The index mainly represents the turning point of peaks and valleys, and at the same time outlines the general trend of securities.
ZIG's continuous broken line can judge the character of long-short game of trading varieties and the future two-way space. At the same time, it can form the intuition of transaction price rotation.
How does ZIG calculate in mathematics? Such as peak/valley value, how to determine the "future function" of peak/valley value;
First, what is the "future function":
The so-called "future function" refers to a function that may refer to future data, that is, a function that references or uses data that has not yet occurred at that time to correct previous judgments.
Specifically, the indicator values displayed after this period of time, including line segments and trading tips, may change their positions or disappear when new data appear in the future.
Generally speaking, the exponential formula with uncertainty judgment is the exponential formula with "future function".
The basic feature of indicators with future data is that the buying and selling signals are uncertain, and often a buying and selling signal is sent out one day (as is the turning point of the line segment). If it continues to fall or rise the next day, the signal will disappear and will be marked in a new position tomorrow.
1, using intertemporal data.
This is the most hidden method, which is more harmful. For example, when the data of this week's weekly line or this month's monthly line is quoted in the daily line, the signal will be successful when the stock price rises this week or this month; If the stock price falls, the signal disappears automatically. Can't be tested by formula test. We often see stock selection in KD month, week and day at the same time, which belongs to this category. It seems that the success rate is very high, but it is actually false.
2. Specify the buying and selling date or price.
It usually happens in the trading system. For example, it is impossible to specify the minimum buying price, the maximum selling price, or the price fluctuation range, so although the success rate of the test is high, it is of no practical value.
Second, the detection method of future data
Knowing the characteristics of the future function, we have the basis to know whether there is future data in the formula. How to identify in specific applications, there are several ways:
1. In the formula, all functions that use ZIG and intertemporal data (as described above) should be regarded as using future functions.
2. See if the buying and selling signal is confirmed. There is a future function in the formula where the existing signal drifts in a new day or several cycles.
3. Identify from the indicator diagram. Where the trading tips signal is extremely accurate (you should look at one more picture), that is, there is no mistake, there must be a futures function.
4. identify with soft stocks. A. Use the system test platform of "Analyst Software" to check whether the system contains future data, and it will automatically remind you. If you want to see the stability of the signal and the historical change process in person, an analyst like Time Tunnel can turn back the clock and let you go back to the past. It is clear at a glance how the signal is generated and how it disappears. B, it is easier to use the "decision system software of Chaoliu Dance Village". Right-click the formula name in the Administration Panel on the left, and then click Formula Detection in the drop-down menu that appears. You can also use the "Dance Village Mode" in the "Dance Village Training" to let time go back to the past, and then look at a trading day, you can clearly find out whether there are future functions.
Third, the danger of future data in actual combat.
1. With future data, you can easily achieve a seemingly very high success rate. The buying signal sent out is worthless in actual operation, and it is naked deception, which brings painful losses and consequences to investors in actual combat.
2. What is the key to future data? Essentially, it beautifies history and cannot reveal (enlighten) the future in a real sense. It takes all the credit in history for itself and perfectly avoids all historical mistakes. It reveals only the past tense future, not the real future.
exponential function
(1), cost allocation
Usage: COST( 10) means the price of 10% profit-taking disk, that is, 10% positions are below this price, and the remaining 90% positions are locked above this price. This function is only valid for the daily analysis cycle.
(2) top m peaks-top m turning peaks.
Usage: PEAK(K, n, m) indicates the value of the first m peaks of word-to-ZIG(K, n), and m must be greater than or equal to 1.
For example, PEAK( 1, 5, 1) represents the value of the last peak of the% 5 highest price ZIG turn.
(3) The position of the top m peaks-the current distance from the top m steering peaks.
Usage: The word represented by PEAKBARS(K, n, m) is transferred from the first m peaks of ZIG(K, n) to the current period, and m must be greater than or equal to 1.
For example, Peak Bars (0,5, 1) represents the number of cycles from the last peak of the opening price ZIG% 5 to the present.
(4) Parabolic steering
Usage: SAR(N, s, M0, n is the calculation period, s is the step size, and m is the extreme value.
For example, SAR (10,2,20) means to calculate the steering of the solar projectile of10, with a step size of 2% and a limit value of 20%.
(5) Parabolic turning point
Usage: SARTURN(N, s, m), where n is the calculation period, s is the step size and m is the extreme value. Returns 1 if there is a scroll up,-1 if there is a scroll down, otherwise it is 0. Its usage is the same as that of SAR.
(6), the m-th slot value-the m-th ZIG turning slot value.
Usage: The value of the first m troughs of the word from trough (k, n, m) to ZIH(K, n), where m must be greater than or equal to 1.
For example, Trough (2,5,2) represents the value of the first two valleys of the% 5 lowest price ZIG turn.
(7), the first m slot position-the distance from the first m slot to the current m slot.
Usage: The word represented by TROUGHBARS(K, n, m) is transferred to the first m valleys of ZIG(K, n) to the current cycle number, and m must be greater than or equal to 1.
For example, TROUGHBARS(2, 5, 2) represents the number of cycles from the first two troughs of the ZIG transition at the lowest price of% 5 to the present.
(8) Profit-taking ratio
Usage: WINNER(CLOSE) indicates the proportion of profitable discs sold at the current closing price.
For example, return 0. 1 indicating 10% profit disk; The winner (10.5) means 10.5 yuan's profit-taking. This function is only valid for the daily analysis cycle.
(9), word turn
Usage: ZIG(K, n), turning when the price changes more than n%, where k stands for 0: opening price, 1: highest price, 2: lowest price and 3: closing price.
For example, ZIG (3,5) represents a zig turn of 5% of the closing price.