烧还是买？YMYD

ctcld

“Eliades New TRIN: Developed by Peter Eliades of Stock Market Cycles, the New TRIN is a further development of his Open TRIN system. The New TRIN combines the best features of the Open TRIN system and the original Arms Index.  It also has a good reputation for giving fairly reliable short-term sell signals.  The rule of thumb is that a move from below .80 to above .80 signals that selling is likely within the next few days.  These observations, though, are based on applying the New TRIN to NYSE daily volume data.  In applying the NewTRIN to total market volume (we include volume totals for the NYSE, AMEX and NASDAQ Comp in our calculations) our observation has been that lows in the .65-.70 area are sell signals, and highs in the .90-1.00 area are potential buy signals.  Note that we also invert the scale to parallel highs and lows in price.”

CoolMax

conkers

沙发腿.

Diffusion

楼上沙发腿，我这就是板凳。

不过我觉得牛牛有点不妙啊。

ddd

As long as the Daily MACD stays above its zero line, the pullback is called "base building pullback".

Watch if MACD could cross up above its zero line within a week...

Ed02

csw2002

Peter Eliades, along with Terry Laundry, are two of the worst market timers. If you had followed their advice, most likely you have sold the bottom and bought the top.

Just looking at this trin indicator, you should have noticed that it had a short signal on since Oct 04 until early Nov - when you precisely should have gone long. With a 200 handle wrong way move on SPX, it is utterly useless as a short term trading signal.

九天

MT4 平台沒有 Eliades New TRIN指標。
是不是可以用  MFI  指標代替。

        

九天

就是最下面那個指標。
兩者有點像

DDD說的有道理，
As long as the Daily MACD stays above its zero line, the pullback is called "base building pullback".

Watch if MACD could cross up above its zero line within a week...

據說高手不看指標，或者只看一個指標。
可是我們水平低，又想炒股發財， 就只好盡可能綜合考慮大量的均線和指標，減小交易次數。見下面連接
http://www.hutong9.net/forum.php ... &extra=page%3D1

redflag

buy

ddd

回复 九天 的帖子

九天MM喜欢观察各种oscilators，试过用“trend following”的方式在MT4下自动交易吗？下面的示意图使用两个信号，信号一至下单，信号相反平仓（按日内趋势做单边）。

九天

回复 ddd 的帖子

谢谢你。 我已经在下面跟了你的帖了。
http://www.hutong9.net/forum.php ... &extra=page%3D1

9号胡同

ctcld

csw2002 发表于 2012-3-7 01:26
Peter Eliades, along with Terry Laundry, are two of the worst market timers. If you had followed the ...

let's see who is he:

In 1972, he began his financial career as a stock-broker and appeared as a stock market analyst on Los Angeles television station KWHY, the nation’s first financial TV station. Several times in the fall of 1974, he predicted on KWHY that a major market bottom would occur during the week of December 9-13, 1974. The exact Dow low of 570.01 occurred on December 9, 1974. Publication of Stockmarket Cycles began in July of 1975. In 1985, the first year he was rated by the independent rating services, Mr. Eliades earned the Timer Digest’s "Timer of the Year" award and placed second in 1986 in a close race which wasn’t decided until the final trading day of the year. In 1989, Mark Hulbert (Hulbert Financial Digest) named Mr. Eliades as the "Most Consistent Mutual fund Switcher" based on Eliades timing signals for the years 1985, 1986, 1987, and 1988. From January 1985 when Hulbert first started rating Stockmarket Cycles, through August 1990, Stockmarket Cycles had the #1 market timing record in the country with a timing gain of 174.3% versus a comparable gain in the Wilshire 5000 Total Return Index of 119%.

Eliades' chart mostly is from the following charts:



An indicator that applies Put/Call ratio methodology to stock market Advance/Decline data. The one persistent pattern has been the tendency for near-to-intermediate tops to follow when the indicator is above 4.00, and near-to-intermediate bottoms to follow when the indicator is at -2.00 or below.  Tops and bottoms have been signaled either well ahead of the market, or at the same time.  



A proprietary indicator developed at Market Harmonics.com for timing short-term buy/sell signals. Crosses of the zero line, and their distance from it, help indicate the maturity of the buy/sell trend.

csw2002

Remember the addage: past records are no guarantee for future result. Check Peter Eliades' recent records - it's absolutely dismal - and this is coming from me who has access to Eliades' reports.

Case in points, Peter (who has retired from active market timing this year and sent his subscribers to Terry Laundry) did predict the top correctly in May 2011 (though he termed it multi-decade top which didn't even last 1 year), but so did he predict a top in Dec 2010-(temp bottom),  Sept 2010 (bottom), May 2010 (bottom)...Going back further, he maintained a market top call from April 2009 until Oct 2009 (again, suffering 250+ handle move to the wrong side if you stuck with his call).

licai5688

{:8_442:}

google

K, where did you get so many nice diagrams?

atrader

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ctcld

回复 九天 的帖子

不一样的参考信号，计算方法也不一样，但都反映了价量关系。

TRIN acts as an oscillator, the indicator is often used to identify short-term overbought and oversold situations.
(advances / declines) / (up volume / down volume)

MFI is also known as volume-weighted RSI
  * 1. Typical Price = (High + Low + Close)/3
  * 2. Raw Money Flow = Typical Price x Volume
  * 3. Positive Money Flow = Sum of positive Raw Money Flow over 14 periods.
  * 4. Negative Money Flow = Sum of negative Raw Money Flow over 14 periods.
  * 5. Money Flow Ratio = (Positive Money Flow)/(Negative Money Flow)
  * 6. Money Flow Index = 100 - 100/(1 + Money Flow Ratio)

九天

回复 ctcld 的帖子

谢谢解析和说明，又学习了。

根据你的信息，我去
http://www.armsinsider.com/
看了看。説，
The TRIN is the advance/decline ratio
divided by the advance volume/decline volume ratio:
((Advancing issues/declining issues) / (advancing volume/declining volume))

还有具体的
Examples of TRIN calculations:
确实跟MFI不一样。

真佩服你五体投地，炒股炒到这种境界，又是书法家，大画家。
查了MT4，MT5，以及一个ECN平台共有差不多100个TA指标，都没有TRIN。可是我没有IB。
所以，如果觉得这个TRIN指标有用，能赚钱，而自己的平台不提供，就可以自己或者雇个IT民工写过TRIN指标源码。
个人觉得可以在MT4平台用MQL4语言写。