分类
外匯保證金交易

相对强度指数

(从左往右,双底突破-上升趋势-出现了更低的底部-又出现了更低的顶部-下降趋势,蓝色线是相对强度的150均线,两种方法判断出的趋势基本一致)

Relative Strength Index

The Relative Strength Index Technical Indicator (RSI) is a price-following oscillator that ranges between 0 and 100. Describing 相对强度指数 Relative Strength Index, J. W. Wilder recommended using its 14-period version. Since 相对强度指数 then, the 9-period and 25-period Relative Strength Index indicators 相对强度指数 have also gained popularity. A popular method of analyzing the RSI is to look for a divergence in which the security is making a new high, but the RSI is failing to surpass its previous high. This divergence is an indication of an impending reversal. When the Relative Strength Index then turns down and 相对强度指数 falls below its most recent trough, it is said to have completed a "failure swing". The failure swing is considered a confirmation of the impending reversal.

The following signals of Relative Strength 相对强度指数 Index are used in chart analyzing:

  • Tops and Bottoms
    The Relative Strength Index usually tops above 70 and bottoms below 30. It usually forms these tops and bottoms before the underlying price chart.
  • Chart Formations
    The RSI often forms chart patterns such as head and shoulders or triangles that may be 相对强度指数 or may not be visible on the price chart.
  • Failure Swing (Support or Resistance breakout)
    This is where the Relative Strength Index surpasses a previous high (peak) or falls below a recent low (trough).
  • Support and Resistance levels
    The Relative Strength Index shows, sometimes more clearly than 相对强度指数 price themselves, levels of support 相对强度指数 and resistance.
  • Divergences
    As discussed above, divergences occur when the 相对强度指数 price makes a new high (or low) that is not confirmed by a new high (or low) in the Relative Strength Index. Prices usually correct and 相对强度指数 move in the direction of the RSI.

Relative Strength Index

Calculation

This is the main formula of Relative Strength Index calculation:

RSI = 100 - (100 / (1 + U / D))

U – the average value of positive price changes;
D 相对强度指数 – the average value of negative price change.

Relative Strength Index (RSI)

ChrisMoody

The Relative Strength Index (RSI) is a well versed momentum based oscillator which is used to measure the speed (velocity) as well as the change (magnitude) of directional price movements. Essentially the RSI, when graphed, provides a visual mean to monitor both the current, as well as historical, strength and weakness of a particular market. The strength or weakness is based on closing 相对强度指数 prices over the duration of a specified trading period creating a reliable metric of price and momentum changes. Given the popularity 相对强度指数 of cash settled instruments (stock indexes) and leveraged financial products (the entire field of derivatives); RSI has proven to be a viable indicator of price movements.

Read more about the Relative Strength 相对强度指数 相对强度指数 Index (RSI).

USDCAD: Non-Lag Inverse Fisher Transform of RSX [Loxx]

Non-Lag Inverse Fisher Transform of RSX is an Inverse Fisher Transform on the Non-Lagged Smoothing Filter of Jurik RSX. What is the Inverse Fisher Transform? The Inverse Fisher Transform was authored by John Ehlers. The IFT applies some math functions and constants to a moving average of the relative strength index (rsi) of the closing price to calculate its.

相对强度指标

(从左往右,双底突破-上升趋势-出现了更低的底部-又出现了更低的顶部-下降趋势,蓝色线是相对强度的150均线,两种方法判断出的趋势基本一致)

此外,每周我会用RS的衍生指标相对旋转图(RRG,Relative Rotation Graphs),用来确定强势行业,如果个股属于强势行业,我会更加关注他。

相对价格强度指标

相对价格介绍
相对价格也称为相对强度、相对强弱,是通过对比两种股票的价格涨幅差异,来衡量股票的强弱。通常,相对强度将股票的表现与基准指数的表现(例如标准普尔500指数)进行比较,也可以将股票与其所在行业的行业指数进行比较。这样就可以确定股票是处于领先还是落后。善用相对强度可以提前发现股票与大盘的走势差异,在大盘下跌​​期间找到良好上升趋势的股票(用于做多)或在大盘上涨期间找到疲软的股票。(用于做空)
注意:在 http:// StockCharts.com 上,比率符号用于创建相对强度指标。比率符号是一个冒号字符,用“冒号”将两个股票或指数代码连接在一起。(例如,“ IBM:$ SPX”,“ $ INDU:$ GOLD”)。该比率的值等于第一个股票的收市价除以第二个股票的收市价。
相对价格计算
相对价格=基本证券/基准证券。
通常,基本证券是股票,基准证券是S&P500。例如,在行情图表中,星巴克的价格除以标准普尔500指数的价格,就得到了星巴克(SBUX)相对于S&P 500($ SPX)的表现。我们还可以创建新的相对价格,因为星巴克又是非必需消费品行业中的个股,这一次,我们用星巴克的价格除以非必需消费品指数的价格。甚至,我们还可以用非必需消费品的价格除以标普500指数的价格来获取非必须消费品的相对强度。

上表显示了星巴克/S&P 相对强度指数 500的相对强度为0.0256(30.66 / 1197.75)。当星巴克的涨幅超过标准普尔500或跌幅小于标准普尔500时,该值增加。当星巴克的涨幅小于标准普尔500或跌幅超过标准普尔500时,该值减小。
作为参考,该表还显示了星巴克的涨跌幅和标准普尔500的涨跌幅。在第二行中,星巴克下跌2.66%,而标普500下跌1.62%。相对强度降低(-1.04%),说明星巴克的跌幅超过标准普尔500。第三行相对强度变高,因为星巴克的涨幅(+ 0.50%)超过标准普尔500的涨幅(+ .02%)。
来,咱们再把上表数据连成线。图上部为星巴克的股价走势,下部为相对强度的走势。
注意观察图中相对强度的趋势。