泡泡说的pivot point 指标的文献# Stock
g*t
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这个指标thinkorswim可以很方便的看到。下面是说明。
应该是这个人发明的吧。
1. "Price Projections" by Sylvain Vervoort. Technical Analysis of Stocks &
Commodities, November 2014.
SVEPivots
Description
The SVEPivots study is a support-resistance technical indicator developed by
Sylvain Vervoort. Based upon the observation that quite often uptrend and
downtrend price swings are of almost equal lengths, the indicator predicts
future price targets by calculating the measured move (price projection
based on the previous swing). By default, the SVEPivots indicator calculates
daily pivot levels, however, those can be calculated on any standard
aggregation period. The daily pivot levels are defined by price values of
the previous day, namely, high, low, and close. Using these values, the
study projects seven intraday price targets: three support levels, three
resistance levels, and a pivot point level.
These levels are calculated using the following formulas (PH, PL, and PC
stand for previous day's high, low, and close price, respectively):
PP = (PH + PL + PC) / 3;
R1 = 2 * PP - PL;
R2 = PP + (PH - PL);
R3 = 2 * PP + (PH - 2 * PL);
S1 = 2 * PP - PH;
S2 = PP - (PH - PL);
S3 = 2 * PP - (2 * PH - PL).
Input Parameters
aggregation period The period upon which the previous price values are
defined and the plots are displayed.
Plots
R3 The third resistance level.
R2 The second resistance level.
R1 The first resistance level.
PP The pivot point level.
S1 The first support level.
S2 The second support level.
S3 The third support level.
Further Reading
1. "Price Projections" by Sylvain Vervoort. Technical Analysis of Stocks &
Commodities, November 2014.
应该是这个人发明的吧。
1. "Price Projections" by Sylvain Vervoort. Technical Analysis of Stocks &
Commodities, November 2014.
SVEPivots
Description
The SVEPivots study is a support-resistance technical indicator developed by
Sylvain Vervoort. Based upon the observation that quite often uptrend and
downtrend price swings are of almost equal lengths, the indicator predicts
future price targets by calculating the measured move (price projection
based on the previous swing). By default, the SVEPivots indicator calculates
daily pivot levels, however, those can be calculated on any standard
aggregation period. The daily pivot levels are defined by price values of
the previous day, namely, high, low, and close. Using these values, the
study projects seven intraday price targets: three support levels, three
resistance levels, and a pivot point level.
These levels are calculated using the following formulas (PH, PL, and PC
stand for previous day's high, low, and close price, respectively):
PP = (PH + PL + PC) / 3;
R1 = 2 * PP - PL;
R2 = PP + (PH - PL);
R3 = 2 * PP + (PH - 2 * PL);
S1 = 2 * PP - PH;
S2 = PP - (PH - PL);
S3 = 2 * PP - (2 * PH - PL).
Input Parameters
aggregation period The period upon which the previous price values are
defined and the plots are displayed.
Plots
R3 The third resistance level.
R2 The second resistance level.
R1 The first resistance level.
PP The pivot point level.
S1 The first support level.
S2 The second support level.
S3 The third support level.
Further Reading
1. "Price Projections" by Sylvain Vervoort. Technical Analysis of Stocks &
Commodities, November 2014.
