Monday, August 15, 2011

Average Directional Index (ADX) Oscilator

The Average Directional Index (ADX), Minus Directional Indicator (-DI) and Plus Directional Indicator (+DI) represent a group of directional movement indicators.

more

Average Directional Index (ADX)

Introduction
Directional Movement
Calculation
Wilder's Smoothing
Interpretation
Trend Strength
DI Crossover System
Conclusions
SharpCharts
Suggested Scans
Further Study


ChartSchool


Better Expert Advisors : Volatility Adjusted Take Profit and Stop Loss Values

Tuesday, March 29, 2011

Známé neznámé indikátory technické analýzy

Známé neznámé indikátory technické analýzy

Technická analýza je se všemi svými grafickými formacemi, svíčkovými grafy a indikátory poměrně rozsáhlá disciplína a nebylo o ní napsáno zrovna málo. A proč také ne, tvoří základní součást obchodní strategie a pro krátkodobé obchodování je její znalost alfou a omegou úspěchu.

Velmi zajímavou část technické analýzy tvoří indikátory nebo indexy. Za všechny jmenujme např. známé a populární MACD, RSI, Bollinger Bands nebo Stochastiky. Bylo by však chybou se domnívat, že je to oblast ucelená, která nás již může jen těžko něčím překvapit. Vzpomeňme třeba Aroon, ne příliš používaný ukazatel, jenž spatřil světlo světa díky Tushar Chandemu teprve v roce 1995.

Mnoho investorů díky zprofanovaným seminářům a populistickým technickým analýzám zabředne mezi tři nebo čtyři, sice důležité a schopné indikátory, ale přitom ani netuší nebo možná ani nechce tušit ...
více



Elder Ray
Williams Accumulation/Distribution Index
Williams PRO-Go
Negative volume index (NVI)
Negative Volume Index (NVI)

Monday, March 28, 2011

Indikatory sire trhu - Market Breadth

Indikátory šíře trhu - Market Breadth

Indikátory šíře trhu - Market Breadth
Pásmová analýza - Bollinger Bands, Parabolic SAR
Sentiment indikátory
Cyklické indikátory – dělám co mi radí
Anticyklické indikátory - sledují laiky, dělám opak toho co radí
index ODDLOT
zdroj
index důvěry -




1. Klouzavé průměry a metody na nich založené (Moving Averages)
ověřuje se pomocí objemu

délka periody
150 - 250dnů primární trend
50 - 100 dnů sekundární trend
5 - 50 dnů terciální trend

2. Oscilatory - kolísaji okolo bodu nebo v rámci nějakeho pásma

3. Objemové indikátory

4. Sentiment indikátory - berou v úvahu psychologické faktory, tedy člověka

5. Indikátory šíře a relativní výkonnosti trhu

The Breadth of Market Indicators theory is a technical analysis theory that predicts the strength of the stock market according to the number of issues that advance or decline in a particular trading day.




Fundamentálna, technická a psychologická analýza

Friday, March 25, 2011

TA užitečné indikátory a nástroje

Užitečné indikátory a nástroje


FX Street




Indicator Guide


Indicator Basics

Using Indicators

When using indicators, it pays to understand their strengths and weaknesses.

Favorite Indicators

My favorite indicators.

Indicator Signals

Explains basic indicator and trend concepts: respect, whipsaws, divergence, and failure swings.

Indicator Time Frames

A key principle when using indicators: set the time frame to reflect the cycle being traded...

Fibonacci Numbers

Fibonacci numbers are named after Leonardo Fibonacci, a twelfth century Italian mathematician who discovered the Golden ratio.

Linear Regression

Linear regression fits a straight line to the selected data using a method called the Sum Of Least Squares.

Compare Stocks/Indices

Compare Prices

Compare stock and/or index prices. Overlays can be plotted unadjusted, or to intercept on a selected date.

Price Comparison

Price Comparison plots the performance of a stock against an index or a related stock.

Price Differential

Similar to Price Comaprison, you can compare bond yields or interest rates that share the same price axis.

Price Ratio

A powerful tool for stock selection, Price Ratio is also referred to as Relative Strength and compares the performance of a stock relative to an index or a related stock.

Relative Strength (Compare)

Relative Strength calculates the strength of one stock/index compared to a second stock/index, either with/without a specified intercept date.

Moving Average Types

Moving Average

The Moving Average smooths price data to create a powerful measure of trend direction. Simple, weighted and exponential moving averages are most popular.

Simple Moving Average

Simple moving averages are easy to construct, but prone to distortion: they tend to "bark twice".

