tailieunhanh - greg morris candlestick charting explained pdf phần 10

và chắc chắn hầu như tất cả các mô hình nến đảo chiều, yêu cầu rằng họ có một mối quan hệ với xu hướng hiện nay hoặc trước đó. Những xu hướng này chịu ảnh hưởng lớn bởi các hình nến sau đây. Bộ phim được thiết kế để mang lại cho các nhà quản lý và các chuyên gia ngày nay các thông tin cơ bản mà | Chapter 8 Figure 8-13 Figure 8-13 shows the linear trend indicator for 15 periods. The linealtrend indicator is based upon the slope of a least squares fit over the chosen period in this case 15 days. Because the LTI is such a smooth line a shorter 5-day crossover smoothing was used. From the trading box in Figure 8-13 the indicator generated good results but the filtering concept failed to do better than the indicator or the candles. Filtered candlesticks obviously does not work every time. 262 Candlestick Filtering Figure 8-14 Figure 8-14 shows Wilder s Directional Index for 14 periods. Again signals are generated when it crosses its own 10-day smoothing. Wilder developed the directional index along with the RSI in 1978 see bibliography . Using signals from a simple crossover smoothing is not the method Wilder suggested for its use. However that was the only method that would generate a filtering area. The filtering concept did quite well here also. Notice that even though the indicator did not do very well the filtered candles did almost three times Defter J 263 Chapter 8 Figure 8-15 Figure 8-15 shows the price detrend oscillator for 21 periods. This indicator is the difference between the closing price and a smoothing of the closing price in this case 21 days. Signals are generated when PDO crosses its own 10-period smoothing. Here is an example where the indicator was exceptional and the filtered candles were a failure. The suspected problem is in defining the filtering area used on the indicator. Figure 8-16 shows Appel s Moving Average Convergence Divergence Indicator known as MACD. MACD is an extension of the price detrend 264 Candlestick Filtering Figure 8-16 oscillator in that another smoothed value is used instead of the closing price. MACD uses the difference between a 12-day smoothing and a 25-day smoothing. Signals are generated when this difference crosses its own 9-day smoothing. Nine days were used here because that is the popular setting used by .