【ChoppyMarketIndex】
今天报告另一个简单的指标,则是George & John在书中所提出的一个指标,叫做 ChoppyMarketIndex。这个指标也是用来判断目前盘势的方法之一。计算方式如下:
ChoppyMarketIndex = (Abs(Close-Close[29]) / (Highest(High,30)-Lowest(Low,30)) * 100)
分母是最近30天最高价 – 最近30天的最低价。分子则是今天的收盘价-29天前的收盘价,然后再取绝对值。
ChoppyMarketIndex的数值也是会介於0-100之间,数值越大,代表市场趋势越明显。数值越小,则代表目前市场可能陷入摆盪状况。
ChoppyMarketIndex公式[code]
{Choppy Market Index Function
This function returns a value from 0 to 100.
A lower value denotes higher market indecisiveness (choppiness),
whereas a higher value denotes a trending market.
The only input is the number of bars that we look back.}
Inputs: periodLength(Numeric);
Vars: num(0),denom(1);
if(periodLength<>0) then begin
denom = Highest(High,periodLength) - Lowest(Low,periodLength);
num = Close[periodLength-1]- Close;
num = AbsValue(num);
ChoppyMarketIndex = 0.0;
if(denom<>0) then ChoppyMarketIndex = num/denom*100;
end;
[/code]
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