Exponential Moving Average

Exponential moving averages are more sophisticated than simple moving averages and do not suffer from the same distortions.

Weighted Moving Average

Weighted moving averages eliminate the distortion common to simple moving averages, but are more difficult to construct than exponential moving averages.

Wilder Moving Average

Wilder moving averages are used mainly in indicators developed by J. Welles Wilder. Essentially the same as an exponential moving average, they use different weightings, for which users need to make allowance.

Moving Average Filters

Filters are employed to reduce the number of whipsaws when using moving average systems.

Moving Average High/Low/Open

Calculates moving averages using daily, weekly or monthly Highs/Lows/Opens.

Selecting A Long-Term Moving Average

How to select a long-term moving average to track the primary trend.

Moving Average Systems

Two Moving Averages

Fast and slow moving averages provide a powerful measure of trend strength and direction.

Three Moving Averages

A more sophisticated MA system that uses a third moving average to identify ranging markets.

Multiple Moving Averages

Daryl Guppy introduced multiple moving averages to measure trends and identify likely reversals. The indicator compares multiple short-term and long-term exponential moving averages.

Rainbow 3D Moving Averages

Ivan Ballin's colorful variation of Daryl Guppy's Multiple Moving Averages.

Price Envelope

Sometimes referred to as Percentage Bands, Price Envelopes are plotted at a set percentage above and below a moving average.

Keltner Channels

Linda Bradford Raschke popularized Keltner bands, plotted at an ATR multiple around an exponential MA, to filter trend entries.

Moving Average Oscillators

Commodity Channel Index

Donald Lambert's Commodity Channel Index (CCI) highlights overbought and oversold markets and likely turning points.

Detrended Price Oscillator

The Detrended Price Oscillator isolates the short cycle, providing powerful trend signals on divergences.

MA Oscillator

The Moving Average Oscillator simply compares closing price to the moving average.

MACD

MACD (Moving Average Convergence Divergence) is a powerful refinement of the two moving averages system, providing reliable signals of trend changes.

MACD Histogram

The MACD Histogram (Moving Average Convergence Divergence Histogram) provides far earlier and more responsive signals than the original MACD, but is also more volatile.

Trend Indicators

Aroon Oscillator

The Aroon Oscillator was developed by Tushar Chande to identify the start of a new trend and measure trend strength.

Coppock Indicator

Edwin Coppock designed this oscillator with one sole purpose: to identify the commencement of bull markets.

Directional Movement

Welles Wilder's Directional Movement is one of few indicators that not only provides trend signals but indicates whether a trend is suitable to trade.

Donchian Channels

Richard Donchian's Channels are used in a number of trading systems to identify entry and exit points in trends.

KST Indicator

Martin Pring's KST Indicator identifies major trend changes when KST crosses its signal line.

Linear Regression Indicator

The Linear Regression Indicator is used for trend identification and trend following in a similar fashion to moving averages, but reacts faster than an MA to trend changes.

Moving Average

The Moving Average smooths price data to create a powerful measure of trend direction. Simple, weighted and exponential moving averages are most popular.

Multiple Moving Averages

Daryl Guppy introduced multiple moving averages to measure trends and identify likely reversals. The indicator compares multiple short-term and long-term exponential moving averages.

Parabolic SAR

Developed by J. Welles Wilder, the Parabolic SAR indicator provides excellent short/medium-term entry and exit points in trending markets.

Rainbow 3D Moving Averages

Ivan Ballin's colorful variation of Daryl Guppy's Multiple Moving Averages.

Momentum Oscillators

ADX

ADX is part of the Directional Movement System developed by J. Welles Wilder. It is used to warn of trend changes and to identify whether a stock is trending or ranging.

Bollinger %b

Bollinger %b identifies suitable entry and exit points in a trend, while Band Width highlights when bands converge into a narrow neck, preceding a breakout.

Elder Ray Index

Developed by Dr Alexander Elder, the Elder-Ray indicator measures buying and selling pressure in the market and is often used as part of the Triple Screen trading system.

Mass Index

Donald Dorsey's Mass Index predicts trend reversals by comparing trading range over a 9 day period.

Momentum

Momentum measures trend strength and identifies likely reversal points: on divergences or when Momentum crosses the overbought/oversold line.

Negative Volume

Norman Fosback uses Negative Volume Index (NVI) with Positive Volume Index (PVI) to identify bull markets.

Positive Volume

Introduced by Norman Fosback, Positive Volume Index identifies bull and bear markets by measuring activity on days when volume is higher.

