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證券市場技術指標百科全書》,[美] 羅伯特·W科爾比|責編:崔人傑|譯者:... 編,出版社: 山西人民。

山西人民出版社成立於1951年11月5日,是山西省成立最早和規模最大的綜合性出版社,現隸屬於山西出版傳媒集團。出書範圍涵蓋政治、經濟、哲學、歷史、文化、古籍[1]辭書、工具書[2]、美術等讀物以及大、中、小學教材、教參在內的廣泛領域。

作者介紹

(美)羅伯特·W.科爾比

美國大型金融服務集團公司CMT董事長兼首席投資策略師,市場技術分析師協會(MTA)成員,紐約大學和紐約金融學院的兼職教授。

在創立CMT之前,科爾比曾在幾家華爾街大公司擔任自營交易員、技術分析師和基本面分析師,然後擔任機構、私人投資者和交易員的顧問,提供技術分析報告以及為客戶量身定製的研究服務和交易系統。在此過程中,他親眼目睹了各種大肆向公眾宣傳和兜售的「買入並持有」、「資產配置再平衡」等策略的巨大失敗。

科爾比認為,投資者應該有一個更好的選擇,於是他創立了CMT,利用他經受住時間考驗的研究,幫助投資者從傳統交易模式的失敗中恢復過來,並走向輝煌——無論股市處於牛市還是熊市背景。他的客戶包括世界上非常有名的成功交易員和投資者。

多年來,科爾比撰寫了大量關於投資策略、研究方法、基本指標和圖表模式解釋的論文,發表在《福布斯》、《機構投資者》、《華爾街日報》、《投資者商業日報》等美國的幾乎所有有影響力的專業媒體上。

