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原帖由 我保有 于 2012-7-21 22:09 发表 
UPPER:(1+10/100)*MA(CLOSE,13);
LOWER:(1-10/100)*MA(CLOSE,13);
ENV:(UPPER+LOWER)/2;
这第三行计算是完全不需要的。因为它其实就是MA(CLOSE,13)。不信自己在仔细看看您的计算。
Envelope 定义:
Moving Average Envelopes
Introduction Moving Average Envelopes are percentage-based envelopes set above and below a moving average. The moving average, which forms the base for this indicator, can be a simple or exponential moving average. Each envelope is then set the same percentage above or below the moving average. This creates parallel bands that follow price action. With a moving average as the base, Moving Average Envelopes can be used as a trend following indicator. However, this indicator is not limited to just trend following. The envelopes can also be used to identify overbought and oversold levels when the trend is relatively flat.
Calculation Calculation for Moving Average Envelopes is straight-forward. First, choose a simple moving average or exponential moving average. Simple moving averages weight each data point (price) equally. Exponential moving averages put more weight on recent prices and have less lag. Second, select the number of time periods for the moving average. Third, set the percentage for the envelopes. A 20-day moving average with a 2.5% envelope would show the following two lines:
Upper Envelope: 20-day SMA + (20-day SMA x .025)
Lower Envelope: 20-day SMA - (20-day SMA x .025)
The chart above shows IBM with a 20-day SMA and 2.5% envelopes. Note that the 20-day SMA was added to this SharpChart for reference. Notice how the envelopes move parallel with the 20-day SMA. They remain a constant 2.5% above and below the moving average.
[ 本帖最后由 ranchgirl 于 2012-7-22 09:13 编辑 ] |
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