Rate Of Change (Price)

A refinement of Momentum, Rate of Change is designed to fluctuate as a percentage around the zero line.

Relative Strength Index (RSI)

Developed by Welles Wilder, RSI (Relative Strength Index) is a popular momentum oscillator that compares upward and downward movements in closing price.

Slow Stochastic

The Slow Stochastic Oscillator provides more reliable signals than the original indicator, applying further smoothing to reduce volatility and improve accuracy.

Smoothed Rate of Change (SROC)

Smoothed Rate of Change (SROC), introduced by Fred G Schutzman in 1991, gives slower but more accurate signals than other momentum oscillators.

Stochastic Oscillator

The Stochastic Oscillator tracks market momentum and provides excellent entry and exit signals from crossover of %K and %D lines or overbought/oversold levels.

TRIX Indicator

Designed for trading trends, TRIX uses a triple-smoothed moving average to eliminate cycles shorter than the indicator period.

Twiggs Momentum Oscillator

Twiggs Momentum Oscillator is a smoothed version of the Rate Of Change oscillator. Its primary purpose is to identify fast trending stocks.

Vertical Horizontal Filter (VHF)

Adam White's Vertical Horizontal Filter (VHF) identifies trending and ranging markets.

Williams %R

Williams %R is similar to Stochastic %K. Entry signals are taken on divergences, failure swings or crossover of the overbought/oversold level.

Williams Accumulate Distribute

Larry Williams highlights accumulation and distribution by comparing daily trading ranges. Signals are taken on divergences.

Money Flow

Accumulation Distribution

Accumulation Distribution tracks the relationship between price and volume and acts as a leading indicator of price movements. The strongest signals are divergences.

Chaikin Money Flow

Developed by Marc Chaikin, the Chaikin Money Flow indicator often warns of breakouts and provides useful trend confirmation.

Chaikin Oscillator

Marc Chaikin's oscillator monitors the flow of money in and out of the market.

Ease of Movement

Richard W Arms' powerful Ease of Movement indicator highlights the relationship between volume and price changes; useful for assessing the strength of a trend.

Equivolume Charts

The greatest advance in the last decade, equivolume exposes price and volume interaction.

Force Index

Developed by Dr Alexander Elder, the Force index combines price movements and volume to measure the strength of bulls and bears in the market.

Money Flow Index

Money Flow Index measures trend strength and warns of likely reversal points.

On Balance Volume

Developed by Joseph Granville, OBV provides a powerful measure of accumulation and distribution by comparing volume to price movements.

Price Volume Trend

The Price Volume Trend indicator measures the strength of trends and warns of reversals.

Twiggs Money Flow

Colin Twiggs' Money Flow is a derivation of the Chaikin Money Flow indicator. Position above/below the zero line gives advance indication of breakouts, while divergences warn of reversals.

Williams Accumulation Distribution

Williams Accumulation Distribution is traded on divergences. When price makes a new high and the indicator fails to exceed its previous high, distribution is taking place.

Volume Indicators

Volume

Volume highlights unusual trading activity and provide powerful confirmation of price signals.

Rate of Change (Volume)

The Rate of Change formula can also be applied to volume, where it highlights changes in volume activity.

Volume Oscillator

Volume Oscillator is an easy to use indicator that highlights changes in volume activity.

Trailing Stops

ATR Bands

Average True Range (ATR) Bands are used to signal exits in a similar fashion to ATR Trailing stops, but without the stop-and-reverse (SAR) of trailing stops.

ATR Trailing Stops

Average True Range (ATR) Trailing Stops are used to trigger exits and lock in trading profits.

Chandelier Exits

Chuck LeBeau's Chandelier Exits are primarily used as a stop loss mechanism to time exits from a trending market.

Parabolic SAR

Developed by J. Welles Wilder, the Parabolic SAR indicator provides excellent short/medium-term entry and exit points in trending markets.

Percentage Trailing Stops

Percentage Trailing Stops are a simple but effective method for locking in profits

Safezone Indicator

Alexander Elder's Safezone Stops use Directional Movement to signal exits from a trend.

Volatility Stops

Welles Wilder's original Volatility Stops uses Average True Range in a trend-following system.

Volatility Indicators

Average True Range

Average True Range are used to measure commitment. Expanding ranges signal increased eagerness and contracting ranges, a loss of enthusiasm.

Bollinger Bands

Bollinger Bands are used to confirm trading signals from momentum or trend indicators. Bands widen when prices are volatile and contract when they consolidate.

