锚定动量
技术指标锚定动量(Anchored Momentum)是由Rudy Stefenel发展的,发表于1998年的股票与商品技术分析杂志上。
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技术指标锚定动量(Anchored Momentum)是由Rudy Stefenel发展的,发表于1998年的股票与商品技术分析杂志上。
Smoothed AM = 100*(EMA[Close,EmaPer] / SMA[Close,2*MomPer+1] -1), 其中
EmaPer =smoothing period ЕМА {SmoothPeriod}
MomPer =Momentum period {MomPeriod}
如同其他震荡指标,此指标主要用于当AM指标线向上突破水平位时买入。相反的情形适用于卖出:当AM指标线向下突破水平位时应该卖出。本指标最好配合其他指标的信号来确定入市时机是否合适。
除了AM指标与0水平线相交的情况,价格走势与指标走势相背离的情形也需要重视。如果价格正在下跌而AM指标正在水平位下方形成上升趋势,那么价格走势反转可能会很快出现。如果价格正在上升而指标线在下降,则未来价格下跌的可能性很高。
指标的发明者建议在水平0位附近设置缓冲区以减少伪信号。缓冲区应位于-0.2到+0.2之间,相应的信号变成指标线突破缓冲区边界,而不再是与水平位相交。如此处理将会减少交易次数并且有可能对交易表现有积极影响。
MomPeriod = 11
SmoothPeriod = 6