翻訳と辞書
Words near each other
・ KSSQ
・ KSSQ-LP
・ KSSR
・ KSSR-FM
・ KSSS
・ KSST
・ KSSU
・ KSSU (AM)
・ KSSU (FM)
・ KSSX
・ KSSY-LP
・ KSSZ
・ Kst
・ Kst (software)
・ KST Live 31.08.'95
KST oscillator
・ KSTA
・ KSTAM
・ KSTAR
・ KStars
・ Kstati
・ KSTB
・ KSTC
・ KSTC (AM)
・ KSTC-TV
・ KSTE
・ KStewart
・ KSTH
・ KSTI
・ KSTJ


Dictionary Lists
翻訳と辞書 辞書検索 [ 開発暫定版 ]
スポンサード リンク

KST oscillator : ウィキペディア英語版
KST oscillator
In technical analysis, the know sure thing (KST) oscillator is a complex, smoothed price velocity indicator developed by Martin J. Pring.
A rate of change (ROC) indicator is the foundation of KST indicator. KST indicator is useful to identify major stock market cycle junctures because its formula is weighed to be more greatly influenced by the longer and more dominant time spans, in order to better reflect the primary swings of stock market cycle.〔(【引用サイトリンク】url =http://www.1technicalanalysis.com/momentum-indicators/KST-know-sure-thing/online-know-sure-thing-lessons.php )〕 The concept behind the oscillator is that price trends are determined by the interaction of many different time cycles and that important trend reversals take place when a number of price trends are simultaneously changing direction.
==Formula==
Four different rates of change are calculated, smoothed, multiplied by weights and then summed to form one indicator.〔(【引用サイトリンク】 url = http://abc-stock-market.blogspot.com/2009/06/kst-know-sure-thing-indicator-in-stock.html )
: ROC1 = (Price/Price(X1) - 1)
*100;
: ROC2 = (Price/Price(X2) - 1)
*100;
: ROC3 = (Price/Price(X3) - 1)
*100;
: ROC4 = (Price/Price(X4) - 1)
*100;
http://search.cpan.org/~kmx/Finance-TA-v0.4.1/TA.pod#TA_ROC_(Rate_of_change_:_((price/prevPrice)-1)
*100)
Where price refers to current closing price and price(X1) refers to the closing price X1 bars ago.
: KST = MOV(ROC1,AVG1)
*W1 + MOV(ROC2,AVG2)
*W2 + MOV(ROC3,AVG3)
*W3 + MOV(ROC4,AVG4)
*W4
Where MOV(ROC1,AVG1) refers to the AVG1 day moving average for ROC1
For short-term trends, Martin J Pring suggests the following parameters:
:X1 = 10
:X2 = 15
:X3 = 20
:X4 = 30
:AVG1 = 10
:AVG2 = 10
:AVG3 = 10
:AVG4 = 15
:W1 = 1
:W2 = 2
:W3 = 3
:W4 = 4
The formula is built into, or can be included in, various technical analysis software packages such as MetaStock〔(【引用サイトリンク】 url = http://forum.esignalcentral.com/showthread.php?threadid=29167 )〕 or OmniTrader.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「KST oscillator」の詳細全文を読む



スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース

Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.