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楼主 |
发表于 2007-2-14 22:14
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再举个按趋势的第二定义做的趋势分类器的例子:
http://www.fortuneseeds.com/viewtopic.php?t=3477
If we use 10-SMA to measure a stock's short term trend, what is the trend? Well, let's say if the close price is above 10-SMA that's up-trend, otherwise, a down-trend. The following results are processed from 4-year QQQ's daily price record day-by-day. When close > 10MA, marked "1", otherwise, market "0". We can clearly see the continuity of price position, i.e., a continuity of "trend."
QQQ's short term trending behavior from 12/08/2003 backdown:
00
11111111
000000
11
00
111111111
0000
11
0
1111111111
0000000
1
0
1111
0000
11111111111111111111
0000000
1
0
111
000000
11111111111
0000000
1111
0
111
0
111111111
00000
111111
0
11111111111111111
000
11
0
1
00000
1111111111
00000000
11
0
1111111
00000000000000000000
1111111111
00000
1
000
1
0000000000
111111111111
0000
1111111
0
1111111111111
000000
1
00000000000
1
0
11
000000000
111111111
0
111
00000
111
0000000
111
00000
1
00000000000
11
000000000000000
1
00
111111
0
11
000000000000
1111
0000000000
1
000000000000
11111111
000000000
11
00000000000
1
0000000000
1111111
0
11
000000000
1111111
0
11
0
111
00
1111111111111
000
1111111
0
1111111111
00000000000000000000
11
000000000000
11111111
00000
1
0
1
00
1
00000
1111111
0000000000
1111
00000
11111111
00000
11111111
0
11111111111
000000000
1
0
11
0000000000
1
000000000000000000000000
111
0
1111111111
000
11
00
1
000000000
1111
0
11
000000000000000000
1111
0
1
0000
1111
00
1
00000000000
1
000
1
0
1
0000000000
11111111111111111
0
111
00000000000
1
0
111111111
0
1
000000
111111
0
11111111111
0000000
111
00000
1
000
111
0
1
0000000000000000000000000
1
000
11111111111111
00
1111111111111
0000
1
0
111111
00
11
000
1111111111111111111111
00
111111111111111111111111111
000000
1111111
0000000
1
0
11
00
1111111111
0
11111111111
0
1
0000000000000000
11111111111111111111111
000
11111
0000000000
111
0
111
000000
1
0
111
注:QQQ, 现在的 QQQQ, 是 Nasdaq-100 指数。
[ 本帖最后由 野狐禅 于 2007-2-14 22:16 编辑 ] |
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