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The index of quantity and energy is to find out the strategic intention of the banker from the real change of quantity and energy by dynamically analyzing the change of trading volume, so as to achieve the investment goal of safe follow-up and stable profit.

Chinese name

Quantity and energy index

kind

concept

catalogue

1? One of the applications

2? The second application

3? The third application

4? The fourth application

5? The fifth application

One of the applications

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It goes without saying that quantity and price are the first, and the study of volume is very important, but most investors' understanding of volume still stays in the understanding of volume, shrinkage, daily volume and land volume. This kind of understanding is one-sided, instantaneous and static, and effective research on energy measurement technology must be comprehensive, historical and dynamic. For example, in 1995, the turnover of 654.38+00 billion in Shanghai stock market was already a huge amount, but today, 654.38+00 billion is only the minimum amount for the upward expansion of the market. For one stock, 8% turnover is a historical amount, but for another stock, 30% turnover can be regarded as a huge amount. The technical index of quantity and energy is to find out the strategic intention of the banker from the real change of quantity and energy by dynamically analyzing the change of trading volume, so as to achieve the investment goal of safe follow-up and stable profit.

VMACD, also known as smooth moving average, is specially used to measure the development trend of quantity and energy, and belongs to the trend index of quantity and energy. This indicator is only configured in some advanced software systems, but not in general stereotypes software.

Calculation method: First, calculate the short-term and long-term indicators smma of trading volume, then calculate DIFF and DEA and the difference between them, and finally get MACD. Specific calculation formula:

SHORT=[2× volume +(n- 1 )× volume of previous cycle]

LONG=[2× transaction volume +(N 1- 1 )× transaction volume of last cycle]

DIFF = short-term-long-term

Dea = [2× diff+(m- 1 )× last cycle difference]

MACD = differential DEA

Parameter settings: N= 12, N 1=26, M=9.

Application skills of MACD:

1, DIFF and DEA are all positive values. When both are above the zero axis, DIFF breaks through DEA upward as a buy signal.

2.DIFF and DEA are both negative numbers. When both of them are below the zero axis, DIFF below DEA is a selling signal.

3. When the trend of DEA line deviates from the trend of K line, it is a market reversal signal.

4. Analyze the MACD column line, and turn from red to green (from positive to negative) as the selling signal; Change from green to red as buying signal.

5. When both DIFF and DEA are negative, the two lines tend to stick together for a long time.

Effective separation and difference are mid-line buying signals.

Practical application of MACD:

On June 65438+1October 65438+February 600754, Xinya shares (related, quotation) closed 1 1.70 yuan, the DIFF of MACD sent a buy signal through DEA. The d value of stochastic index KD is in a steady upward trend. Although the stock price was slightly adjusted back in the next two days, it was quickly pulled back to the upward channel. By the close of 65438+February 8, Xinya shares soared to 15.08 yuan.

MACD is a quantitative and energy index, and it operates in the same way as MACD except for different calculation elements. MACD judges the trend several days before MACD. When the volume is enlarged and the price rises, it is generally the beginning of the market turning point, and breaking through the "0" line is also the signal of the market turning point. Therefore, when the trading volume obviously deviates from its normal level, investors should pay special attention to the market outlook. This index, together with random indexes KD and KDJ, can determine the buying and selling points of the center line and accurately judge the high and low positions of each band.

The second application

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The VRSI index, also known as the relative strength index of quantity and energy, is one of the counter-trend indicators of quantity and energy. It can judge the trend of quantity and energy by reflecting the four elements of stock price changes: rising days, falling days and the increase and decrease of trading volume, and predict the relationship between market supply and demand and trading power.

Compared with the relative strength index RSI, the calculation method and judgment principle are basically the same, but it focuses on quantitative factors, which can better judge the price trend in advance according to the principle of comparing quantity with price.

Calculation method: first calculate the relative strength value, and then calculate the VRSI line.

Relative strength value = the sum of n-day volume increase ÷ the sum of n-day volume decrease.

VRSI line =100-100 ÷ (1+relative strength value) Parameter: n Statistical days, generally 6.

Application skills of VRSI;

1, VRSI takes 50 as the dividing line, VRSI greater than 50 is a strong city, VRSI less than 50 is a weak city, and VRSI above 50 is more accurate.

2. When consolidating, the bottom of VRSI is higher than the bottom, indicating that the bulls are strong and the market outlook may continue to rise; On the contrary, the bottom below the bottom is the sell signal.

