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2025-02-01 23:51本頁(yè)面
【正文】 nt and figure chart, X39。s are for declining prices. When the market reverses direction by the defined amount, a new column starts to the right at the corresponding price level. If the price moves in either direction by less than the certain amount (the minimum interval), no new marks will be made, no matter how much time passes. 23 Some of the Technical indicators used in technical analysis: ?Trend indicators smooth variable price data to create a posite of market direction. ?Market strength indicators describe the intensity of market opinion with reference to a price by examining the market positions taken by various market participants. ?Volatility indicators describe the size of daytoday price fluctuations independent of their direction. ?Cycle indicators determine the timing of a particular market patterns. 24 Some of the Technical indicators used in technical analysis: ?Support and resistance indicators describe the price levels where markets repeatedly reverse. ?Momentum indicators determine the latent strength or weakness of a trend as it progresses over time. 25 Interested in more technical analysis of financial data? 26 Technical traders in our simulation game ?Based on simple average rules ?Buy Yen if the narrow window (n) moving average of Yen per USD is higher than its corresponding wide window (w) moving average. ?Let MA(t,m) =[p(t1) + …+ p(tm)]/m ?For wn, the technical trading signal is ?buy if MA(t,n)MA(t,w) ?sell if MA(t,n)MA(t,w) 27 A taste of forecasting 28 1. Forecasting based on past timeseries data ?Timeseries model, ARMA(p,q): s(t) = a(0) + a(1)s(t1) + … + a(p)s(tp) + e(t) + b(1)e(t1) +
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