[转载]迪马克序列公式源码
(2018-09-16 22:13:28)
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TD 序列
德马克序列
Demark Sequential 数据验证了一下,觉得让人吃惊的精准,而且比较客观,不象其他的技术分析指标常常是有些主观的因素在里面。
不过描述起来有点复杂,写在这里和大家分享。 却口口相传。Tom Demark曾任索罗斯集团、摩根大通、花旗和高盛的投资顾问。和一般技术交易指标多为跟随趋势
不同,这一指标在确认趋势反转和反转点方面非常有帮助。
最好是第8或第9个交易日的最低价高于第6和第7个交易日的最低价。
计数增加到13。一个完美的count down最好是第十三个计数日的最低价不低于第8个计数日的收盘价。 待count down完成后出现反转的信号,即某日的最低价不低于其4个交易日之前的收盘价。(完美的Count Down在
第13个计数日就满足了这一反转信号) 的最高价;2)出现一个相反的Set up,如在买入的Count down过程中出现一个卖出的Set up; 3)出现新的一个
同方向的Set up,在这种情况下新的买入Set up优先,一旦完成则重新开始计数。 找到Count Down阶段位置最低的一个price bar,以此price bar的最低价减去该日最高价(或前日收盘价,取其中
较高一个)和最低价的差价,则此价格为止损点价格。
计的。由于其原理简单且预测精度高等特点而在近几十年内得到了广泛的应用。 计数两个阶段,两者的主要区别在于计数规则的不同,但其基本原理都是一致的,即:市场走势由买方和卖方共同作用 形成,当买方的力量大于卖方时走势表现为上涨,反之为下跌,但买卖双方力量强弱的表象是动态的,当走势上涨一段
时间后,买方力量必然面临衰竭,从而市场转为下跌,TD
指标正是为发现走势欲转折区域而设计的。 中国股市特征的指标参数和条件,进而对中国股市进行更有效的预测。最后,我们确定TD 序列的启动阶段长度为6, 计数为12;TD 组合的启动阶段长度为6,计数为8。指标的修正主要包括以下三个方面:1改变计数起点;2改变TD 指标
参数;3改变计数规则。 2000.1——2010.6 间均获得了较好的超额收益。其中,基于修正TD 组合指标的效果较佳,预测的准确率同样均大于
70%。 准确率达到82%。仅有的两次失败发生在2001——2002 年,成功躲过2007 年的5.30、2008 全年大调整、2009 年的 8.5 调整以及今年以来的调整。抓住了2005 年到2007 年5.30 的牛市主升浪行情、2007年下半年的牛尾行情、
2009
年初至2009.8.4 的反弹行情。
,在2010
年7 月12
日发出买入信号,指示市场当前已经处于底部区域,轻仓投资者可以考虑择机进场。 |
This will tell us how high the market washout
rate is.
Submitted by Maurice Odekerken from Holland m.odekerken@home.nl Spreadsheet for this formula is available for download. Right-click hereand select 'Save Target As...' to save it to a location on your harddrive. Buy Indicators : |
TD - SetUp-Buy TD1:=If(C
TD2:=If(TD1=1 AND Ref(TD1,-1)=1 AND Ref(TD1,-2)=1 AND Ref(TD1,-3)=1
AND TD3:=If(Ref(C,-9)>=Ref(C,-13),1,0); TD4:=If(TD2=1 AND TD3=1,1,0); TD5:=If(H>=Ref(LLV(L,5),-3),1,0); D8:=If(Ref(TD4,1)=1 AND TD5=1,1,0); D9:=If(TD4=1 AND TD5=1 AND Ref(D8,-1)<>1,1,0); D10:=If(Ref(TD4,-1)=1 AND TD5=1 AND Ref(D8,-2)<>1 AND Ref(D9,-1)<>1,1,0);
D11:=If(Ref(TD4,-2)=1 AND TD5=1 AND Ref(D8,-3)<>1 AND
Ref(D9,-2)<>1 AND
D12:=If(Ref(TD4,-3)=1 AND TD5=1 AND Ref(D8,-4)<>1 AND
Ref(D9,-3)<>1 AND
D13:=If(Ref(TD4,-4)=1 AND TD5=1 AND Ref(D8,-5)<>1 AND
Ref(D9,-4)<>1 AND
D14:=If(Ref(TD4,-5)=1 AND TD5=1 AND Ref(D8,-6)<>1 AND
Ref(D9,-5)<>1 AND
D15:=If(Ref(TD4,-6)=1 AND TD5=1 AND Ref(D8,-7)<>1 AND
Ref(D9,-6)<>1 AND
D16:=If(Ref(TD4,-7)=1 AND TD5=1 AND Ref(D8,-8)<>1 AND
Ref(D9,-7)<>1 AND
D17:=If(Ref(TD4,-8)=1 AND TD5=1 AND Ref(D8,-9)<>1 AND
Ref(D9,-8)<>1 AND SetUp:=D8+D9+D10+D11+D12+D13+D14+D15+D16+D17; SetUp
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Cum(If(C
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If(Fml("TD Count Down Buy A")>=14 AND C>Ref(C,-4),1,0)
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If(Fml("TD Count Down Buy A")>=14 AND C>Ref(H,-2),1,0)
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Buy Experts : Type / Change in Highlights: |
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Fml( "TD - SetUp-Buy" ) =1 OR
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( Fml( "TD Count Down Buy A" ) =13
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( Fml( "TD Count Down Buy A" ) =14 AND Ref( Fml( "TD Count DownBuy A" ),-1)<> 14)
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A:=If( Fml( "TD Count Down Buy A" ) =14
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A:=If( Fml( "TD Count Down Buy A" ) =14
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Type / Change in Symbols: |
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Fml( "TD - SetUp-Buy" )=1