3. Generally speaking, VRSI turning around above 60 is a selling signal, and VRSI turning around below 40 is a buying signal. Generally, the sell signal is more reliable than the buy signal. However, the application should proceed from the judgment of the overall situation, because VRSI is a quantitative and energy index. If we combine the price indicators such as KDJ, MACD and EBBI, we can accurately judge the price trend.

4. Deviation analysis of VRSI: The trend of VRSI often deviates from the price trend, which is also a buying and selling signal. When the stock price is still in the consolidation stage and VRSI has taken the lead in sorting out, the stock price will break through. When the stock price hits a new high and RSI also hits a new high, it means that the market outlook is strong. If VRSI does not hit a new high at the same time, it means that it is about to fall back. When the stock price hits a new low and RSI also hits a new low, the market outlook will weaken. If VRSI doesn't hit a new low, the stock price may reverse.

5.VRSI overbought and oversold analysis: On the 6th, VRSI broke through 85, overbought; On the 6th, VRSI fell below 15, oversold, and it is more likely to reverse. It is a common peak shape for the overbought area to walk out of the M shape; It is a common bottoming form for oversold areas to get out of the W-shape.

6. Morphological analysis of VRSI: Compared with K-line and US-line, VRSI can see its trend more clearly, so it can judge the future trend by drawing support line or resistance line tangent, and VRSI can also be used as a signal of trading point according to the types of head and shoulder top, head and shoulder bottom and triangle.

7. The parameter value n of 7.VRSI is generally 5 ~ 16 days. The greater the value of n, the clearer the long-term trend, but there will be a tendency to lag behind; The smaller the value of n is, the more sensitive it is to the trend change, but it is easy to cause highly sensitive risks. ? [ 1]?

The third application

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At present, there are many articles about indicators, but most of them are discussed repeatedly around more than 20 commonly used "stereotyped writing" indicators. In fact, in addition to these "stereotyped writing" indicators, there are many other practical indicators. Such as: RSI, MACD, OSC, STD and other equivalent energy index series. These new indicators are widely used in many analysis softwares that have just appeared in recent years, and ROC indicator is one of them.

ROC index, also known as turnover change rate index, is a kind of counter-trend index. Comparing today's turnover with that of N days ago, the range of turnover change in a certain period of time is calculated, and the moving comparison of turnover is used to measure the movement trend of turnover, so as to detect the strength of supply and demand of turnover in advance, and then analyze the development trend of turnover and whether there will be a turnaround in the future.

Calculation method:

The ROC value is obtained by subtracting the volume before N from the volume, dividing it by the volume before N, and amplifying it by 100 times. Specific calculation formula:

ROC= (volume -n front volume) ÷n front volume × 100

Parameter setting: the value of n indicates the interval days, which is generally 12.

Application skills of ROC:

1.ROC fell below zero, indicating that mainstream funds showed signs of retreat.

2.ROC breaks through zero upward, indicating that there are signs of mainstream capital intervention.

3. The stock price reached a new high, and ROC did not cooperate with the rise, indicating that the upward momentum was weakened.

4. The stock price hit a new low, and ROC did not cooperate with the decline, indicating that the downward momentum weakened.

5. The stock price and ROC rose from the low level at the same time, indicating that the trend still has upward momentum.

6. Both the stock price and ROC have dropped from a high level, indicating that the trend still has downward momentum.

Practical application of ROC;

At the beginning of this year, the prices of NPC and CPPCC started from 1 month and reached the highest point on March 2 1 693. Although the stock index rose on that day compared with the previous trading day, the ROC index dropped sharply from 375 to 56,22 to-15, which indicated that mainstream funds were withdrawing. Sure enough, it became the highest point of this band, and then the market was adjusted for three months until the "6.24" market began. A similar situation happened in the "6.24" market. After the stock index surged strongly on June 24, it quickly turned into a strong adjustment. Until July 9, the stock index remained strong in the 1730 area, and there was no abnormal change in the disk. However, the ROC index of that day suddenly pierced the 0 axis and fell rapidly from 1 19 to -35. The next day, the stock index showed a trend of breaking position, which has been adjusted to this day.

In practical application, it should be noted that when the ROC index is in the finishing stage, it will be bonded and entangled with the 0 axis, and the analysis effect of the ROC index is not obvious. It is mainly used to judge the head and bottom of the market, which is more effective in judging the trend development and turning point.

