adaptive price zone

我們在操作上，最怕拉上來不敢追，一追就愛到最高點，也怕套牢時不願殺，砍完就反彈

針對這個症狀，今天來介紹一個指標叫adaptive price zone

這個指標是用來估算出股票合理的波動區間

我們見到股價接近上限就莫再追
見到股價接近下限就等反彈再砍

這指標的公式如下:

複製
1input: Length(14), BandPct(2.0);
2variable: DSEMA(0), UpBand(0), DownBand(0), RangeEMA(0), period(0), var0(0);
3
4period = squareroot(Length);
5
6DSEMA = xaverage(xaverage(close, period), period);
7
8RangeEMA = xaverage(xaverage(high-low, period), period);
9
10UpBand = DSEMA + BandPct*RangeEMA;
11
12DownBand = DSEMA - BandPct*RangeEMA;
13
14Plot1(UpBand, "Upperband");
15Plot2(close, "Close");
16Plot3(DownBand, "BottomBand");
input: Length(14), BandPct(2.0);
variable: DSEMA(0), UpBand(0), DownBand(0), RangeEMA(0), period(0), var0(0);

period = squareroot(Length);

DSEMA = xaverage(xaverage(close, period), period);

RangeEMA = xaverage(xaverage(high-low, period), period);

UpBand = DSEMA + BandPct*RangeEMA;

DownBand = DSEMA - BandPct*RangeEMA;

Plot1(UpBand, "Upperband");
Plot2(close, "Close");
Plot3(DownBand, "BottomBand");

這邊用了兩個比較不常見的函數
一個是squareroot 這是開根號的意思
另一個是xaverage，這是指數平滑式的移動平均
也就是當期被重計算
其公式是當期值 = (2/(n+1))*當期價格 + (n-1)/(n+1)*前期值
函數的語法是xaverage(數值,計算期別)

附圖是用英業達作例子，來看看過去一段時間英業達在這個zone之間的波動情況。