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RSR设置完整教程(整合两种标准化强度指标)
猛兽派选股· 2025-08-31 08:38
备注:本文重新编辑发布,因为基础公式和有关参数的调整,旧文的存在引起了不必要的干扰,另外增补了行业 RSR 的设置流程,一并排除干扰。 RSR研究最初的动机,是因为陶派RPS在长周期上滞后严重,并且用20日、50日RPS拟合之后仍然存在大量信号错位的情况,为了完美解决背景 强度指标和形态反转支点之间的契合问题,本ID花了很长时间探索,才确定了现在的计算方案。如果读者想了解来龙去脉,以下关键的几篇文章 是必读的: 《 威廉指标的多空含义以及另一种角度的RPS 》 《 RSR(RSV、RPS)和趋势模板的背景含义 》 《 标准化强度算法归总 》 《 成交量(金额)加权以后的相对强度 》 总的来说,单纯认为涨幅越大就越强的思想是错误的,实际应用中也破绽百出,合理的强度计算应该同时考虑上涨和回撤,即多空双方力量的综 合,以此为第一性原理出发,并通过大量的猛兽股回测证明,标准化强度是最合理有效的表达。 本文不再重复原理性描述,只把通达信设置过程整理一遍,以替代原来的教程,方便小白初次介入。 个股RSR指标设置 第一步: 设置基础公式。基础公式有两个,分别在公式管理器编辑: RSV:(C-LLV(C,N))/(HHV(C ...
成交量(金额)加权以后的相对强度
猛兽派选股· 2025-08-22 14:38
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) - The article introduces a new formula for calculating VWAP using cumulative transaction amount (AMO) and price (C), which is expressed as SUM(AMO*C,N)/SUM(AMO,N) [1]. - This VWAP formula is designed to be more sensitive and reliable than traditional volume-weighted methods, especially when accounting for stock splits and other corporate actions [1]. Group 2: Standardized Strength Calculation - A new standardized strength formula is proposed, replacing the arithmetic mean price with the volume-weighted price, resulting in VWAP and standard deviation (STDD) calculations [1]. - Two output methods are provided: one using the weighted price as the divisor for deviation and another using standard deviation for normalization [1]. Group 3: Relative Strength (RS) Calculation - The article extends the VWAP concept to calculate a relative strength line (RSLine), which is claimed to be more reasonable than popular moving average methods [4]. - The RS calculation is defined as CLOSE/INDEXC, with a volume-weighted RS (VWRS) formula introduced for enhanced accuracy [4]. Group 4: Output Comparison - The article notes that the output from the new calculations is consistent and stable when configured as a Relative Strength Ratio (RSR) [2]. - It highlights the effectiveness of using volume-weighted prices in producing reliable output compared to traditional methods [2].