Teknik Analiz Dünyasına Hoşgeldiniz

Paylaşmak Güzeldir.

  • DİKKAT: Formüller, Sistemler sadece eğitim amaçlıdır. Alım satım, olası anapara kaybı ve diğer kayıplar dahil olmak üzere "YÜKSEK RİSK içerir.
  • Mucize teknik gösterge yoktur, sadece doğru veya yanlış kullanılan göstergeler vardır.

İndikatör Divergence - Volume / Price by Jose Silva

Teknik analizde fiyatın yönü veya trendin devamıyla ilgili fikir veren matematiksel modellerdir. İndikatörlerin Türkçe karşılığı göstergedir.

algoritma

e iπ +1=0
Katılım
23 Eki 2020
Mesajlar
1,353
Puanları
63
=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
From: Paolo <italoarg76__at__yahoo.it>
To: <>
Date: Saturday, May 20, 2006, 11:25:58 PM
Subject: [EquisMetaStock Group] A Metastock Price Oscilator

Hi everyone!

My name is Pablo Bozzolo, italo-argentinean. I'd like to make a little contribution with my most simple but powerful indicator, a kind of price oscilator:

Ultimate ROC

{By Pablo Bozzolo (feb-2006)}

x:=Input("Number of periods:",3,200,12);
(CLOSE / (Mov(CLOSE,x,E) )) -1 ; {12 is the default}

U should buy at significant bottoms and sell at significant tops. It's really simple but It' works fine. (It can anticipate more than others price oscilators)

I hope to be able to exchange ideas and formulas with U.

Best regards,
Pablo

BTW: search of divergences in this indicator is good idea.

=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
From: bill rook <zipple_acre_udder__at__yahoo.com>
To: equismetastock__at__yahoogroups.com <equismetastock__at__yahoogroups.com>
Date: Sunday, May 21, 2006, 1:03:00 AM
Subject: [EquisMetaStock Group] A Metastock Price Oscilator

Hi

What parameters do you use with the Ultimate ROC?

Regards
Bill

=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
From: Paolo <italoarg76__at__yahoo.it>
To: equismetastock__at__yahoogroups.com <equismetastock__at__yahoogroups.com>
Date: Sunday, May 21, 2006, 2:26:08 PM
Subject: [EquisMetaStock Group] A Metastock Price Oscilator

br> What parameters do you use with the Ultimate ROC?

Dear Bill,

The only parameter in this very-simple indicator is the 'number of periods' (days) of the moving average.
By default it's 12. So the formula can be more simple yet:

(CLOSE / (Mov(CLOSE,12,E) )) -1 ;

The "-1" is just cosmetic :)

"Andrew Tomlinson" <andrew_tomlinson__at__comcast.net> wrote:

> Like any other oscillator, though, it can show overbought or
> oversold conditions that are surprisingly persistent, so you should
> always wait for price confirmation.

Andrew: this indicator do not show overbough or persistent oversold conditions. It's very diferent to RSI or Stochastic oscilators. Thank U very much for your comments :)

Pablo

=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
From: Andrew Tomlinson <andrew_tomlinson__at__comcast.net>
To: equismetastock__at__yahoogroups.com <equismetastock__at__yahoogroups.com>
Date: Sunday, May 21, 2006, 11:46:08 PM
Subject: [EquisMetaStock Group] A Metastock Price Oscilator

Hi Paolo

The oscillator you are describing is simply showing the deviation of the close from an exponential moving average expressed on a percentage basis. It is similar to a number of oscillators described in the literature - e.g. DiNapoli's detrended oscillator, which is the close minus the MA. The only difference here is expressing the change on a percentage basis and using an EMA instead of a SMA. If you normalize the deviation by dividing by the standard deviation you get a Bollinger Band variant (close to %b) if you normalize by ATR you get what I call the Moving Average Deviation. It is used in many cases (e.g. DiNapoli) as on overbought/oversold indicator. You and every other user are, of course, free to use it in whatever way you like.

With respect, the '-1' is not cosmetic. Mathematically, C/MA -1 is the same as (C-MA)/MA, i.e. the deviation of the close from the MA expressed as a percentage of the MA.

