等价K线的疑问。

dcetrader · Dec 11, 2009

比如下图的白糖，都设置成5个点为一根K线的长度，为什么在“5分钟”和“60分钟”下显示的还不一样呢？等价K线也有时间概念？请详细解释下等价K线的原理和使用，谢谢！

DCETRADER

Superview · Oct 14, 2009

等价,等幅,等量线是根据OX图演变而来,目的是更加直观的反映市场走势,采用的办法是将当日K线拆分,根据K线图当日形状来猜测当日走势,由于你采取了不同周期,所以图形是肯定会有变化

dcetrader · Oct 14, 2009

Superview said: ↑

等价,等幅,等量线是根据OX图演变而来,目的是更加直观的反映市场走势,采用的办法是将当日K线拆分,根据K线图当日形状来猜测当日走势,由于你采取了不同周期,所以图形是肯定会有变化
Click to expand...

等量线业有这个问题
图形会变化？那么，和外软的RANGEBAR、TICKBAR、VOLUMEBAR还是有区别的啊？
我觉得等价等量和等笔线不应该和时间有关系啊。
你看SOF的这个文章，TICKBAR，RANGEBAR图表的BAR线描述根本就不涉及到时间周期，建议金字塔能否改进下，谢谢。
OX图和TICKBAR,RANGEBAR根本就没法比，忽闪忽闪的，我们不需要未来数据。我们需要真正的K线，K线的影线。

Two articles in the Stocks, Futures & Options magazine (www.sfomag.com) introduced a new charting concept. The first article was 'Paradigm Shift Lights the Way to Momentum Bars' by Desmond MacRae, SFO Feb 2003. The follow-up article was 'Momentum Bars: The Sequel ...' by Desmond MacRae, SFO Apr 2003. These articles describe a charting concept developed by Danton Long called Momentum Bars.
Momentum Bars are basically constant range bars. The bars look like standard chart bars with an open, high, low, close and volume. The high-low range of each bar is constant. A new bar does not start until a price tick is received that would exceed the fixed range of the current bar. Momentum Bar charts have the following characteristics:

Each bar is the same height because the range is constant.

The close of a bar is always at the high or low of the bar.

The open of a bar is always one tick below or above the close of the preceding bar.

The time period covered by each bar varies.

All gaps are filled with inserted 'phantom' bars.

The 'phantom' bars that are inserted to fill a gap create an interesting effect on standard studies. It is true that orders cannot be filled on these 'phantom' bars. But they may generate trade signals more rapidly. You will have to experiment with Momentum Bars to get a feel for study behavior with this new charting concept.
This article shows 3 other chart types for comparison to the Momentum Bars chart. All charts show the transition from the afternoon of Jan 27th, 2004, through the Globex session, and into the day session of Jan 28th. The duration of the Globex session has been highlighted in yellow in all four charts for easier visual correlation. The next chart is a standard 5-minute bar chart.

The 5-minute bar chart is basically a constant Time chart. Each bar represents a fixed period of time. New bars are created because of the passage of time, even though the market may be thinly traded, which is typically the case during the Globex session. The next chart is a 144-Tick chart.

The 144-Tick chart is a constant Tick chart. Each bar contains the same number of trade ticks, without regard to time or trade volume. Constant Tick charts have become very popular recently. As market activity increases, more bars are created, and vice versa. A variation of the Constant Tick concept is to create chart bars based on a constant volume, which is illustrated next.

The constant volume bar example shows bars built on having a uniform 1000 trade volume per bar. Each bar has the same trade volume, without regard to time or how many trade ticks were needed to accumulate the 1000 volume total. Note that during day session hours, the 1000 volume bar chart is very similar to the 144-tick bar chart. During the thin trading of the Globex session, the constant volume chart generated fewer bars than the constant tick chart example.
As part of the comparison, a Stochastic study was applied to each chart. The Stochastic shown on each chart uses a 14 bar period, with a 5 period %K and a 3 period %D setting. It is my observation that the Stochastic is smoothest on the Momentum Bars (constant range) chart. Perhaps this is because Momentum Bars take out so much of the noise.
Analytical tools and studies can be applied to all of the chart types illustrated. Because the bars on each of the charts are created differently, the studies and draw tools will generate different signals. While each chart has the general characteristic of making a V turn at a price of 1137.00, there are significant differences in the chart patterns and formations on the four examples. While some may what to argue that one of these chart types is superior, or that another is inherently flawed, I think it is best to just accept that each is different. Investigate each chart type using the studies and draw tools that speak to you. Trade the chart types that generate the trade signals that you understand and make you the greatest profit.
The chart examples shown in this article were created with Ensign Windows.
Article by Howard Arrington
______________________________________________________________

'Just wanted to drop you a note about the constant Volume and Range Bar (Momentum Bars) setups. I have tried both on different trading vehicles and at different settings. I find both to be superior to the normal interval bars that I used in the past. I personally enjoy the Range bars best. I like the fact that there is a new bar when the range of the current bar is exceeded and I can set that range any way I want. I can tailor the action to the trading vehicle and personality of the market. It makes the bars smoother and gives improved entries. I also noticed that they tend to make the indicators work better.
One of the hardest things a trader must deal with in my opinion is the length of the bars on a 3 or 5 min chart. I recently saw a 15 point opening bar in the ER2 using a 3 min chart and there are many times that I see 3 and 4 point bars. I had an R75 chart up at the time of the 15 point bar on the three minute chart and it was too rapid to trade but it got my attention. When I run a 3 minute chart and an R75 chart side by side I often see the 3-min chart produce a single 3 point bar. The R75 gives me three bars. There is a large difference between interval bars and the new Range bars. Now when I get a 3-point bar on the 3-minute chart that would be untradable for me, I can now trade it because I will get several bars using a Range bar setup that phases me into the trade. It gives time for the indicator to react and provide a signal. The Volume bars also tend to make things smoother and I am still looking at ways to use these to improve the trading. Being able to control the volume in each bar is very helpful.
The first chart depicts the ES R100 (100 point range bar) and the 2nd chart is a 3-minute chart. The R100 chart is much smoother and more tradable than the 3-minute chart.

