Hts 技術指標說明

HTS
V1R1
KWAY INFORMATION CORPORATION
1 , 27
The information contained herein is the exclusive property of K WAY Information Corp. and shall not be distributed,
reproduced, or disclosed in whole or in part without prior written permission of K WAY Information Corp
Revision History
2007/07/30
(Description)
V1R1
HTS
HTS ,k ,,
, 4
2 , 27
INDEX
1.
...........................................................................................................................................................................
6
2.
...................................................................................................................................................................
6
3.
4.
2.1.
K .................................................................................................................................................................. 6
2.2.
(LINE CHART - MN_LINE) ..................................................................................................................... 6
2.3.
BAR CHART - MN_BAR ............................................................................................................................ 6
2.4.
(POLE CHART - MN_POLE) ..................................................................................................................... 6
2.5.
MN_AVOL ...................................................................................................................................... 7
2.6.
MN_BALANCE .................................................................................................................................... 7
2.7.
EQUI VOLUME .......................................................................................................................................... 7
2.8.
CANDLE VOLUME ....................................................................................................................................... 7
2.9.
......................................................................................................................................................... 7
2.10.
OX ........................................................................................................................................................... 9
2.11.
................................................................................................................................................ 9
2.12.
........................................................................................................................................................ 9
2.13.
KAGI ............................................................................................................................................................. 9
2.14.
RENKO .......................................................................................................................................................... 10
2.15.
ZIGZAG ....................................................................................................................................... 10
.................................................................................................................................................................
11
3.1.
................................................................................................................................................... 11
3.2.
....................................................................................................................................................... 11
3.3.
A/D LINE ....................................................................................................................................... 11
3.4.
ADX(AVERAGE DIRECTIONAL MOVEMENT INDEX)............................................................................. 12
3.5.
(CCI) .......................................................................................................................................... 12
3.6.
DEMARK ............................................................................................................................................................. 13
3.7.
DMI ................................................................................................................................................ 13
3.8.
MACD ............................................................................................................................................................... 14
3.9.
MACD OSC........................................................................................................................................................ 14
3.10.
PARABOLIC.................................................................................................................................................... 14
3.11.
PMAO(PRICE MOVING AVERAGE OSCILLATOR ............................................................................. 15
3.12.
RSI(RELATIVE STRENGTH INDEX).......................................................................................... 15
3.13.
TRIX(TRIPLE EXPONENTIALLY SMOOTHED MOVING ACERAGE).................................. 15
3.14.
WC(WEIGHTED CLOSE) ................................................................................................................................... 15
.................................................................................................................................................................
16
3 , 27
5.
6.
4.1.
MOMENTUM ...................................................................................................................................... 16
4.2.
....................................................................................................................................................... 16
4.3.
AB .............................................................................................................................................................. 16
4.4.
BAND WIDTH ...................................................................................................................................................... 16
4.5.
BAND %B........................................................................................................................................................... 17
4.6.
........................................................................................................................................... 17
4.7.
CO(CHAIKIN'S OSCILLATOR) .............................................................................................................................. 17
4.8.
........................................................................................................................................... 18
4.9.