It's great fun playing with indicators in MetaStock. And varying the formulae can be a good way to appreciate how they work. But you do often find that someone had the same idea already.

Best
Andrew

=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
From: Paolo <italoarg76__at__yahoo.it>
To: equismetastock__at__yahoogroups.com <equismetastock__at__yahoogroups.com>
Date: Monday, May 22, 2006, 3:30:12 AM
Subject: [EquisMetaStock Group] A Volume-Price Divergence Finder

Friends:

Andrew 've shown that my price oscilator was invented by DiNapoli (italian ?) :)

Here there is a indicator to see how strong is a negative divergence between volume and price.

I hope It has no copyright!!!!!!

Volume/Price Divergence Indicator

{Finder of negative divergences between volume and price }

{Pablo Bozzolo - May 2006}

Periods:=5; {5 or 6 are the best values tested}

If(V<Mov(V,Periods,E)
AND V<Ref(V,-Periods)
AND C>Mov(C,Periods,E)
AND C>Ref(C,-Periods),-Mov(V,Periods,S)/Mov(V,100,S),0);

Where Mov(V,Periods,S)/Mov(V,100,S),0) try to be a measure of the strenght of divergence.

Sometimes when a huge divergence is shown the price don't go down but it enters in a trading zone (neutral).

I use this indicator daily.

Good luck!
Pablo

PD: sorry because when I try to write fast in english I make a lot of mistakes.

=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
From: Jose Silva <josesilva22__at__yahoo.com>
To: equismetastock__at__yahoogroups.com <equismetastock__at__yahoogroups.com>
Date: Monday, May 22, 2006, 6:49:47 AM
Subject: [EquisMetaStock Group] Re: A Volume-Price Divergence Finder

Pablo, here's some possibly useful additions to your Volume/Price Sivergence Indicator:​

Divergence - Volume / Price

{ VP-DIV:
Attempt at finding divergences between Volume
and Price - Pablo Bozzolo - May 2006 }

{ User inputs }
thr:=Input("Divergence strength threshold %",0,100,1.5);
pds:=Input("Divergence periods",1,260,5);

VolEma:=Mov(V,pds,E);
PrcEma:=Mov(C,pds,E);

{ Divergences }
Bull:=If(V>VolEma
AND V>Ref(V,-pds)
AND C<PrcEma
AND C<Ref(C,-pds),
Mov(V,pds,S)/Mov(V,100,S),0)
>thr;
Bear:=If(V<VolEma
AND V<Ref(V,-pds)
AND C>PrcEma
AND C>Ref(C,-pds),
Mov(V,pds,S)/Mov(V,100,S),0)
>thr;

{ Plot signals in own window }
Bull-Bear​


jose '-)
http://www.metastocktools.com

=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
From: Paolo <italoarg76__at__yahoo.it>
To: Jose Silva <equismetastock__at__yahoogroups.com>
Date: Monday, May 22, 2006, 4:40:39 PM
Subject: [EquisMetaStock Group] POSITIVE divergences betewen Price and Volume - Finder

José:

Thanks for your suggestions to improve my divergence finder. I like how you write your programs (easy to read). In your version you introduce the threshold concept. It's great. To see something I just need to add at the end:

{ Plot signals in own window }
If(bull=1,bull,If(bear=1,-bear,0));

You use Mov(V,periods,S)/Mov(V,100,S) as a FILTER instead of strenght meassure of the divergence. For me is a new concept (!)

On the other hand, you look for POSITIVE divergences but I THINK the fact of the volume go up when the price go down it's NOT a divergence. Prices can go down very fast when there is increase of volume. Am I wrong ? (I'm afraid to be confused)

Thank U!
Pablo​
Source / From:
Metastockusers[at]yahoogroups[dot]com
 

Forumda daha fazla yararlanmak için giriş yapın yada üye olun!

Forumdan daha fazla yararlanmak için giriş yapın veya kayıt olun!

Kayıt ol

Forumda bir hesap oluşturmak tamamen ücretsizdir.

Şimdi kayıt ol
Giriş yap

Eğer bir hesabınız var ise lütfen giriş yapın

Giriş yap