Thanks for the great Ensign program. It is the best trading program I have ever used.
Article by Jay West

Click to expand...

Superview · Oct 14, 2009

我们仔细研究一下

dcetrader · Oct 25, 2009

在实时行情中，等价线与等量线好像受未来数据影响特别严重，真的就跟OX线一个样了，刚出个阳线，马上又消失变出俩阴线等等赫赫

另外这个价格拆分比研究半天也没弄懂。。。
我曾经在YOUTUBE看过TRADERSAUDIO.COM的SP期货RANGE BAR波动视频，它们好像用的是ESIGNAL吧，就没有上述问题。

请公司朋友好好设计设计修订修订，这2个线弄好了，简直就是真的和国际接轨了。rangebars 和tickbars在国外非常流行的。<驾驭市场>一书有提到过TICK BARS。

设计好研究明白了，我宁愿花费时间精力专门写书宣传宣传。

Re: about your YOUTUBE report with intraday CHART‏
发件人： Ben Lichtenstein (benl@tradersaudio.com)
发送时间： 2009年10月14日 18:49:32
收件人： FENGLIANG (dcetrader@hotmail.com)

range bars

At 12:37 AM 10/14/2009,
you wrote:>hi,ben:
>
>Thanks for your great works. my stupid question is what type of your chart show in Youtube, tick bars of range bars?
>Sorry for my bad english.
>S!
>
>dcetrader
Click to expand...

Superview · Oct 25, 2009

可否告知国外软件对等价等量K线的做法？以便于我们尽快修正

dcetrader · Oct 26, 2009

Superview said: ↑

可否告知国外软件对等价等量K线的做法？以便于我们尽快修正
Click to expand...

具体我的查查，设计初衷应该与OX图一样，但绝对不是OX图的变体。

dcetrader · Dec 11, 2009

Superview said: ↑

可否告知国外软件对等价等量K线的做法？以便于我们尽快修正
Click to expand...

请看这几个视频，等价BAR线，这应该是ESIGNAL软件。
您注意下，形成后的BAR线是不变化的，而金字塔在市场波动大的时候最新形成的K线（比如说由这根线的新高新低回撤后竟然没有影线）和前一根线（比如说突然消失等等）会出现变化，也就是说受“未来数据”影响。
http://www.tradertape.com/index.php?option=com_achtube&task=view&id=611&Itemid=99999999

http://www.tradertape.com/index.php?option=com_achtube&task=view&id=799&Itemid=99999999

dcetrader · Dec 11, 2009

http://www.tradertape.com/index.php...521&Itemid=33&mosmsg=Video+added+to+favorites

Superview · Dec 13, 2009

dcetrader said: ↑

请看这几个视频，等价BAR线，这应该是ESIGNAL软件。
您注意下，形成后的BAR线是不变化的，而金字塔在市场波动大的时候最新形成的K线（比如说由这根线的新高新低回撤后竟然没有影线）和前一根线（比如说突然消失等等）会出现变化，也就是说受“未来数据”影响。
http://www.tradertape.com/index.php?option=com_achtube&task=view&id=611&Itemid=99999999

http://www.tradertape.com/index.php?option=com_achtube&task=view&id=799&Itemid=99999999
Click to expand...

非常感谢！
您对等价等量K线感兴趣，也有一定研究，而且英语又好，就麻烦您总结国外软件对等价等量K线的做法，形成算法，以便于我们尽快修正。
待改良成功后，我们将送您金字塔作为感谢

dcetrader · Dec 24, 2009

Superview said: ↑

非常感谢！
您对等价等量K线感兴趣，也有一定研究，而且英语又好，就麻烦您总结国外软件对等价等量K线的做法，形成算法，以便于我们尽快修正。
待改良成功后，我们将送您金字塔作为感谢
Click to expand...

感谢，我的QQ 45626753,方便的话联系

hualei · Dec 26, 2009

dcetrader said: ↑

在实时行情中，等价线与等量线好像受未来数据影响特别严重，真的就跟OX线一个样了，刚出个阳线，马上又消失变出俩阴线等等赫赫

另外这个价格拆分比研究半天也没弄懂。。。
我曾经在YOUTUBE看过TRADERSAUDIO.COM的SP期货RANGE BAR波动视频，它们好像用的是ESIGNAL吧，就没有上述问题。

请公司朋友好好设计设计修订修订，这2个线弄好了，简直就是真的和国际接轨了。rangebars 和tickbars在国外非常流行的。<驾驭市场>一书有提到过TICK BARS。

设计好研究明白了，我宁愿花费时间精力专门写书宣传宣传。
Click to expand...

请问dcetrader用market profile 么？

dcetrader · Jan 20, 2010

能否将等量K线的源码发给我，我修改测试一下。

Superview · Jan 20, 2010

dcetrader said: ↑

能否将等量K线的源码发给我，我修改测试一下。
Click to expand...

非常感谢您的热心！
金字塔最近非常忙，主要骨干都在上海，等有空一定请您帮忙