太明白，这个图怎么看？

他的意思是说，ROC new high，意味着最少10天才会到顶，因为惯性。

wnd4

thanks

Ed02

maopao

thanks!

busted

Cobra 发表于 2012-1-4 22:30
他的意思是说，ROC new high，意味着最少10天才会到顶，因为惯性。

Dec ROC reached new high later than price.

天地

仅仅对上涨适用，下跌好像不是一回事？

oldpigwang

回复 Cobra 的帖子

Actually, ROC toped at Oct 19, Spx toped at Oct 27, which is 6 trading days ahead.
下跌见底只有1天 ahead.

vlo

回复 ctcld 的帖子

多谢多谢，解释得很清楚。不过，结合蛇大的点评，怎么知道ROC在高点了呢？ROC好象没有一个象其它指标那样的0-100的scale,多高算高呢？

Read0nly

ROC去年12月12号的那个顶相应于SPX的高点明显滞后。这种比较实战上有参考意义，但使用上应当同时参照其他指标做综合判断，避免吃教条主义的亏。

plankton

ctcld

Read0nly 发表于 2012-1-4 22:28
ROC去年12月12号的那个顶相应于SPX的高点明显滞后。这种比较实战上有参考意义，但使用上应当同时参照其他指 ...

我理解DEC的急升造成了ROC（12）的计算滞后。

计算方法详见http://stockcharts.com/school/do ... tors:rate_of_change

hunting

新年快乐，学游老大，我也喜欢这个指标ROC，用老大的名言描述我对这个指标的体会；机会是跌出来的，风险是涨出来的.

Read0nly

ctcld 发表于 2012-1-5 00:11
我理解DEC的急升造成了ROC（12）的计算滞后。

计算方法详见http://stockcharts.com/school/doku.php?i ...

谢谢学游版主的回帖。利用前期某一固定时限内的数据推衍出的许多技术指标都有可能遭遇类似的问题。前一阵在DQ看DL的帖子时才留意到这个问题对TA指标的影响，个人感觉是MM有可能利用技术指标的这一缺陷进行骗线。无论骗不骗线，对付这个问题，俺是觉得多看几个指标，看不同时间尺度的一致性之后做出的判断更为可靠一些。就ROC而言，利用其判断底部似乎来得更直接可靠一些。

silicon_beaver

Cobra 发表于 2012-1-4 19:30
他的意思是说，ROC new high，意味着最少10天才会到顶，因为惯性。

Thanks. got it.