............................................................................................................................................... 18
4.10.
FAST KD ...................................................................................................................................................... 18
4.11.
LFI ............................................................................................................................................................ 19
4.12.
MASS INDEX.................................................................................................................................................. 19
4.13.
NCO(NET CHANGE OSCILLATOR) ......................................................................................... 19
4.14.
ON BALANCE PRICE ........................................................................................................................................ 19
4.15.
PROC(PRICE RATE OF CHANGE) ................................................................................................ 19
4.16.
SLOW KD ...................................................................................................................................................... 20
4.17.
SONAR ........................................................................................................................................................ 20
4.18.
WILLIAM %R ................................................................................................................................ 20
.................................................................................................................................................................
20
5.1.
............................................................................................................................................... 20
5.2.
................................................................................................................................................... 21
5.3.
........................................................................................................................................................... 21
5.4.
............................................................................................................................................... 21
5.5.
OBV(ON BALANCE VOLUME) ................................................................................................................... 22
5.6.
OBP(ON BALANCE PRICE) .................................................................................................................................. 22
5.7.
VMAO(VOLUME MOVING AVERAGE OSCILLATOR) .......................................................................... 22
5.8.
VR(VOLUME RATIO) ...................................................................................................................... 22
5.9.
............................................................................................................................................... 23
.........................................................................................................................................................
23
6.1.
NPSY .............................................................................................................................................. 23
6.2.
PSY .................................................................................................................................................... 23
6.3.
AVERAGE TRUE RANGE ......................................................................................................................................... 23
6.4.
ELDER-RAY BEAR POWER ................................................................................................................................ 24
6.5.
ELDER-RAY BULL POWER ................................................................................................................................ 24
6.6.
NEGATIVE VOLUME INDEX ..................................................................................................................................... 24
6.7.
PVI(POSITIVE VOLUME INDEX)........................................................................................................................... 24
4 , 27
7.
6.8.
SIGMA ............................................................................................................................................................. 25
6.9.
TR(TRUE RANGE) .............................................................................................................................................. 25
.................................................................................................................................................................
25
7.1.
................................................................................................................................................... 25
7.2.
ENVELOPE .......................................................................................................................................................... 26
7.3.
KELTNER CHANNE ................................................................................................................................................. 26
7.4.
MOVING AVERAGE CHANNELS .................................................................................................................................. 26
7.5.
........................................................................................................................................................... 26
5 , 27
1.
Oopen price
Hhigh price
Llow price
Cclose price
Vtrading volumes
AMarket turnover
tDay ex C(t) => Day Close Price
t-1Previous day
MA(x,n,t)X n t
SUM(x,n): x n
STD(x,n)x n
|x|x
MAX(x1, x2,..)
MIN(x1, x2,..)
2.
2.1. K
2.2. (Line Chart - MN_LINE)
2.3.
(Bar Chart - MN_BAR)
,
,
2.4. (Pole Chart - MN_POLE)
6 , 27
2.5.
MN_AVOL
MN_AVOL
Y, X,,
1.= () / n
,{-/n},
2. ,
100,
2.6.
MN_BALANCE
MN_BALANCE
,5
,,
,,
1,,
,,
2,,
,SPAN,
3SPAN,
n1:
n2:
n3:
n4:
n5:
1
2
1)
- (n1 + n1)/2
2)
3)
4)
- (n2 + n2)/2
SPAN n3
SPAN1 - (+)/2,n4
7 , 27
5)
SPAN2 - (n5+)/2,
n5
2.7.
Equi volume
Equi volume - MN_EVOL
,
Power Box,,
Power Box,,
(Box),
,
2.8.
Candle Volume
Candle Volume - MN_CVOL
,
,
2.9.
MN_TRHEE
OX,
:3,3
,,
,3,
,3,
8 , 27
2.10. OX
MN_PF
X , O
X,, O,
,,,
,(/)X O
2.11.
MN_CURVE
,,
(25),,,
2.12.
MN_PV
X,
2.13. Kagi
MN_KAGI
,,
,,,
kagi
9 , 27
,kagi
kagi,
,,
,,
,
2.14. Renko
MN_RENKO
, Renko ()
,
,
,
,,,
,
2.15. ZigZag
_ MN_ZIGZAG
,
,,,
,
:,,,
,,,
10 , 27
3.
3.1.
MN_PMA
,,
PMA(t) = [C(t) + C(t-1) + C(t-2).(C(n-1)] / n
PMA(t) = [C(t)*n + C(t-1)*(n-1).+ C(n-2)*2+ (C(n-1)*1) / (n+n-1+1)
PMA(t) = K * C(t) + (1-K)*PMA(t-1)

