Classical TA use price-volume as the most important input.
However, with the low cost, easy access trading from internet, and with all the high frequncy machine trading, the volume could be greatly enlarged simply from daytrading (or second-trading?) When one day's trading volume approaching the whole floating volume, does that volume meaningful anylonger? Can we still trust the price-volume relationship?
Let me go one step further: with all the new trading methods taking up a significant part of the trading, does TA in general still make sense?
Classical TA use price-volume as the most important input.
However, with the low cost, easy access trading from internet, and with all the high frequncy machine trading, the volume could be greatly ...
rim 发表于 2009-7-16 07:40 PM
TA says everything about the history, no less, but nothing about the future, no more. Therefore TA needs to be updated as the market moves. With TA you know where to take the least risk and expect the most profit.
The added liquidity by robot trading actually makes the market more efficient, i.e., TA more accurate.
TA says everything about the history, no less, but nothing about the future, no more. Therefore TA needs to be updated as the market moves. With TA you know where to take the least risk and expect the ...
流动的建筑 发表于 2009-7-17 01:01
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发表于 2009-7-16 06:40 PM
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发表于 2009-7-16 09:44 PM