The fourth application

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OSC index is also called moving average trading volume index. But it is not just to calculate the moving average of the volume, but to analyze the running trend of the volume and judge the changing direction of the trend in time by comparing the long-term moving average and the short-term moving average of the volume.

Calculation method:

First, calculate the short-term moving average (short) and the long-term moving average (long) respectively, then calculate the difference between them, then calculate the ratio of the difference to the short-term moving average, and finally enlarge the ratio by 100 times to get the OSC value. Specific calculation formula:

Short = sum of n-period trading volume/n;

Long = sum of transaction volume in m periods/m;

OSC= (short-long) ÷ short×100

Parameter setting:

SHORT calculates the number of days of short-term moving average transaction volume, and n is generally 12 days.

LONG calculates the number of days of long-term moving average trading volume, and m generally takes 26 days.

Application skills of OSC:

1. If the OSC index is positive, it means that the trading volume is rising and the trading is active. When the OSC index is negative, the trading volume tends to decline and the trading volume tends to weaken.

2. In the short-term stock price fluctuation, the top and bottom of OSC index often appear at the same time as the short-term top and bottom of stock price. But in the long-term trend of stock price, the important top or bottom of OSC index often appears earlier than the important top or bottom of stock price for a period of time. The root of this situation is that in the actual trend, the change of quantity and energy often precedes the change of stock price.

3. When the OSC drops to a very low position, at least less than-100, and most suitably less than -200, if the OSC index can rise at a very fast speed and cross the 0 axis, this is the best short-term buying opportunity.

Practical application of OSC;

600726 Longdian Co., Ltd. (related, quotation) 65438+ On June 27 and 30 of February last year, the OSC index values of the stock were -203 and -200 respectively. This only shows that the unit is suitable for attention, and does not mean that it can immediately intervene. Since then, the OSC index value of the stock has continued to rise until this year's 65438+1October 23, when OSC broke through the 0-axis and closed at +5.93, sending a buy signal. If the average price of the next day is 5.99 yuan, the stock will rise to 8. 18 yuan after more than 40 trading days, with an increase of 37%.

Precautions in using OSC indicators: OSC indicators are invalid when the market is in a long-term downward trend, but they are often effective when the market is in a consolidation stage or a long-term upward trend stage. In addition, in the short-term fluctuation of stock price, the judgment of OSC index is often synchronized with the change of stock price, while in the long-term running trend of stock price, OSC index can judge the future development trend of stock price in advance.

The fifth application

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STD index, also known as the standard deviation of transaction volume, is a statistical concept indicating the degree of data dispersion, which is mainly calculated according to the fluctuation of data in a period of time and used to describe the degree of data dispersion. Standard deviation has been widely used in the statistical analysis of financial securities.

Algorithm: STD index is to find the estimated standard deviation of trading volume in n cycles, and the calculation formula in the software is: STD=STD(VOL, n);

Parameter setting: the calculation period n is generally 10 day.

Application skills of STD:

1 and STD indicators can effectively track the trend of volume expansion and contraction.

2. Be cautious when the stock price has hit a new high and the STD index has failed to hit a new high. The stock price may fall at any time.

3. The most significant function of 3.STD index is to judge the top of stock price, which has a very clear and timely function. When the STD index value rises to a very high position rapidly, once there are signs of stagflation or decline, it is a short-term selling signal.

Practical application of STD index;

600802 Fujian Cement (related, quotation) has had three head incidents since 1 month this year, namely, March 12, April 22 and June 25. In these three days, STD indicators have some * * * same characteristics: ① When the head appears three times, STD indicators are in a very high position, that is, 25665438+. ② Before the head appeared three times, the STD index value had a straight-line rising process from the low position, and there was no callback in the middle. ③ After the head appeared three times, the STD index values all declined. By comparing the STD index with the stock price trend of Fujian Cement, we can find that the STD index accurately marks the selling signal of the stock.

Precautions in using STD indicators: When the value of STD indicators reaches, it can be considered as a high position. Due to the different scales of circulation and trading activities, the standards for defining various stocks are not uniform. The standard of stocks with large circulation or unusually active trading is relatively high, and some STD indicators even have to exceed 50 thousand to reach a very high position. For stocks with small circulation or relatively low trading, some STD index values are extremely high as long as they exceed 5000. This requires investors to carefully observe and understand the fluctuation range of STD index values of different stocks in order to give full play to the actual efficiency of STD indicators.

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