K = 2/(n+1)
3.2.
MN_NET
,
,
,
n,
3.3.
A/D Line
A/D Line(Accumulation/Distribution)
AD,,AD,
AD,Divergence,AD
ADLine = [(C L) (H C)/(H L)
11 , 27
3.4.
ADX(Average Directional movement index)
ADX(Average Directional movement index)
+DIDI
,ADX,
n :
p = H(t) H(t-1)
m = L(t-1) L(t)
PDM
MDM
tr1
tr2
=
=
=
=
(p > m)? p:0

(m > 0 && p < m)? m:0
|H(t) L(t)|
|H(t) C(t-1)|
tr3 = |L(t) C(t-1)|

TR = MAX(tr1, tr2, tr3)
1.pDI : (MA(PDM, n) / MA(TR, n)) x 100
2.mDI : (MA(MDM, n) / MA(TR, n)) x 100
dDI = |pDI - mDI|
sDI = pDI + mDI
DX = (dDI / sDI) * 100
ADX = MA(DX, n, E)
3.5.
(CCI)
CCI(Commodity Channel Index)
,CCI
,,
0,CCI,,
,
CCI 100 +100
,-100CCI
Divergence,CCI
n :
12 , 27
MPt : (H+L+C) / 3
MPMAt
: MA(MPt, n)
MDt :[|MPi - MPMAt|] / n (i = t t-n+1)
CCI : (MPt MPMAt) / (0.015*MDt) * 100
3.6.
Demark
Demark
Demark ,
if (O(t-1) > C(t-1))

else if (O(t-1) < C(t-1))
X = (H(t-1)+L(t-1)+C(t-1)+L(t-1)) / 2
X = (H(t-1)+L(t-1)+C(t-1)+H(t-1)) / 2
else
X = (H(t-1)+L(t-1)+C(t-1)+C(t-1)) / 2
DemarkHigh = X L(t-1)
DemarkLow = X H(t-1)
3.7.
DMI
DMI(Directional Movement Index)
DI ,-DI
+DI DI
+DI DI ,+DI DI
+DI DI,
+DI DI
n :
p = H(t) H(t-1)
m = L(t-1) L(t)
PDM = (p > m)? p:0
MDM = (m > 0 && p < m)? m:0
13 , 27
tr1 = |H(t) L(t)|

tr2 = |H(t) C(t-1)|
tr3 = |L(t) C(t-1)|
TR = MAX(tr1, tr2, tr3)
1.pDI: (MA(PDM, n) / MA(TR, n)) x 100
2.mDI : (MA(MDM, n) / MA(TR, n)) x 100
3.8.
MACD
MACD(Moving Average Convergence & Divergence)
n1
n2
n3
MACD
= MA(C, n1, E) - MA(C, n2, E)
Signal = MA(MACD, n3, E)

Oscillator = MACD - Signal
3.9.
MACD OSC
MACD OScillator(Moving Average Convergence & Divergence Oscillator) - MN_MACDOS
MACDSignal,Oscillator
0point,0
n1:
n2:
n3: signal
MACD= MA(C, n1, E) - MA(C, n2, E)

Signal= MA(MACD, n3, E)
Oscillator = MACD Signal
3.10. Parabolic
Parabolic
max : af
af :
14 , 27
Parabolic = Parabolic + x ( - Parabolic)

: 0.02 0.020. 2
: ,SAR,
Parabolic SAR ,
3.11. PMAO(Price Moving Average Oscillator

PMAO(Price Moving Average Oscillator)
n1:
n2:
PMAO :{ [MA(C, n1) MA(C, n2)] / MA(C, n1) }
x 100
3.12. RSI(Relative Strength Index)

RSI(Relative Strength Index)
RS = n/ n
RSI=(n/n+ n) )
x 100
= 100 - 100 / (1 + RS)
3.13. TRIX(Triple Exponentially Smoothed Moving Acerage)

TRIX(Triple Exponentially Smoothed Moving Acerage)
n:
T1 = MA(C, n, E)
T2 = MA(T1, n, E)
T3 = MA(T2, n, E)
TRIX = [ (T3(t) T3(t-1)) / T3(t-1) ] x 100
3.14. WC(Weighted Close)

WC(Weighted Close)
WC = (C x 2 + H + L ) / 4
15 , 27
4.
4.1.
MOMENTUM
Momentum
4.2.
C(t)/ C(t-n)
Disparity
n :
( C / MA(C, n) ) *100
** ,100,
4.3.
AB
AB Ratio
AB Ratio,,
n1
n2
A Ratio = SUM( (H(t) O(t)), n1)

/ SUM( (O(t) L(t)), n1 ) * 100
B Ratio = SUM( (H(t) C(t-1)), n2) / SUM( (C(t-1) L(t)), n2 ) *
100
4.4.
: A-Ratio
: B-Ratio
Band Width
Band Width
Band Width,
,
n :
m :
MLine = MA(C, n)
HLine = MLine + m * STD(MLine, n)
16 , 27
LLine = MLine - m * STD(MLine, n)