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Ref( Fml( "TD - SetUp-Buy" ),1)=1
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Ref( Fml( "TD - SetUp-Buy" ) ,2)=1
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Ref( Fml( "TD - SetUp-Buy" ) ,3)=1
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Ref( Fml( "TD - SetUp-Buy" ) ,4)=1
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Ref( Fml( "TD - SetUp-Buy" ) ,5)=1
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Ref( Fml( "TD - SetUp-Buy" ) ,6)=1
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Ref( Fml( "TD - SetUp-Buy" ) ,7)=1
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Ref( Fml( "TD - SetUp-Buy" ) ,8)=1
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Fml( "TD Count Down Buy A" ) =2 AND Ref( Fml( "TD Count Down Buy A" ) ,-1)<>2
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Fml( "TD Count Down Buy A" ) =3 AND Ref( Fml( "TD Count Down Buy A" ) ,-1 )<> 3
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CountDown3 Fml( "TD Count Down Buy A" ) =4 AND Ref( Fml( "TD Count Down Buy A" ) ,-1)<> 4
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Fml( "TD Count Down Buy A" ) =5 AND Ref( Fml( "TD Count Down Buy A"
) ,-1 )<> 5 |
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Fml( "TD Count Down Buy A" ) =6 AND Ref( Fml( "TD Count Down Buy A"
) ,-1)<> 6 |
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Fml( "TD Count Down Buy A" ) =7 AND Ref( Fml( "TD Count Down Buy A"
) ,-1 )<> 7 |
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CountDown7
Fml( "TD Count Down Buy A" ) =8 AND Ref( Fml( "TD Count Down Buy A"
) ,-1)<> 8 |
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Fml( "TD Count Down Buy A" ) =9 AND Ref( Fml( "TD Count Down Buy A"
) ,-1 )<> 9 |
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Fml( "TD Count Down Buy A" ) =10 AND Ref( Fml( "TD Count Down Buy
A" ) ,-1)<> 10 |
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Fml( "TD Count Down Buy A" ) =11 AND Ref( Fml( "TD Count Down Buy
A" ) ,-1)<> 11 |
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Fml( "TD Count Down Buy A" ) =12 AND Ref( Fml( "TD Count Down Buy
A" ) ,-1)<> 12 |
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Fml( "TD Count Down Buy A" ) =13 AND Ref( Fml( "TD Count Down Buy
A" ) ,-1)<> 13 |
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Fml( "TD Count Down Buy A" ) =14 AND Ref( Fml( "TD Count Down Buy
A" ) ,-1 )<> 14 |
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A:=If( Fml( "TD Count Down Buy A" ) =14 AND Ref( Fml( "TD CountDown
Buy A") ,-1 )<> 14,1,0); |
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A:=If( Fml( "TD Count Down Buy A" ) =14 AND Ref( Fml( "TD CountDown
Buy A") ,-1 )<> 14,1,0); |
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Sell Indicators : |
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TD1:=If(C>Ref(C,-4),1,0); TD3:=If(Ref(C,-9)<=Ref(C,-13),1,0); TD4:=If(TD2=1 AND TD3=1,1,0); TD5:=If(L>=Ref(HHV(H,5),-3),1,0); D8:=If(Ref(TD4,1)=1 AND TD5=1,1,0); D9:=If(TD4=1 AND TD5=1 AND Ref(D8,-1)<>1,1,0); D10:=If(Ref(TD4,-1)=1 AND TD5=1 AND Ref(D8,-2)<>1 AND Ref(D9,-1)<>1,1,0); D11:=If(Ref(TD4,-2)=1 AND TD5=1 AND Ref(D8,-3)<>1 AND Ref(D9,-2)<>1 AND Ref(D10,-1)<>1,1,0);
D12:=If(Ref(TD4,-3)=1 AND TD5=1 AND Ref(D8,-4)<>1 AND
Ref(D9,-3)<>1 AND
D13:=If(Ref(TD4,-4)=1 AND TD5=1 AND Ref(D8,-5)<>1 AND
Ref(D9,-4)<>1 AND