目錄

第一部分市場技術指標評價································1

市場技術指標簡介································2

市場技術指標的前行模擬為跨時持續盈利提供可能··················7

找到適用你的市場技術指標··························21

關於市場技術指標、模型及交易系統的其他觀點················31

第二部分市場技術指標···························39

絕對廣量指標································40

累積/派發線(AD)·····························44

累積擺動指標(ASI)···························47

自適應移動平均線(AMA)·························51

漲跌背離擺動指標(ADDO)························52

漲跌線指標(A-D線)···························52

非累積漲跌線:休斯寬度動量擺動指標·····················59

八個參數的百分比休斯寬度動量擺動指標····················65

漲跌比率指標·······························66

投資顧問情緒指標······························69

ADX(平均動向)·····························73

美國個人投資者協會調查··························73

安德魯音叉線:中線方法···························74

阿姆斯的簡易波動指標(EMV)·······················79

阿姆斯的短線交易指數(TRIN,MKDS)·················82

阿隆指標,阿隆擺動指標···························91

占星術,天文周期的金融應用·························97

占星術,長期周期·····························101

平均動向指標(ADX)··························102

平均真實波幅·······························102

黑箱系統·································103

布林線··································103

布林帶寬指標·······························109

博爾頓—特倫布萊指標···························110

括括弧,括弧,動態括弧··························111

寬度漲跌比指標:寬度衝力·························112

好友指數································117

看漲—看跌美元價值流向線(CPFL)···················119

看漲—看跌美元價值比率·························123

看漲—看跌期權費比率··························126

看漲—看跌期權成交量比率·························130

蔡金的資金流指標·····························133

錢德動量擺動指標(CMO)························134

統計顯著性卡方檢驗····························137

熔斷ꎬ每日價格限制ꎬ停牌ꎬ交易限制··················139

多重技術指標組合·····························140

交易商持倉報告······························141

商品期貨通道指標(CCI)························142

商品期貨通道指標穿越零:零值CCI···················145

商品期貨選擇指標(CSI)························149

信心指標·································153

反向意見:逆向思維投資藝術························154

估波曲線(估波指南)···························155

累計淨值線································162

累積成交量指標······························163

時間和價格周期······························163

數據時間和價格周期····························175

數據探索ꎬ數據挖掘時間和價格周期····················176

月內之日時間和價格周期··························176

周內之日·································185

十年形態ꎬ十年周期···························190

DEMA·································195

需求指標(DI)·····························195

背離停損,凱斯自適應性背離停損······················196

帝納波利點位,斐波那契盈利目標······················196

動向指標(DMI)····························199

較低的平均動向(ADX):暴風雨前的平靜··················203

背離分析·································204

唐奇安的四周規則·····························207

雙指數移動平均線(DEMA)·······················207

道氏理論·································211

鄧尼根的單向公式·····························241

鄧尼根的衝力方法·····························241

有效市場假說·······························242

艾爾德射線································242

終點移動平均線(EPMA)························243

包絡線ꎬ移動平均包絡線和交易帶·····················243

淨值下降比率·······························247

探索性數據分析······························247

指數移動平均線(EMA),指數平滑移動平均線···············247

斐波那契數列,斐波那契周期························256

強力指數·································261

傅里葉分析:快速傅里葉變換························261

基金淨申購指數······························265

CSI永久合約期貨滾動算法·······················266

期貨合約:到期月份和符號·························267

江恩角··································268

江恩九方圖································272

通用汽車充當市場領頭羊股票························274

格羅斯三一指數······························278

霍蘭指數·································279

哈里克獲利指標······························283

高動量交易系統······························286

高低點邏輯指數······························287

興登堡凶兆································288

聖杯指標·································289

鈎形指標·································289

假設檢驗·································290

指標季節———艾爾德概念·························290

指標季節———科爾比變量·························291

指標季節———科爾比變量指標策略舉例···················291

慣性指標·································299

內部人賣出/買入比率···························299

市場間背離································306

日內交易ꎬ當日交易ꎬ日內價格行為····················306

一月份晴雨表·······························310

一月份效應································314

一月份前五日:一個「早期預警」系統···················315

卡吉圖··································317

凱恩的%K鈎形指標···························319

凱斯指標·································319

帶EMA濾波器的肯特納通道·······················320

肯特納短期趨勢規則····························323

肯特納10日移動平均線規則·······················324

關鍵反轉日································324

帶濾波器的關鍵反轉日···························325

克林格成交量擺動指標(KO)·······················328

確然指標(KST)····························329

大宗交易比率·······························336

大宗交易·································337

最小二乘法································337

線性回歸線································338

線性回歸斜率·······························341

流動性指標································344

利弗莫爾擺動系統ꎬ利弗莫爾滲透濾波器··················345

羅瑞報告·································345

盧卡斯數列································354

保證金指標································354

保證金負債量·······························354

保證金比率································359

市場輪廓·································360

市場風向·································360

瑪特的大師交易公式····························361

數學模型·································361

最大熵譜分析(MESA)ꎬ最大熵法(MEM)················363

麥克萊倫擺動指標·····························364

麥克萊倫和指標······························368

信步指標·································374

會員/零股指標······························374

會員空頭比率·······························375

蔡金的資金流指標·····························380

年內之月:顯著季節性升降趨勢·······················380

最活躍股票································388

平滑異同移動平均交易方法(MACD)···················390

移動平均濾波器和多重確認·························393

移動平均擺動指標·····························393

移動平均線斜率······························394

多重共線性································394

運用指數移動平均線交叉規則的多重時間框架分析···············395

共同基金現金/資產比率··························399