Band Width = [ (HLine LLine) / MLine ] * 10000
4.5.
Band %B
Band %B
Bollinger Band
,
Bollinger Band
signal(n
)
%B
,
Bollinger Band
n:
m:
MLine = MA(C, n)
Band %b = (C HLine) / (HLine LLine)
4.6.
4.7.
CO(Chaikin's Oscillator)
OBV, Marc ChaikinCO
CO,
Chaikin's Oscillator
60,0
60,0
,,
n1 :
n2 :
CAD = [ (C-L)-(H-C) / (H-L) x V

CO = MA(CAD, n1) MA(CAD, n2)
17 , 27
4.8.
CV(Chaikin's Volatility)
, ,

,,
,CV,,
n :
HLma = MA(H-L, n, E)
CV = [[ HLma(t) HLma(t-n) ] / HLma(t-n) ] * 100
4.9.
EOM(Ease Of Movement)
EOM
EOM,,
,,EOM0
EOM0,,,
n :
Val = ((H(t)+L(t))/2 - (H(t-1)+L(t-1))/2) / (V/(H(t)-L(t))) * 100

EMV = MA(Val, n, E)
4.10. Fast KD
Fast Stochastics - MN_STOCHF
,,,
%K%D,%K%D
fast,
fast : n, m
slow : n, m, l
fast %K : [( n) / (n n
)] x 100
fast %D(= slow %K) : MA(fast %K, m)
18 , 27
4.11. LFI
LFI
val = C - O
if (val > 0)
else
LFI(t) = LFI[t-1] + val x 3

LFI(t) = LFI[t-1] + val x 2
4.12. Mass Index

MI(Mass Index)
n : (9)
m : (20)
(1) Range = H - L
(2) MA1 = MA(Range, n, E)
(3) MA2 = MA(EMA1, n, E)
(4) Mass = MA1 / MA2
(5) MI = SUM(Mass, m)
4.13. NCO(Net Change Oscillator)

NCO(Net Change Oscillator)
C(t) C(t-n)
4.14. On Balance Price

OBP(On Balance Price) - MN_OBP
,1,,,-1
(1)
(2)
(3)
OBP
C(t) > C(t-1) val = 1

C(t) < C(t-1) val = -1
C(t) > C(t-1) val = 0
= val
4.15. PROC(Price Rate Of Change)

PROC(Price Rate Of Change)
[(C(t) C(t-n)) / C(t-n)] * 100
19 , 27
4.16. Slow KD
Slow Stochastics MN_STOCHS
,
,
%K%D,%K%D
slow
fsat, slow
slow KD,KD
fast : n, m
slow : n, m, l
fast %K : [( n) / (n n
)] x 100
fast %D(= slow %K) : MA(fast %K, m)
slow %D : MA(fast %D, l)
4.17. SONAR
SonaR
n1 :
SonaR = [(MA(C, n1, E)(t) MA(C, n1, E)(t-1)) / MA(C, n1, E)(t-1)]
x 100
4.18. William %R
William %R
[(n-) / (n - n) ]
* (-100)
5.
5.1.
MN_VMA
,
,
20 , 27
AMA(t) = [A(t) + A(t-1) + A(t-2).(A(n-1)] / n
AMA(t) = [A(t)*n + A(t-1)*(n-1).+ A(n-2)*2+ (A(n-1)*1) / (n+n-1+1)
AMA(t) = K * A(t) + (1-K)*AMA(t-1)

K = 2/(n+1)
5.2.
MN_VMA
,
,
VMA(t) = [V(t) + V(t-1) + V(t-2).(V(n-1)] / n
VMA(t) = [V(t)*n + V(t-1)*(n-1).+ V(n-2)*2+ (V(n-1)*1) / (n+n-1+1)
VMA(t) = K * V(t) + (1-K)*VMA(t-1)

K = 2/(n+1)
5.3.
()
5.4.
(x (300)/)x100
MFI(Money Flow Index) - MN_MFI
70-80,20-30
TP(Typical Price) = (H+L+C) / 3

Money Flow = TP * V
PositiveMoneyFlow : TP(t) > TP(t-1) ,MoneyFlow
21 , 27
NegativeMoneyFlow : TP(t) < TP(t-1) ,MoneyFlow

