Bull power/Bear power indicatoren - hulp gevraagd bij het ma
Geplaatst: wo 18 dec 2002, 11:56
Wie kan mij helpen het onderstaande verhaal te vertalen naar twee formules voor bovenstaande indicatoren van Dr. Elder?
-Bull power is the current price bar?s
high minus a 13-bar exponential moving
average (EMA) of closing prices.
-Bear power is the current price bar?s low minus the 13- bar EMA.
The EMA formule is:
Today?s EMA = (C*(P ? EMA-1)) + EMA-1
where
P = current price (typically, the closing price)
EMA-1 = previous period?s EMA
C = smoothing constant
The following formula relates the smoothing constant used in an EMA to the number of bars in an equivalent SMA:
Smoothing constant (SC) = 2/(1+N)
where
N = number of periods in SMA (Simple Moving Average)
Het geeft twee afzonderlijke indicatoren, Bull Power en Bear Power in histogram,die fluctueren rond de 0 lijn.
-Bull power is the current price bar?s
high minus a 13-bar exponential moving
average (EMA) of closing prices.
-Bear power is the current price bar?s low minus the 13- bar EMA.
The EMA formule is:
Today?s EMA = (C*(P ? EMA-1)) + EMA-1
where
P = current price (typically, the closing price)
EMA-1 = previous period?s EMA
C = smoothing constant
The following formula relates the smoothing constant used in an EMA to the number of bars in an equivalent SMA:
Smoothing constant (SC) = 2/(1+N)
where
N = number of periods in SMA (Simple Moving Average)
Het geeft twee afzonderlijke indicatoren, Bull Power en Bear Power in histogram,die fluctueren rond de 0 lijn.