Core Viewpoint - The article discusses the construction of a true cost price curve using cumulative transaction amount divided by cumulative transaction volume, emphasizing its accuracy compared to traditional methods [1]. Group 1: Volume-Weighted Average Price (VWAP) and Relative Strength - The formula for VWAP is defined as SUM(AMOC,N)/SUM(AMO,N), which represents the average holding cost over a period [2]. - The article introduces a method to calculate relative strength using volume-weighted averages, where deviations from the holding cost indicate the speed of profit or loss, thus reflecting strength changes [1][9]. Group 2: Standardized Strength Algorithms - Two normalization methods are retained for calculating standardized strength values (SSV), with SSV1 defined as (C-VWAP)/VWAP100 and SSV2 as (C-VWAP)/STDD*100 [2]. - The article also presents a method for calculating RSLine using volume-weighted averages, which appears to be more reasonable than popular moving average methods [5]. Group 3: Momentum Indicators - SSV and RSL are identified as typical momentum indicators that measure current strength and can assess trend reversals through peak and trough divergences, similar to the BIAS indicator [9]. - The update includes the addition of mean outputs for SSV1 and RSL1, while the outputs for SSV2 and RSL2 are hidden [9].
成交量加权以后的相对强度(SSV和RSL)
猛兽派选股·2026-01-19 04:34