Money Ratio : PositiveMoneyFlow / NegativeMoneyFlow
Money Flow Index = 100 - 100 / (1 + MoneyRatio)
5.5.
OBV(On Balance Volume)
OBV(On Balance Volume)
,,
,,
,OBV,
,OBV,
,OBV,
OBV
5.6.
OBP(On Balance Price)
OBP (On Balance Price)
(1) C(t) > C(t-1) val = 1

(2) C(t) < C(t-1) val = -1
(3) C(t) > C(t-1) val = 0
OBP = val
5.7.
VMAO(Volume Moving Average Oscillator)
VMAO(Volume Moving Average Oscillator)

n1:
n2:
5.8.
VMAO :{ [MA(V, n1) MA(V, n2)] / MA(V, n1) }
x 100
VR(Volume Ratio)
VR(Volume Ratio)
n
22 , 27
VR = [ (n
5.9.
x 0.5)/ (n
x 0.5) ] x 100
VROC(Volume Rate Of Change)

n
[ (C(t) V(t-n)) / V(t-n) ] x 100
6.
6.1.
NPSY
n
([n
6.2.
x (n
) - n
x (n
)] / n ) x 100%
PSY
6.3.
= ( n
/n ) * 100
Average True Range
ATR(Average True Range)
n :
n :
TR = Max(+DM, -DM, CL)
+DM = |H(t)-C(t-1)|
-DM = |L(t)-C(t-1)|
CL = |H(t)-L(t)|
ATR = MA(TR, n, S)
23 , 27
6.4.
ELDER-RAY BEAR POWER
ELDER-RAY BEAR POWER
,BEAR POWER
n :
6.5.
(),
L - MA(C, n, E)
ELDER-RAY BULL POWER
ELDER-RAY BULL POWER
,,
/
,BULL POWER,
n :
H - MA(C, n, E)
6.6.
Negative volume index
NVI(Negative Volume Index) - MN_NVI
NVI,,,
100
(1) V(t) V(t-1) : NVI(t) = NVI(t-1) + (C(t)-C(t-1)) / C(t-1)
100
(2) V(t) V(t-1) : NVI(t) = NVI(t-1)
6.7.
PVI(Positive Volume Index)
PVI(Positive Volume Index)
100
(1) V(t) V(t-1) : PVI(t) = PVI(t-1) + (C(t)-C(t-1)) / C(t-1) 100
(2) V(t) V(t-1) : PVI(t) = PVI(t-1)
24 , 27
6.8.
SIGMA
SIGMA
n :
S = ( (C MA(C,n)) / (n - 1) )
SIGMA = ( (C MA(C,n)) / S ) x 100
6.9.
TR(True Range)
TR(True Range)
TR = Max(+DM, -DM, CL)

+DM = |H(t)-C(t-1)|
-DM = |L(t)-C(t-1)|
CL = |H(t)-L(t)|
7.
7.1.
Bollinger Band - MN_BOLB
2,3
Bollinger Band
,Bands,,Bands
,Bands,Bands
n :
m:
MLine = MA(C, n)
25 , 27
7.2.
Envelope
Envelope
n :
k : (range value) /
1 .Mat : MA(C, n)
2 .Ubt
: Mat x (1 + k)
3 .LBt
7.3.
: Mat x (1 - k)
keltner channel
KC(Keltner Channel)
n,n
n : (10)
(1) Center : MA((H+L+C)/3, n, S)

(2) Upper Band : Center + MA(H-L, n, S)
(3) Lower Band : Center - MA(H-L, n, S)
7.4.
Moving average channels
MAC(Moving Average Channels)
n : (10)
m : (0.02)
(1) MAC: MA(H, n) ( 1 + m)

(2) MAC : MA(H, n)
(3) MAC : MA(L, n)
(4) MAC: MA(L, n) (1 - m)
7.5.
Pivot
,Pivot Point,1,2,1
,25
P(Pivot Point) = (H(t-1) + L(t-1) + C(t-1))/3

1= 2 x P L(t-1)
26 , 27
2= P + H(t-1) L(t-1)
1= 2 x P H(t-1)
2= P - H(t-1) L(t-1)
27 , 27

Hts 技術指標說明

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Hts 技術指標說明

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KWAY INFORMATION CORPORATION

(LINE CHART - MN_LINE) ..................................................................................................................... 6

BAR CHART - MN_BAR ............................................................................................................................ 6