Chaikin Volatility

Developed by Marc Chaikin. Look for sharp increases in volatility prior to market tops and bottoms, followed by low volatility as the market loses interest.

True Range

Welles Wilder's True Range adjusts the normal High - Low daily range when there is an opening gap.

Volatility

Volatility is a statistical measure of risk called the coefficient of variation.

Volatility Ratio

Jack Schwager, in his book Schwager on Futures, uses the Volatility Ratio to identify wide-ranging days.

Jak využít technickou analýzu?

Jak využít technickou analýzu?


Proč používat technickou analýzu? Čistě technický obchodník má ve svém postoji jasno. Jeho přístup vychází z přesvědčení, že všechny vlivy na vývoj analyzované akcie jsou zahrnuty v grafu. Nic jiného již nepotřebuje a veškerá svá rozhodnutí čte z něj.

Nicméně ani pro obchodníka, který se rozhoduje pro nákup či prodej akcie z jiných důvodů než je TA, není TA nepotřebná. Obchodník, který se spoléhá na fundamentální analýzu a vychází z výhledů společnosti, může získat zajímavou představu o budoucím vývoji akcií společnosti. Ale co takové analýze často chybí, je načasování a analýza psychologických vlivů, které mohou způsobit, že se akcie nachází na lokálním vrcholu nebo v panice s dnem v nedohlednu. Zkrátka technická analýza může pomoci i obchodníkům, kteří přemýšlí více o fundamentech společnosti. A to v načasování otevření pozice na technicky zajímavých cenách...



Rozdělení indikátorů:


1. Trendové indikátory – MACD, Moving average (klouzavý průměr), Parabolic SAR, Zig Zag

2. Indikátory volatility – Bollinger Bands, Standard Deviation (standartní odchylka)

3. Indikátory hybnosti – MACD, Momentum, Williams %R, Stochastic Oscillator, Commodity Channel Index, Relative Strenght Index

Wednesday, March 23, 2011

Vytvořte si jednoduše automatické strategie - Expert Builder - XTB

Vytvořte si jednoduše automatické strategie - Expert Builder

23.03.2011: Vytvořte si jednoduše automatické strategie - Expert Builder
16:00 - 18:00

Postup tvorby automatického obchodního systému
Logické podmínky v programu XTB Expert Builder
Tvorba konkrétního automatického systému




Zkusili jsme: Seminář živého obchodování na Forexu od Colossea
Zkusili jsme: Specializovaný seminář XTB
Zkusili jsme: Odborný seminář Colossea o Forexu
Zkusili jsme: Vzdělávací seminář Patria Forex
Zkusili jsme: Vzdělávací seminář Fio
Zkusili jsme: Vzdělávací seminář Patria Finance



Tuesday, February 1, 2011

BOLLINGEROVA PASMA

BOLLINGEROVA PÁSMA


BOLLINGEROVA PÁSMA



Bollingerova pásma (angl. Bollinger Bands) je trendový ukazatel, který je tvořen třemi čarami. Středová linka znázorňuje klouzavý průměr, který je klasicky nastaven s 20ti denní periodou. Horní a dolní linky jsou stanoveny přičtením, nebo odečtením směrodatných odchylek od klouzavého průměru a určují volatilitu daného instrumentu. Rozšíření horní a dolní linky poukazuje na období zvýšené volatility. V případě zúžení linek dochází naopak ke snížení volatility.

Wednesday, January 5, 2011

Forex Scalping Systems

Forex Scalping Systems


 Scalping ideas (ADX and Bollinger bands)


# Scalping system #1 (Economic news releases)

# Scalping system #2 (Morning breakouts)

# Scalping system #3 (2 SARs to go)

# Scalping system #4 (5 pips with GBP/USD)

# Scalping system #5 (Tops & Bottoms)

# Scalping system #6 (EMA Bands)
# Scalping system #6-a (Trend Trades)

# Scalping system #7 (Great GBP/JPY 1M scalping strategy)

# Scalping system #8 (1 minute Scalping with Pivot Points)

# Scalping system #9 (Trading by Psychological Levels)

# Scalping system #10 (Capture M30 direction - xx.00 xx.30 strategy)


# Scalping system #11 (The Center of Gravity)

# Scalping system #12 (Three EMA's scalping)

# Scalping system #13 (CarlPlayer scalping system)

# Scalping system #14 (EURUSD scalping with Bollinger Bands)

# Scalping system #15 (Black Magic)

# Scalping system #16 (Sidekick system)
 
Scalping system #17 (Scalping, long term trading)