D14:=If(Ref(TD4,-5)=1 AND TD5=1 AND Ref(D8,-6)<>1 AND
Ref(D9,-5)<>1 AND
D15:=If(Ref(TD4,-6)=1 AND TD5=1 AND Ref(D8,-7)<>1 AND
Ref(D9,-6)<>1 AND
D16:=If(Ref(TD4,-7)=1 AND TD5=1 AND Ref(D8,-8)<>1 AND
Ref(D9,-7)<>1 AND
D17:=If(Ref(TD4,-8)=1 AND TD5=1 AND Ref(D8,-9)<>1 AND
Ref(D9,-8)<>1 AND
SetUp:=D8+D9+D10+D11+D12+D13+D14+D15+D16+D17; |
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Cum(If(C>Ref(C,-2),1,0))-ValueWhen(1,Ref( Fml( "TD - SetUp-Sell"
), 1)=1, Cum(If(C>Ref(C,-2),1,0))) |
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If(Fml( "TD Count Down Sell A" )>=14 AND C |
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If(Fml( "TD Count Down Sell A" )>=14 AND C |
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Sell Experts : Type / Change in Highlights: |
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Fml( "TD - SetUp-Sell" ) =1 OR |
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( Fml( "TD Count Down Sell A" ) =13 |
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( Fml( "TD Count Down Sell A" ) =14 |
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A:=If( Fml( "TD Count Down Sell A" ) =14 |
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A:=If( Fml( "TD Count Down Sell A" ) =14 |
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Type / Change in Symbols: |
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Fml( "TD - SetUp-Sell" )=1 |
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SetUp8
Ref( Fml( "TD - SetUp-Sell" ),1)=1 |
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Ref( Fml( "TD - SetUp-Sell" ),2)=1 |
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Ref( Fml( "TD - SetUp-Sell" ),3)=1 |
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Ref( Fml( "TD - SetUp-Sell" ),4)=1 |
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SetUp4
Ref( Fml( "TD - SetUp-Sell" ),5)=1 |
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Ref( Fml( "TD - SetUp-Sell" ),6)=1 |
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Ref( Fml( "TD - SetUp-Sell" ),7)=1 |
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Ref( Fml( "TD - SetUp-Sell" ),8)=1 |
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Fml( "TD Count Down Sell A" ) =2
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Fml( "TD Count Down Sell A" ) =3 |
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Fml( "TD Count Down Sell A" ) =4 |
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Fml( "TD Count Down Sell A" ) =5 |
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Fml( "TD Count Down Sell A" ) =6 |
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Fml( "TD Count Down Sell A" ) =7 |
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Fml( "TD Count Down Sell A" ) =8 |
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Fml( "TD Count Down Sell A" ) =9 |
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Fml( "TD Count Down Sell A" ) =10 |
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Fml( "TD Count Down Sell A" ) =11 |
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Fml( "TD Count Down Sell A" ) =12 |
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Fml( "TD Count Down Sell A" ) =13 |
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Fml( "TD Count Down Sell A" ) =14
A:=If( Fml( "TD Count Down Sell A" ) =14
A:=If( Fml( "TD Count Down Sell A" ) =14
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