(POLE CHART - MN_POLE) ..................................................................................................................... 6

EQUI VOLUME .......................................................................................................................................... 7

CANDLE VOLUME ....................................................................................................................................... 7

A/D LINE ....................................................................................................................................... 11

ADX(AVERAGE DIRECTIONAL MOVEMENT INDEX)............................................................................. 12

PMAO(PRICE MOVING AVERAGE OSCILLATOR ............................................................................. 15

RSI(RELATIVE STRENGTH INDEX).......................................................................................... 15

TRIX(TRIPLE EXPONENTIALLY SMOOTHED MOVING ACERAGE).................................. 15

WC(WEIGHTED CLOSE) ................................................................................................................................... 15

BAND WIDTH ...................................................................................................................................................... 16

CO(CHAIKIN'S OSCILLATOR) .............................................................................................................................. 17

NCO(NET CHANGE OSCILLATOR) ......................................................................................... 19

ON BALANCE PRICE ........................................................................................................................................ 19

PROC(PRICE RATE OF CHANGE) ................................................................................................ 19

OBV(ON BALANCE VOLUME) ................................................................................................................... 22

OBP(ON BALANCE PRICE) .................................................................................................................................. 22

VMAO(VOLUME MOVING AVERAGE OSCILLATOR) .......................................................................... 22

VR(VOLUME RATIO) ...................................................................................................................... 22

AVERAGE TRUE RANGE ......................................................................................................................................... 23

ELDER-RAY BEAR POWER ................................................................................................................................ 24

ELDER-RAY BULL POWER ................................................................................................................................ 24

NEGATIVE VOLUME INDEX ..................................................................................................................................... 24

PVI(POSITIVE VOLUME INDEX)........................................................................................................................... 24

TR(TRUE RANGE) .............................................................................................................................................. 25

KELTNER CHANNE ................................................................................................................................................. 26

MOVING AVERAGE CHANNELS .................................................................................................................................. 26

(Bar Chart - MN_BAR)

Equi volume - MN_EVOL

Candle Volume - MN_CVOL

PMA(t) = [C(t) + C(t-1) + C(t-2).(C(n-1)] / n

PMA(t) = [C(t)*n + C(t-1)*(n-1).+ C(n-2)*2+ (C(n-1)*1) / (n+n-1+1)

PMA(t) = K * C(t) + (1-K)*PMA(t-1)

ADLine = [(C L) (H C)/(H L)

ADX(Average Directional movement index)

ADX(Average Directional movement index)

(p > m)? p:0

tr3 = |L(t) C(t-1)|

CCI(Commodity Channel Index)

if (O(t-1) > C(t-1))

DMI(Directional Movement Index)

tr1 = |H(t) L(t)|

MACD(Moving Average Convergence & Divergence)

= MA(C, n1, E) - MA(C, n2, E)

Signal = MA(MACD, n3, E)

MACD OScillator(Moving Average Convergence & Divergence Oscillator) - MN_MACDOS

MACD= MA(C, n1, E) - MA(C, n2, E)

Parabolic = Parabolic + x ( - Parabolic)

3.11. PMAO(Price Moving Average Oscillator

PMAO :{ [MA(C, n1) MA(C, n2)] / MA(C, n1) }

3.12. RSI(Relative Strength Index)

3.13. TRIX(Triple Exponentially Smoothed Moving Acerage)

3.14. WC(Weighted Close)

A Ratio = SUM( (H(t) O(t)), n1)

LLine = MLine - m * STD(MLine, n)

OBV, Marc ChaikinCO

CAD = [ (C-L)-(H-C) / (H-L) x V

Val = ((H(t)+L(t))/2 - (H(t-1)+L(t-1))/2) / (V/(H(t)-L(t))) * 100

LFI(t) = LFI[t-1] + val x 3

4.12. Mass Index

4.13. NCO(Net Change Oscillator)

PMA(t) = [C(t)n + C(t-1)(n-1).+ C(n-2)2+ (C(n-1)1) / (n+n-1+1)

AMA(t) = [A(t)n + A(t-1)(n-1).+ A(n-2)2+ (A(n-1)1) / (n+n-1+1)

VMA(t) = [V(t)n + V(t-1)(n-1).+ V(n-2)2+ (V(n-1)1) / (n+n-1+1)