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Как измерить ширину рынка


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#1 Николай Степенко

Николай Степенко

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Отправлено 28 Май 2012 - 18:00

Индикаторы шины рынка (Breadth Indicators) - cпециальная группа индикаторов, которые позволяют судить не об отдельном инструменте, а о рынке в целом.

Определение Индикаторов ширины рынка: Специальный тип индикаторов, использующий количество растущих и падающих акций, для выявления преобладающей рыночной тенденции.

Definition of 'Breadth Indicator': A specific type of indicator that uses advancing and declining issues to determine the amount of participation in the movement of the stock market.

Advance/Decline Index

Definition of 'Advance/Decline Index'
A technical analysis tool that represents the total difference between the number of advancing and declining security prices. This index is considered one of the best indicators of market movements as a whole. Stock indexes such as the Dow Jones Industrial Average only tell us the strength of 30 stocks, whereas the advance/decline index can provide much more insight into the movements of the market.
2012_05_28_175410.png

Investopedia explains 'Advance/Decline Index'
In general, rising values of the advance/decline can be used to confirm the likelihood that an upward trend will continue. If the market is up but there are more declining issues than advancing ones, it's usually a sign that the market is losing its breadth and may be getting ready to change direction.
Imagine that the advance/decline index on the S&P 500 is currently at 1835. If at the end of the last trading day, 300 stocks were up (advance) and 200 were down (decline), 100 would be added to the advance/decline index value, pushing it to 1935.
When this index is plotted on a chart, it is known as the "advance/decline line".

Advance/Decline Line - A/D

Definition of 'Advance/Decline Line - A/D'
A technical indicator that plots changes in the value of the advance-decline index over a certain time period. Each point on the chart is calculated by taking the difference between the number of advancing/declining issues and adding the result to the previous period's value, as shown by the following formula:

A/D Line = (# of Advancing Stocks - # of Declining Stocks) + Previous Period's A/D Line Value

Investopedia explains 'Advance/Decline Line - A/D'
This indicator is used by many traders to confirm the strength of a current trend and its likelihood of reversing. If the markets are up but the A/D line is sloping downwards, it's usually a sign that the markets are losing their breadth and may be setting up to head in the other direction. If the slope of the A/D line is up and the market is trending upward then the market is said to be healthy.

Market Breadth

Definition of 'Market Breadth'
A technique used in technical analysis that attempts to gauge the direction of the overall market by analyzing the number of companies advancing relative to the number declining. Positive market breadth occurs when more companies are moving higher than are moving lower, and it is used to suggest that the bulls are in control of the momentum. Conversely, a disproportional number of declining securities is used to confirm bearish momentum.

Investopedia explains 'Market Breadth'
A large number of advancing issues is a sign of bullish market sentiment and is used to confirm a broad market uptrend. Traders will specifically look at the number of companies that have created a 52-week high relative to the number that created a 52-week low because this data can provide longer term information about whether the bullish or bearish trend will continue.

#2 Николай Степенко

Николай Степенко

    Активный участник

  • Главные администраторы
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  • 9 440 сообщений
  • Пол:Мужчина
  • Город:Холон
  • Интересы:трейдинг, биржа, обучение трейдингу, технический анализ, фундаментальный анализ, велосипед, море, путешествия

Отправлено 28 Май 2012 - 18:02

Еще здесь http://www.masterdat...teIndicator.htm

► 1% Exponential Moving Average (EMA) of Advance-Declines
The 1% EMA is a significant momentum indicator and is excellent for identifying long-term market tops and bottoms.
1% EMA of Advance-Declines
► Absolute Breadth Index
The Absolute Breadth Index ("ABI") is a market momentum indicator that shows how much activity, volatility, and change is taking place on the New York Stock Exchange while ignoring the direction prices are headed.
Absolute Breadth Index - more info
► Advance/Decline Line
When more stocks are advancing than declining, the A/D Line moves up (and vice versa).
Advance/Decline Line
► Advance/Decline Ratio
The Advance/Decline Ratio ("A/D Ratio") shows the ratio of advancing issues to declining issues.
Advance/Decline Ratio
► Advancing-Declining Issues
The Advancing-Declining Issues is a market momentum indicator which shows the difference between stocks listed on the New York Stock Exchange that advanced in price minus those that declined.
Advancing-Declining Issues
► Advancing, Declining, Unchanged Volume
Advancing, declining, and unchanged volume are all market momentum indicators. They reflect movement on the New York Stock exchange in millions of shares.
Advancing, Declining, Unchanged Volume
Advance-Decline Volume
► Breadth Thrust
The Breadth Thrust indicator is a market momentum indicator.
Breadth Thrust




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