N日規則································399

負量指標(NVI)····························401

新高減新低指標······························404

新高新低差/交易股票總數量:新高/新低比率················408

新高數量/交易股票總數量·························411

新股寒暑表指標(IPO月發行總量)···················415

新低數量/交易股票總數量·························415

百分之九十之日ꎬ九比一之日·······················420

諾弗里的擁塞相系統····························429

上漲股票數量·······························429

下跌股票數量·······························432

零股平衡指標:零股賣出總量/零股買入總量·················437

零股賣空比率·······························440

奧哈馬的三維技術指標···························452

淨額成交量指標······························452

未平倉合約································453

未平倉合約之拉里·威廉姆斯變異係數····················457

未平倉合約趨勢跟蹤策略··························458

期權指標·································462

擺動指標·································463

區間外收盤的外包日····························465

超買/超賣擺動指標····························465

拋物線時間/價格交易系統·························466

位於30周及10周簡單移動平均線上方股票百分比············473

許可濾波器ꎬ許可篩選器·························479

樞軸點··································479

樞軸點轉向交易系統····························480

點數圖(P﹠F圖)···························483

極化分形效率指標(PFE)························489

正量指標(PVI)····························491

節前季節性指標······························495

總統選舉周期·······························495

價格通道交易區間突破規則·························502

價格通道交易區間突破規則———動態角度··················506

價格擺動指標:移動平均擺動指標······················506

價格趨勢通道:向上傾斜或向下傾斜·····················510

程序化交易成交量指標···························511

投射帶指標································513

投射擺動指標·······························518

專有指標·································523

心理線———心理線意向擺動指標(PI)··················523

公眾空頭比率·······························524

公眾/專家空頭比率····························528

看跌/看漲期權費比率···························532

看跌/看漲期權費比率跳躍策略的指標策略舉例················532

看跌/看漲比率:看跌/看漲成交量比率···················536

Q棒指標································540

R平方指標·······························546

隨機遊走假說·······························550

隨機遊走指標(RWI)···························550

靈活參數的隨機遊走指標MetaStock系統測試規則···································552

區間指標:厄普肖「跟蹤交易區間」價格投射方法(HOTR)···································555

區間指標(TRI)····························559

價格變動率指標(ROC)·························563

相對強度(比率分析)···························566

相對強弱指標(RSI)··························575

相對波動性指標(RVI)·························582

忍蔻圖(磚形圖)·····························585

阻力指標·································586

阿瑟·梅里爾阻力指標···························586

七數規則·································588

聖誕老人升浪·······························589

舒爾茨上漲股票比(A/T)·························589

第二小時指標·······························593

二次發售指標·······························593

板塊輪動指標·······························594

情緒指標·································596

夏普比率·································598

菲利普·厄蘭格個股空頭淨額指標······················598

熊市標誌·································603

簡單移動平均線(SMA):算術移動平均數··················607

簡單移動平均線指標策略··························608

速度阻力線································615

跳板指標·································616

階段分析指標·······························616

標準差指標································618

統計學指標································619

斯蒂克斯指標(STIX):短期聚合指標··················620

隨機指標(萊恩隨機指標)·························624

隨機指標流行突破:斯特克突破·······················634

股票市場價格指數·····························634

支撐和阻力指標······························637

擺動濾波器指標······························641

威爾德擺動指標······························641

擺動回撤水平·······························642

泰勒公式方法·······························643

TEMA·································644

三線反轉圖································644

移動平均線三線交叉····························646

跳動量柱狀圖·······························650

時間分割成交量指標(TSV)·······················650

時間序列預測(TSF),移動線性回歸,終點移動平均線(EPMA)······651

交易股票總量·······························652

總賣空比率································652

總盈利交易百分比,交易者勝率·······················652

陷阱:牛市陷阱,熊市陷阱·························653

跟蹤轉向交易系統·····························653

趨勢通道指標·······························653

趨勢線指標································654

三叉戟商品期貨交易系統·························656

三重交叉法································656

三重濾網交易系統·····························661

契克斯指標(TRIX,對數收盤價三重指數平滑移動平均線)···································661

真實波幅·································665

25日多元化指標的指標策略舉例:舊標準已過時··············668

雙重移動平均線交叉····························672

龜湯交易法································672

典型價格·································672

終極擺動指標·······························673

價格不變股票數量指標···························677

漲跌成交量比率·····························680

波動率簡介·······························684

蔡金波動率指標·····························685

芝加哥期權交易所市場波動率指數(VIX)·················685

波動率(VIX)指標策略舉例·······················688

波動帶指標································689

波動率與價格通道·····························689

波動率與價格通道趨勢跟蹤策略的指標策略舉例···············690

波動率擴張指標······························693

阿瑟·梅里爾的波動率指標·························694

波動比率·································695

成交量指標································697

成交量加速度·······························702

成交量收集擺動指標ꎬ成交量收集趨勢···················705

成交量:淨上漲減下跌股票累積成交量指標··················711

成交量:累積成交量比率·························712

上漲股票成交量······························712

下跌股票成交量······························715

成交量:克林格擺動指標(KO)·······················715

成交量:紐約證券交易所對比場外市場····················719

成交量:平衡成交量指標(OBV)······················719

成交量擺動指標······························725

成交量∗價格動量擺動指標(V∗PMO)··················727

成交量反轉指標······························730

上漲日成交量/下跌日成交量·······················733

成交量:威廉變異離散量(WVAD)·····················733

每周華爾街(W$W)市場技術指標···················735

加權移動平均線:移動位置加權算術平均方法·················739

差別加權技術指標·····························744

威爾德平滑································745

威廉百分比範圍指標(%R)························745

威廉變異離散量(WVAD)························745

威科夫波浪································745

MetaStock系統及羅伯特·W.科爾比提供的特別優惠·········746

參考文獻

  1. 古籍目錄分類及演變,豆丁網,2011-06-01
  2. 工具書有哪些類型,中學生讀書網