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震盪偵測改良 #86

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virus-warnning opened this issue Jun 10, 2020 · 0 comments
Open

震盪偵測改良 #86

virus-warnning opened this issue Jun 10, 2020 · 0 comments
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virus-warnning commented Jun 10, 2020 •
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目前震盪偵測採用相鄰位階移動檢查, 當各均線距離很遠時這個方法奏效

1, -1, 1, -1, ...

但是兩條以上的均線糾結時, 會造成頻繁洗版, 例如:

2, -2, 2, -2, ...
3, -3, 3, -3, ...

例如 5D 與 10D 貼在一起時就會發生這種狀況, 實務上會發生在波段結束進入盤整的期間

這樣的波動也要視為震盪
@virus-warnning virus-warnning added this to the 0.9.7 milestone Jun 10, 2020
@virus-warnning virus-warnning self-assigned this Jun 10, 2020
@virus-warnning virus-warnning modified the milestones: 0.9.7, 0.9.8 Jun 16, 2020
@virus-warnning virus-warnning modified the milestones: 0.9.8, 0.9.9 Jan 11, 2022
@virus-warnning virus-warnning modified the milestones: 0.9.9, Pending Jan 21, 2022
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