估波指标
这个指标是由Edwin·Sedgwick·Coppock设计,并于1962年10月15日在巴伦周刊杂志上首次发表。该指标的建立者接受圣公会的委托,为长线投资者开发一个可以应用于标普500的可靠的工具。
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这个指标是由Edwin·Sedgwick·Coppock设计,并于1962年10月15日在巴伦周刊杂志上首次发表。该指标的建立者接受圣公会的委托,为长线投资者开发一个可以应用于标普500的可靠的工具。
Coppock(t) = EMA(w,t)[ROC(l,t) + ROC(s,t)], where
EMA(w,t) — 在W期间均线;
[ROC(l,t) + ROC(s,t)] — l(长)s(短)期间价格变动指标速度的总和。
根据原来的方法,估波指标将11个月和14个月的变化速率加在一起而得到一些市场指数,然后取这个总和的10个月的加权移动平均数即可。当条形图的方向放生改变,向上或向下摆动时,观察指示器信号。
MetaTrader的科波克指标一个更有趣的应用是越过0轴时交易。如果一个条形图从下往上穿过该水平,应该开启买进交易,反之亦然。
一个知名的技术分析师和技术市场指标的百科全书的作者Robert W. Colby建议与5日均线一起使用科波克指标。
当EMA离开条形图向下移动,应该卖出。反之亦然,当EMA离开柱状图向上移动,应该买进。这种方法允许交易员查看局部极值。
ROC1Period = 14
ROC2Period = 11
MAPeriod = 10
MAType = 1