终极波动指标
终极波动指标是由拉里·威廉姆斯于1985年发表于股票及商品期货技术分析杂志。这个指标可以与经典振荡器关联作为技术分析。然而,终极摆动指标在数据分析及其信号强度上优于其他指标。它使用三个不同时间段的加权平均数。
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终极波动指标是由拉里·威廉姆斯于1985年发表于股票及商品期货技术分析杂志。这个指标可以与经典振荡器关联作为技术分析。然而,终极摆动指标在数据分析及其信号强度上优于其他指标。它使用三个不同时间段的加权平均数。
判断当前真低,TL。TL - 今日最低价或昨日收盘价的较小值
TL (i) = MIN (LOW (i) || CLOSE (i - 1))
计算当前的买盘压力,BP等于收盘价和真低之间的差异。
BP (i) = CLOSE (i) - TL (i)
获取真实范围,TR。这是当前低或当前高;或当前高和昨日收盘价;昨日收盘价和当前低的最大差异。
TR (i) = MAX (HIGH (i) - LOW (i) || HIGH (i) - CLOSE (i - 1) || CLOSE (i - 1) - LOW (i))
所有时间段的BP指数的总和
BPSUM (N) = SUM (BP (i), i)
计算所有三个时间段的TR指标总和
TRSUM (N) = SUM (TR (i), i)
原始终极波动指标, RawUO
RawUO = 4 * (BPSUM (1) / TRSUM (1)) + 2 * (BPSUM (2) / TRSUM (2)) + (BPSUM (3) / TRSUM (3))
计算终极波动指标, UO
UO = ( RawUO / (4 + 2 + 1)) * 100, where
MIN - 最小读数;
MAX - 最大读数;
|| - logical OR;
LOW (i) - 当前栏的最低价格;
HIGH (i) - 当前栏的最高价格;
CLOSE (i) - 当前栏的收盘价;
CLOSE (i - 1) - 先前栏的收盘价;
TL (i) - 真低;
BP (i) - 购买压力;
TR (i) - 真实范围;
BPSUM (N) - BP读数为N时间段的总和(N等于1,i=7栏;当N= 2,I =14栏,当N = 3,= 28栏);
TRSUM (N) - TR读数为N时间段的总和(N等于1,i=7栏;当N= 2,I =14栏,当N = 3,= 28栏);
RawUO - 原始终极波动指标读数;
UO - 终极波动指标读数.
考虑到终极波动指标用于技术分析且在0%到100%的范围内波动,终极波动指标的基线可视为市场超卖/超买指标。如果指标显示的读数在70以上,市场处于超买状态,并很快会有一个趋势反转。在指标下降到低于30的情况下,这将可以观察到价格很快会增长。
考虑所谓的赌徒的谬误因素是有必要的,而使用这种方法是基于终极波动指标(以及任何其他技术振荡器)。
拉里·威廉姆斯建议使用完全不同的方法着手这个指标,但它现在是现代外汇市场最想关的方面:
fastperiod = 7
middleperiod = 14
slowperiod = 28
fastK = 4
middleK = 2
slowK = 1